missing utility for xls export of shock decomps.

matlab/WriteShockDecomp2Excel.m

+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
+