From 1b4a4c8778f5ee136c044dd54ba1264e2aaa2aa1 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 8 Jun 2022 14:42:39 +0200
Subject: [PATCH] shock_decomposition.m: correctly pass initial date for
plotting
---
matlab/evaluate_smoother.m | 6 ++++--
matlab/shock_decomposition.m | 3 ++-
2 files changed, 6 insertions(+), 3 deletions(-)
diff --git a/matlab/evaluate_smoother.m b/matlab/evaluate_smoother.m
index e395f9da4d..1a732efec7 100644
--- a/matlab/evaluate_smoother.m
+++ b/matlab/evaluate_smoother.m
@@ -1,4 +1,4 @@
-function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_)
+function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form,initial_date]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_)
% Evaluate the smoother at parameters.
%
% INPUTS
@@ -29,6 +29,7 @@ function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviat
% order of declaration of variables (M_.endo_names)
% in deviations from their respective mean, i.e.
% without trend and constant part (used for shock_decomposition)
+% o initial_date [dseries] initial period, used for shock_decomposition
%
% SPECIAL REQUIREMENTS
% None
@@ -61,7 +62,8 @@ if ischar(parameters) && strcmp(parameters,'calibration')
options_.smoother=1;
end
-[dataset_,dataset_info,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
+[dataset_,dataset_info, ~, ~, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
+initial_date=dataset_.firstdate;
% set the qz_criterium
options_=select_qz_criterium_value(options_);
diff --git a/matlab/shock_decomposition.m b/matlab/shock_decomposition.m
index 3458d51c39..388b98161a 100644
--- a/matlab/shock_decomposition.m
+++ b/matlab/shock_decomposition.m
@@ -84,8 +84,9 @@ end
options_.selected_variables_only = 0; %make sure all variables are stored
options_.plot_priors=0;
-[oo_, M_, ~, ~, Smoothed_Variables_deviation_from_mean] = evaluate_smoother(parameter_set, varlist, M_, oo_, options_, bayestopt_, estim_params_);
+[oo_, M_, ~, ~, Smoothed_Variables_deviation_from_mean, initial_date] = evaluate_smoother(parameter_set, varlist, M_, oo_, options_, bayestopt_, estim_params_);
+options_.initial_date=initial_date;
% reduced form
dr = oo_.dr;
--
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