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Sébastien Villemot authored
redundant with data members, added const keywords, use passing-by-reference)
Sébastien Villemot authoredredundant with data members, added const keywords, use passing-by-reference)
UnivariateSpectralDensity.m 5.44 KiB
function [omega,f] = UnivariateSpectralDensity(dr,var_list)
% This function computes the theoretical spectral density of each
% endogenous variable declared in var_list. Results are stored in
% oo_ and may be plotted. Plots are saved into the graphs-folder.
%
% Adapted from th_autocovariances.m.
% Copyright (C) 2006-2013 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ oo_ M_
omega = []; f = [];
if options_.order > 1
disp('UnivariateSpectralDensity :: I Cannot compute the theoretical spectral density')
disp('with a second order approximation of the DSGE model!')
disp('Please set order = 1. I abort')
return
end
pltinfo = options_.SpectralDensity.plot;
cutoff = options_.SpectralDensity.cutoff;
sdl = options_.SpectralDensity.sdl;
omega = (0:sdl:pi)';
GridSize = length(omega);
exo_names_orig_ord = M_.exo_names_orig_ord;
if isoctave
warning('off', 'Octave:divide-by-zero')
else
warning off MATLAB:dividebyzero
end
if nargin<2
var_list = [];
end
if size(var_list,1) == 0
var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
end
nvar = size(var_list,1);
ivar=zeros(nvar,1);
for i=1:nvar
i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
if isempty(i_tmp)
error (['One of the variables specified does not exist']) ;
else
ivar(i) = i_tmp;
end
end
f = zeros(nvar,GridSize);
ghx = dr.ghx;
ghu = dr.ghu;
nspred = M_.nspred;
nstatic = M_.nstatic;
kstate = dr.kstate;
order = dr.order_var;
iv(order) = [1:length(order)];