Skip to content
GitLab
Explore
Sign in
Register
Primary navigation
Search or go to…
Project
dynare
Manage
Activity
Members
Labels
Plan
Issues
Issue boards
Milestones
Wiki
Code
Merge requests
Repository
Branches
Commits
Tags
Repository graph
Compare revisions
Snippets
Build
Pipelines
Jobs
Pipeline schedules
Artifacts
Deploy
Releases
Container registry
Model registry
Operate
Environments
Monitor
Incidents
Analyze
Value stream analytics
Contributor analytics
CI/CD analytics
Repository analytics
Model experiments
Help
Help
Support
GitLab documentation
Compare GitLab plans
GitLab community forum
Contribute to GitLab
Provide feedback
Keyboard shortcuts
?
Snippets
Groups
Projects
Show more breadcrumbs
Dynare
dynare
Commits
e13a59eb
Commit
e13a59eb
authored
9 years ago
by
Houtan Bastani
Browse files
Options
Downloads
Patches
Plain Diff
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
Changes
3
Show whitespace changes
Inline
Side-by-side
Showing
3 changed files
matlab/global_initialization.m
+1
-0
1 addition, 0 deletions
matlab/global_initialization.m
preprocessor/DynareBison.yy
+3
-1
3 additions, 1 deletion
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
+1
-0
1 addition, 0 deletions
preprocessor/DynareFlex.ll
with
5 additions
and
1 deletion
matlab/global_initialization.m
+
1
−
0
View file @
e13a59eb
...
@@ -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
;
...
...
This diff is collapsed.
Click to expand it.
preprocessor/DynareBison.yy
+
3
−
1
View file @
e13a59eb
...
@@ -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); };
...
...
This diff is collapsed.
Click to expand it.
preprocessor/DynareFlex.ll
+
1
−
0
View file @
e13a59eb
...
@@ -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;}
...
...
This diff is collapsed.
Click to expand it.
Preview
0%
Loading
Try again
or
attach a new file
.
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Save comment
Cancel
Please
register
or
sign in
to comment