Commit Graph

64 Commits (c47b6e6e4ce29c87d6ce2542e3056a5df9d874a1)

Author SHA1 Message Date
Houtan Bastani 3d946ec8b7 var: check for leaded/contemporaneous variables 2018-05-16 12:17:06 +02:00
Houtan Bastani 3a71215ae1 pac: change auxiliary variable creation, fix VAR max lag 2018-05-15 14:42:36 +02:00
Houtan Bastani 912261e5fc pac: separate params into EC and AR 2018-05-04 15:26:21 +02:00
Houtan Bastani 7ac33099f8 support undiff in pac model 2018-04-17 16:56:27 +02:00
Houtan Bastani 09e73f3bb4 var_model: fix lag info when diff present 2018-04-17 16:55:55 +02:00
Houtan Bastani fb8d9258d0 add pac_model statement 2018-04-04 11:48:59 +02:00
Houtan Bastani ec215e2a44 separate temporary terms: WIP 2018-03-28 16:41:48 +02:00
Houtan Bastani 5d339b69de simplify pac_expectation code 2018-03-07 15:04:07 +01:00
Houtan Bastani feb5b93eea create function to calculate aux vars as dseries 2018-03-02 17:50:35 +01:00
Houtan Bastani 9885fbacff diff: substitute auxiliary variables starting from the least lagged 2018-03-02 12:32:01 +01:00
Houtan Bastani 1e20717f58 fix bug in substitution of diff operator 2018-02-28 17:33:00 +01:00
Houtan Bastani 4897ab7d69 clean up adl code 2018-02-28 11:31:08 +01:00
Houtan Bastani a1437ac982 Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master 2018-02-26 12:09:58 +01:00
Houtan Bastani b504f160ca move files to src directory 2018-02-15 11:48:04 +01:00