Houtan Bastani
da9f5dcffb
Revert "make pac expectation JSON output like that of var expectation"
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This reverts commit 21d42e6010
.
2019-03-15 16:11:55 +01:00
Houtan Bastani
21d42e6010
make pac expectation JSON output like that of var expectation
2019-03-15 15:47:50 +01:00
Houtan Bastani
50c26f4945
further simplifications related to AR matrices
2019-03-15 14:35:57 +01:00
Houtan Bastani
f1d1c1e1c1
trend_component_model: simplify AR
2019-03-15 12:27:32 +01:00
Houtan Bastani
a3c08f932e
simplify code to find autoregressive matrix for VARs
2019-03-15 12:26:59 +01:00
Houtan Bastani
0544141545
pac: fix bug when checking for symb_ids
2019-03-15 12:06:10 +01:00
Stéphane Adjemian (Charybdis)
9632b18c24
Add in M_ a list of exogenous variables that needs to be excluded if the model is not used for estimation.
2019-03-14 11:03:02 +01:00
Houtan Bastani
1e21904496
use emplace_back instead of push_back
2019-03-11 15:51:41 +01:00
Sébastien Villemot
d9f7ac4c9b
Fix bug introduced in 7d16fff786
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Here, emplace() and insert() are not interchangeable because this is a std::set of
std::vector<int>, and we really want the initializer-list constructor of
std::vector (and not the two int's constructor).
Fixes the test deterministic_simulations/lola_solve_one_boundary.mod
2019-03-08 18:57:17 +01:00
Houtan Bastani
fdefb0f52a
move variable initialization out of body
2019-03-08 16:21:01 +01:00
Houtan Bastani
958661b30f
update comment for map
2019-03-08 12:05:56 +01:00
Stéphane Adjemian (Charybdis)
e0acc669bd
Append a list of observed exogenous variables in M_ if varexo option status is used.
2019-03-07 16:55:20 +01:00
Houtan Bastani
69e7763490
pac: change vectors that store additive parts
2019-03-07 12:57:47 +01:00
Houtan Bastani
2201907245
pac: support additive elements whether optimizing agents are present or not
2019-03-07 12:36:08 +01:00
Houtan Bastani
583c8373d7
pac: add residual to additive part
2019-03-07 12:23:19 +01:00
Houtan Bastani
9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output
2019-03-07 11:31:45 +01:00
Houtan Bastani
b0dac547e9
shorten writing of istarget output
2019-03-07 11:31:45 +01:00
Houtan Bastani
14e7c92f14
pac: fix bug in setting of target variable
2019-03-07 11:31:45 +01:00
Sébastien Villemot
bd7a1f4b44
Minor simplifications in the lexers
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In particular, no need to put both upper and lower case letters in the
patterns, since the lexer is case-insensitive.
The only simplification that we do not perform is removing the quoting of
single quotes (i.e. replacing \' by '), since it confuses the C++ mode of
Emacs.
2019-03-06 13:58:22 +01:00
Houtan Bastani
8502ebfc06
json output: print statements in original model output
2019-03-06 11:43:30 +01:00
Sébastien Villemot
abfe1a70e7
Fix typo
2019-03-05 18:59:40 +01:00
Houtan Bastani
68850536e6
stop processing if we substitute a unary op with a lead. closes #20
2019-03-05 15:20:32 +01:00
Houtan Bastani
7c9f272e15
always substitute diffs of expressions that contain leads. closes #21
2019-03-05 12:43:54 +01:00
Houtan Bastani
a1c79e6a4c
remove code that should have been removed in 9963686e72
2019-03-05 12:33:21 +01:00
Houtan Bastani
9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents
2019-03-05 12:20:45 +01:00
Houtan Bastani
a3fc7a7752
pac_model: fix input tests
2019-03-04 11:07:06 +01:00
Stéphane Adjemian (Charybdis)
34f02a37e3
Fixed logic in pac_model command.
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If option aux_model_name is assigned a value, this value must not be
discarded if options growth and steady_state_growth are simultaneously
used.
2019-03-02 16:37:00 +01:00
Houtan Bastani
e56f994d28
pac_model: write growth argument as string
2019-03-01 11:20:26 +01:00
Houtan Bastani
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
Houtan Bastani
5f013756f2
find additive parts to pac equation
2019-02-27 23:12:05 +01:00
Stéphane Adjemian (Charybdis)
2312ce13dc
Changed non_optimizing_behaviour.type field to non_optimizing_behaviour.isendo.
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The elements are logicals true/false (true iff corresponding variable is an endogenous variable).
2019-02-27 15:35:19 +01:00
Houtan Bastani
ec21208ed7
pac: specify type of variables in non optimizing part of equation
2019-02-27 15:10:48 +01:00
Houtan Bastani
effa40543e
pac: find correct target variable when pac equation accounts for share of optimizing agents
2019-02-25 18:46:44 +01:00
Sébastien Villemot
3d42e6468d
Octave compatibility fix
2019-02-25 16:56:11 +01:00
Stéphane Adjemian (Charybdis)
abde60fbea
pac: Changed logic of the tests on growth and steady_state_growth options.
2019-02-25 16:21:30 +01:00
Houtan Bastani
64f55e4a5e
pac: declare endogenous variables needed by pac model consistent expectation before the creation of auxiliary variables
2019-02-25 15:29:46 +01:00
Houtan Bastani
36b2ae5026
pac: model consistent expectation: add 1 to max lag from pac equation to obtain correct `m` for substitution
2019-02-25 10:48:53 +01:00
Stéphane Adjemian (Charybdis)
b8f756fa35
Fixed option name in error message.
2019-02-22 23:11:06 +01:00
Sébastien Villemot
8ae7f81fd9
Fix bug with var_expectation nodes introduced in 38152c34a4
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We must provide a return value for
VarExpectationNode::maxLagWithDiffsExpanded().
Return zero, which will lead to the right overall result even if it is not
strictly the right choice (see the comment in the code).
2019-02-22 17:30:09 +01:00
Houtan Bastani
20690e1664
change ordering of aux vars in enum
2019-02-22 17:15:11 +01:00
Stéphane Adjemian (Charybdis)
6a34603f91
Conform to spelling used in Matlab codes.
2019-02-22 12:31:58 +01:00
Houtan Bastani
d8c9bbc353
ensure that h1/h0_param_indices are created regardless of whether there are parameters or not
2019-02-22 11:52:07 +01:00
Houtan Bastani
4160e48dab
output info relative to A0star column indices
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(cherry picked from commit 70f73d9bd5232044f3e31f1e4b26425bd149a869)
2019-02-21 12:57:18 +01:00
Sébastien Villemot
7d16fff786
Further simplifications
2019-02-21 12:16:22 +01:00
Sébastien Villemot
be023bdab9
Simplification: the [] operator already inserts the new element
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See https://en.cppreference.com/w/cpp/container/map/operator_at
2019-02-21 12:15:50 +01:00
Houtan Bastani
f41e681122
use emplace instead of insert and emplace_back instead of push_back
2019-02-21 10:59:53 +01:00
Houtan Bastani
84104a695e
don’t initialize string to empty
2019-02-21 10:53:11 +01:00
Houtan Bastani
520c7fc9b2
use auto instead of specific initializer
2019-02-21 10:52:59 +01:00
Houtan Bastani
469a328cfc
replace make_pair and make_tuple
2019-02-21 10:42:10 +01:00
Houtan Bastani
b09b50472b
pac: fix writing to use modstruct instead of M_
2019-02-20 16:46:52 +01:00