Skip to content
Snippets Groups Projects
Commit e13a59eb authored by Houtan Bastani's avatar Houtan Bastani
Browse files

preprocessor: add one_sided_hp_filter to stoch_simul. #1011

parent d9a1b998
No related branches found
No related tags found
No related merge requests found
...@@ -152,6 +152,7 @@ options_.impulse_responses.plot_threshold=1e-10; ...@@ -152,6 +152,7 @@ options_.impulse_responses.plot_threshold=1e-10;
options_.relative_irf = 0; options_.relative_irf = 0;
options_.ar = 5; options_.ar = 5;
options_.hp_filter = 0; options_.hp_filter = 0;
options_.one_sided_hp_filter = 1600;
options_.hp_ngrid = 512; options_.hp_ngrid = 512;
options_.nodecomposition = 0; options_.nodecomposition = 0;
options_.nomoments = 0; options_.nomoments = 0;
......
...@@ -97,7 +97,7 @@ class ParsingDriver; ...@@ -97,7 +97,7 @@ class ParsingDriver;
%token DEFAULT FIXED_POINT OPT_ALGO %token DEFAULT FIXED_POINT OPT_ALGO
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN %token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
%token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD %token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID %token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID ONE_SIDED_HP_FILTER
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string_val> INT_NUMBER %token <string_val> INT_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION %token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
...@@ -1107,6 +1107,7 @@ stoch_simul_options : stoch_simul_primary_options ...@@ -1107,6 +1107,7 @@ stoch_simul_options : stoch_simul_primary_options
| o_nodecomposition | o_nodecomposition
| o_spectral_density | o_spectral_density
| o_bandpass_filter | o_bandpass_filter
| o_one_sided_hp_filter
; ;
symbol_list : symbol_list symbol symbol_list : symbol_list symbol
...@@ -2573,6 +2574,7 @@ o_irf : IRF EQUAL INT_NUMBER { driver.option_num("irf", $3); }; ...@@ -2573,6 +2574,7 @@ o_irf : IRF EQUAL INT_NUMBER { driver.option_num("irf", $3); };
o_irf_shocks : IRF_SHOCKS EQUAL '(' symbol_list ')' { driver.option_symbol_list("irf_shocks"); }; o_irf_shocks : IRF_SHOCKS EQUAL '(' symbol_list ')' { driver.option_symbol_list("irf_shocks"); };
o_hp_filter : HP_FILTER EQUAL non_negative_number { driver.option_num("hp_filter", $3); }; o_hp_filter : HP_FILTER EQUAL non_negative_number { driver.option_num("hp_filter", $3); };
o_hp_ngrid : HP_NGRID EQUAL INT_NUMBER { driver.option_num("hp_ngrid", $3); }; o_hp_ngrid : HP_NGRID EQUAL INT_NUMBER { driver.option_num("hp_ngrid", $3); };
o_one_sided_hp_filter : ONE_SIDED_HP_FILTER EQUAL non_negative_number { driver.option_num("one_sided_hp_filter", $3); };
o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); }; o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); };
o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("ep.periods", $3); }; o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("ep.periods", $3); };
o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochastic.order", $3); }; o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochastic.order", $3); };
......
...@@ -637,6 +637,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 ...@@ -637,6 +637,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>irf {return token::IRF;} <DYNARE_STATEMENT>irf {return token::IRF;}
<DYNARE_STATEMENT>irf_shocks {return token::IRF_SHOCKS;} <DYNARE_STATEMENT>irf_shocks {return token::IRF_SHOCKS;}
<DYNARE_STATEMENT>hp_filter {return token::HP_FILTER;} <DYNARE_STATEMENT>hp_filter {return token::HP_FILTER;}
<DYNARE_STATEMENT>one_sided_hp_filter {return token::ONE_SIDED_HP_FILTER;}
<DYNARE_STATEMENT>bandpass_filter {return token::BANDPASS_FILTER;} <DYNARE_STATEMENT>bandpass_filter {return token::BANDPASS_FILTER;}
<DYNARE_STATEMENT>hp_ngrid {return token::HP_NGRID;} <DYNARE_STATEMENT>hp_ngrid {return token::HP_NGRID;}
<DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;} <DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;}
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment