Commit a51db321 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Copy the generated time series in a dseries object (called...

Copy the generated time series in a dseries object (called Simulated_time_series) in the Base workspace (extended_path).
parent 9a21667e
function time_series = extended_path(initial_conditions,sample_size) function ts = extended_path(initial_conditions,sample_size)
% Stochastic simulation of a non linear DSGE model using the Extended Path method (Fair and Taylor 1983). A time % Stochastic simulation of a non linear DSGE model using the Extended Path method (Fair and Taylor 1983). A time
% series of size T is obtained by solving T perfect foresight models. % series of size T is obtained by solving T perfect foresight models.
% %
...@@ -350,7 +350,12 @@ end% (while) loop over t ...@@ -350,7 +350,12 @@ end% (while) loop over t
dyn_waitbar_close(hh); dyn_waitbar_close(hh);
if ~nargout if nargout
ts = dseries(transpose([initial_conditions, time_series]),options_.initial_period,cellstr(M_.endo_names));
else
oo_.endo_simul = [initial_conditions, time_series]; oo_.endo_simul = [initial_conditions, time_series];
ts = dseries(transpose(oo_.endo_simul),options_.initial_period,cellstr(M_.endo_names));
dyn2vec; dyn2vec;
end end
\ No newline at end of file
assignin('base', 'Simulated_time_series', ts);
\ No newline at end of file
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