a01b347564
Fixed indentation if c and c++ files.
2017-06-01 19:58:32 +02:00
6d57354731
preprocessor: add var_model info to restrictions class
2017-05-19 14:58:01 +02:00
1d079d4edf
preprocessor: var_estimation: remove unnecessary equation specifiers in syntax
2017-05-19 14:58:01 +02:00
00e8930f1f
preprocessor: fix spacing
2017-05-19 14:58:01 +02:00
b48a5d58a3
Revert "preprocessor: add options to var_model"
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This reverts commit cbb099f7d9789dc7616f770ed98412309ea6ec4d.
2017-05-16 11:21:50 +02:00
805f57f119
preprocessor: more backend var_estimation changes
2017-05-16 10:12:24 +02:00
279d7931df
var_estimation: back end
2017-05-16 10:12:24 +02:00
d0131f3652
var_estimation: add datafile option
2017-05-16 10:12:24 +02:00
644f1345ea
preprocessor: add var_estimation statement
2017-05-10 17:23:40 +02:00
1a1e2c1810
preprocessor: VAR restrictions
2017-05-10 16:25:01 +02:00
33f659a866
preprocessor: clean up commit 63180c9e5922d3f198684647051231344486c55d
2017-05-04 16:54:47 +02:00
c0f818a9e6
preprocessor: aesthetic fix: make writing to .m file nicer
2017-05-04 16:50:19 +02:00
a2771a62ad
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
d7336eb317
Merge branch 'master' into ecb-master
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Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
d72cadeed7
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
ec6756db0e
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
bac51e0a0e
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
a85cc7b451
preprocessor: change trend test to warning. #1389
2017-04-20 18:41:28 +02:00
35adc47c14
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
40c26edcfc
preprocessor: add options to var_model
2017-04-14 11:21:47 +02:00
8db0154570
Fix typo in error message
2017-04-06 08:41:12 +02:00
c74dac7e73
preprocessor: add warning for potential non-linearities in model declared linear. #1404
2017-04-05 11:07:34 +02:00
5021601b5b
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
053407314d
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
7c09ae7f3d
preprocessor: remove unused filed histval_present from mod_file_struct
2017-04-03 15:23:01 +02:00
f9a803f4a9
Added option nonlinear_filter_initialization.
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Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
5be4206092
preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition
2017-03-31 14:38:44 +02:00
bc9a619d8a
preprocessor: initial_condition_decomposition front end. closes #1425
2017-03-31 13:19:04 +02:00
ddcad84f13
Clarify error message if model-local variable was already used on RHS
2017-03-29 14:49:37 +02:00
5fb2ba6f7c
plot_shock_decomposition: remove argument to steadystate option
2017-03-28 12:15:00 +02:00
59322da2a7
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
490a3d66a6
Removed initialization for dates and dseries.
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This is not required with the new oop interface.
2017-03-22 09:41:10 +01:00
3308f252c9
preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block
2017-03-22 09:41:10 +01:00
f3e4a75aad
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
323a3684bf
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
a4004ac8bf
var_forecast: fix writing in dynamic file
2017-03-22 09:41:09 +01:00
53d0792712
stoi was introduced in C++11. replace with stringstream
2017-03-22 09:41:09 +01:00
f45575fb74
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
1ab66f549f
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
012360c370
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
a020daef37
var_expectation: first draft
2017-03-22 09:41:09 +01:00
b08a397983
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
85a7d72515
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +01:00
d089c730d4
Remove preprocessor warning.
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Do not issue a warning when observed exogenous variables do not appear
in the model.
2017-03-22 09:41:09 +01:00
80e322d319
Added declaration of observed exogenous variables.
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With integration test.
2017-03-22 09:41:09 +01:00
d2dfb65602
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
ea450d4254
preprocessor: fix bug introduced in a4eb8d6b91b3b9d5c0293b78be0678c52c4395a4
2017-03-21 14:07:30 +01:00
bc5ac82612
preprocessor: add init_state option to shock_decomposition
2017-03-21 12:48:11 +01:00
8c595e3298
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
5a35040126
Make sure block-decomposed model returns with correct error code if Inf or NaN is encountered
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Missing from 5f85d3a2005ae1d2b3650776cc33830967721159 where only residual was set to error code. If oo_.deterministic_simulation.status is not set to 0, model will erroneously be considered as solved and homotopy will not be triggered.
2017-03-17 10:07:13 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer