Commit cb3362b8 authored by Marco Ratto's avatar Marco Ratto Committed by Stéphane Adjemian
Browse files

missing utility for xls export of shock decomps.

parent 5a51e9cc
function WriteShockDecomp2Excel(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions,opts_decomp)
%function WriteShockDecomp2Excel(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
% Saves the results from the shock_decomposition command to xls
%
% Inputs
% z [n_var*(nshock+2)*nperiods] shock decomposition array, see shock_decomposition.m for details
% shock_names [endo_nbr*string length] shock names from M_.exo_names
% endo_names [exo_nbr*string length] variable names from M_.endo_names
% i_var [n_var*1] vector indices of requested variables in M_.endo_names and z
% initial_date [dseries object] first period of decomposition to plot
% DynareModel [structure] Dynare model structure
% DynareOptions [structure] Dynare options structure
% Copyright (C) 2016-2017 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/>.
SteadyState=[];
fig_mode='';
fig_mode1='';
fig_names='';
screen_shocks=0;
use_shock_groups = DynareOptions.use_shock_groups;
if use_shock_groups
shock_groups = DynareModel.shock_groups.(use_shock_groups);
shock_ind = fieldnames(shock_groups);
end
% number of components equals number of shocks + 1 (initial conditions)
comp_nbr = size(z,2)-1;
if nargin==8 ,
if isfield(opts_decomp,'steady_state')
SteadyState = opts_decomp.steady_state;
end
if isfield(opts_decomp,'fig_mode') && ~isempty(opts_decomp.fig_mode)
fig_mode = opts_decomp.fig_mode;
fig_mode1 = ['_' fig_mode];
fig_mode = [fig_mode '_'];
end
if isfield(opts_decomp,'screen_shocks')
if DynareOptions.use_shock_groups,
screen_shocks=0;
elseif comp_nbr>18
screen_shocks = opts_decomp.screen_shocks;
end
end
if isfield(opts_decomp,'fig_names')
fig_names = opts_decomp.fig_names;
% fig_names = ['_' fig_names];
fig_names1 = [fig_names];
fig_names = [fig_names '_'];
end
if screen_shocks
fig_names1 = [fig_names1 '_screen'];
fig_names = [fig_names 'screen_'];
end
end
gend = size(z,3);
if isempty(initial_date)
x = 1:gend;
else
freq = initial_date.freq;
initial_period = initial_date.time(1) + (initial_date.time(2)-1)/freq;
x = initial_period:(1/freq):initial_period+(gend-1)/freq;
end
nvar = length(i_var);
labels = char(char(shock_names),'Initial values');
if ~(screen_shocks && comp_nbr>18),
screen_shocks=0;
end
comp_nbr0=comp_nbr;
%%plot decomposition
for j=1:nvar
d0={};
z1 = squeeze(z(i_var(j),:,:));
if screen_shocks,
[junk, isort] = sort(mean(abs(z1(1:end-2,:)')), 'descend');
labels = char(char(shock_names(isort(1:16),:)),'Others', 'Initial values');
zres = sum(z1(isort(17:end),:),1);
z1 = [z1(isort(1:16),:); zres; z1(comp_nbr0:end,:)];
comp_nbr=18;
end
d0(1,:)=[{'Decomposition'} cellstr(labels(1:comp_nbr,:))' {'Smoot Var'}];
d0=[d0; num2cell([x' z1'])];
LastRow=size(d0,1);
if use_shock_groups
d0(LastRow+2,1)={'Legend.'};
d0(LastRow+2,2)={'Shocks include:'};
d0(LastRow+3:LastRow+3+comp_nbr-1,1)=cellstr(labels(1:comp_nbr,:));
for ic=1:comp_nbr,
group_members = shock_groups.(shock_ind{ic}).shocks;
d0(LastRow+2+ic,2:1+length(group_members))=group_members;
end
end
warning off
if ~ismac
[STATUS,MESSAGE] = xlswrite([DynareModel.fname,'_shock_decomposition',fig_mode,fig_names1],d0,deblank(endo_names(i_var(j),:)));
else
[STATUS] = xlwrite([DynareModel.fname,'_shock_decomposition',fig_mode,fig_names1],d0,deblank(endo_names(i_var(j),:)));
end
warning on
clear d0
end
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