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Commit d35ee4b5 authored by Marco Ratto's avatar Marco Ratto Committed by Stéphane Adjemian
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adapted testing routine

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......@@ -76,7 +76,7 @@ supply = e_A ;
'RoW shocks' = e_q e_ys e_pies ;
monetary = e_R ;
end;
options_.initial_date=dates('1980Q1');
options_.initial_date=dates('1989Q4'); % date arbitrarily set for testing purposes
shock_decomposition(use_shock_groups=trade) y_obs R_obs pie_obs dq de;
// various tests for plot_shock_decompositions
......@@ -95,6 +95,7 @@ close all,
// testing realtime decomposition
// first compute realtime decompositions [pre-processor not yet available]
options_.shock_decomp.forecast=8;
options_.shock_decomp.save_realtime = [5:4:options_.nobs]; % store values useful for annualized vars
oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);
options_.shock_decomp.detail_plot = 0;
......@@ -114,7 +115,7 @@ plot_shock_decomposition(M_,oo_,options_,var_list_);
options_.shock_decomp.realtime=2;
// conditional 8-step ahead decomposition, given 1989q4
options_.shock_decomp.detail_plot = 1;
options_.shock_decomp.vintage=40;
options_.shock_decomp.vintage=29;
plot_shock_decomposition(M_,oo_,options_,var_list_);
close all,
......@@ -128,21 +129,46 @@ plot_shock_decomposition(M_,oo_,options_,var_list_);
// forecast 8-step ahead decomposition, given 1989q4
options_.shock_decomp.detail_plot = 1;
options_.shock_decomp.realtime=3;
options_.shock_decomp.vintage=40;
options_.shock_decomp.vintage=29;
plot_shock_decomposition(M_,oo_,options_,var_list_);
close all,
// now I test annualized variables
options_.shock_decomp.realtime=0;
options_.shock_decomp.detail_plot = 1;
options_.shock_decomp.interactive=0;
options_.use_shock_groups='';
options_.shock_decomp.type='aoa';
options_.shock_decomp.q2a=1;
options_.shock_decomp.islog=1;
plot_shock_decomposition(M_,oo_,options_,'y');
options_.shock_decomp.realtime=1;
options_.shock_decomp.vintage=0;
plot_shock_decomposition(M_,oo_,options_,'y');
options_.shock_decomp.vintage=29;
options_.shock_decomp.realtime=1;
plot_shock_decomposition(M_,oo_,options_,'y');
options_.shock_decomp.realtime=2;
plot_shock_decomposition(M_,oo_,options_,'y');
options_.shock_decomp.realtime=3;
plot_shock_decomposition(M_,oo_,options_,'y');
close all
//test uimenu for groups
options_.shock_decomp.realtime=0;
options_.shock_decomp.detail_plot = 1;
options_.shock_decomp.interactive=1;
options_.use_shock_groups='row';
options_.shock_decomp.type='qoq';
plot_shock_decomposition(M_,oo_,options_,var_list_);
options_.shock_decomp.detail_plot = 1;
options_.shock_decomp.realtime=3;
options_.shock_decomp.vintage=40;
options_.shock_decomp.vintage=29;
plot_shock_decomposition(M_,oo_,options_,var_list_);
collect_latex_files;
......
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