diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 1bf017a7451e2ae4080454738138bf3ffc1a9ac1..755f43455b3e72845e914288568dbe1918a6dcf5 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3849,9 +3849,29 @@ DynamicModel::fillTrendComponentModelTable() const
trend_component_model_table.setNonstationary(nonstationaryr);
// Fill AR Matrix
- map<string, map<tuple<int, int, int>, expr_t>> ARr;
+ map<string, map<tuple<int, int, int>, expr_t>> ARr, ECr;
fillAutoregressiveMatrix(ARr, true);
trend_component_model_table.setAR(ARr);
+ fillErrorComponentMatrix(ECr);
+ trend_component_model_table.setEC(ECr);
+}
+
+void
+DynamicModel::fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr) const
+{
+ for (const auto & it : trend_component_model_table.getEqNums())
+ {
+ vector<int> nontrend_lhs;
+ vector<int> lhsv = trend_component_model_table.getLhs(it.first);
+ for (int trend_it : trend_component_model_table.getTrendEqNums(it.first))
+ nontrend_lhs.push_back(lhsv.at(distance(it.second.begin(), find(it.second.begin(), it.second.end(), trend_it))));
+
+ int i = 0;
+ map<tuple<int, int, int>, expr_t> EC;
+ for (auto eqn : it.second)
+ equations[eqn]->get_arg2()->fillErrorCorrectionRow(i++, nontrend_lhs, EC);
+ ECr[it.first] = EC;
+ }
}
void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index b7bca9050e42bf498b91ce693e0c8570a5e38f52..936ba86539f439c4be6291f3899ca9befee7c063 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -304,9 +304,12 @@ public:
//! Set the equations that have non-zero second derivatives
void setNonZeroHessianEquations(map<int, string> &eqs);
- //! Fill Autoregressive Matrix for var_model
+ //! Fill Autoregressive Matrix for var_model/trend_component_model
void fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ARr, bool is_trend_component_model) const;
+ //! Fill Error Component Matrix for trend_component_model
+ void fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr) const;
+
//! Fill the Trend Component Model Table
void fillTrendComponentModelTable() const;
void fillTrendComponentModelTableFromOrigModel(StaticModel &static_model) const;
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index ade8d75140dbb5ec793f4810891b0b879178e81d..f2af63bfa94a22cf3c4434f778c96775ec29171e 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -700,6 +700,11 @@ NumConstNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
{
}
+void
+NumConstNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+}
+
VariableNode::VariableNode(DataTree &datatree_arg, int idx_arg, int symb_id_arg, int lag_arg) :
ExprNode(datatree_arg, idx_arg),
symb_id(symb_id_arg),
@@ -1938,6 +1943,11 @@ VariableNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
{
}
+void
+VariableNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+}
+
UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, int idx_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg, string adl_param_name_arg, vector<int> adl_lags_arg) :
ExprNode(datatree_arg, idx_arg),
arg(arg_arg),
@@ -3577,6 +3587,12 @@ UnaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<in
arg->fillAutoregressiveRow(eqn, lhs, AR);
}
+void
+UnaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+ arg->fillErrorCorrectionRow(eqn, lhs, EC);
+}
+
BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, int idx_arg, const expr_t arg1_arg,
BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder_arg) :
ExprNode(datatree_arg, idx_arg),
@@ -5481,6 +5497,70 @@ BinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<i
arg2->fillAutoregressiveRow(eqn, lhs, AR);
}
+void
+BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
+ int eqn,
+ const vector<int> &lhs,
+ map<tuple<int, int, int>, expr_t> &EC) const
+{
+ if (op_code != BinaryOpcode::times)
+ return;
+
+ BinaryOpNode *multiplicandr = dynamic_cast<BinaryOpNode *>(arg2);
+ if (multiplicandr == nullptr
+ || multiplicandr->get_op_code() != BinaryOpcode::minus)
+ return;
+
+ set<pair<int, int>> endogs, tmp;
+ arg2->collectDynamicVariables(SymbolType::endogenous, endogs);
+ if (endogs.size() != 2)
+ return;
+
+ arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
+ arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
+ if (tmp.size() != 0)
+ return;
+
+ bool encountered_trend_var = false;
+ int lhs_symb_id = -1;
+ int max_lag = 0;
+ for (const auto & it : endogs)
+ if (find(lhs.begin(), lhs.end(), it.first) != lhs.end())
+ if (encountered_trend_var)
+ {
+ cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
+ << "two trend variables encountered in EC term" << endl;
+ exit(EXIT_FAILURE);
+ }
+ else
+ {
+ lhs_symb_id = it.first;
+ if (it.second < max_lag)
+ max_lag = it.second;
+ encountered_trend_var = true;
+ }
+
+ if (!encountered_trend_var)
+ return;
+
+ if (EC.find(make_tuple(eqn, -max_lag, lhs_symb_id)) != EC.end())
+ {
+ cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
+ << "lag/symb_id encountered more than once in equtaion" << endl;
+ exit(EXIT_FAILURE);
+ }
+ EC[make_tuple(eqn, -max_lag, lhs_symb_id)] = arg1;
+}
+
+void
+BinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+ fillErrorCorrectionRowHelper(arg1, arg2, eqn, lhs, EC);
+ fillErrorCorrectionRowHelper(arg2, arg1, eqn, lhs, EC);
+ arg1->fillErrorCorrectionRow(eqn, lhs, EC);
+ arg2->fillErrorCorrectionRow(eqn, lhs, EC);
+}
+
void
BinaryOpNode::getPacLHS(pair<int, int> &lhs)
{
@@ -6440,6 +6520,14 @@ TrinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<
arg3->fillAutoregressiveRow(eqn, lhs, AR);
}
+void
+TrinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+ arg1->fillErrorCorrectionRow(eqn, lhs, EC);
+ arg2->fillErrorCorrectionRow(eqn, lhs, EC);
+ arg3->fillErrorCorrectionRow(eqn, lhs, EC);
+}
+
AbstractExternalFunctionNode::AbstractExternalFunctionNode(DataTree &datatree_arg,
int idx_arg,
int symb_id_arg,
@@ -7049,7 +7137,14 @@ AbstractExternalFunctionNode::substituteStaticAuxiliaryVariable() const
void
AbstractExternalFunctionNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
{
- cerr << "External functions not supported in VARs" << endl;
+ cerr << "External functions not supported in VARs or Trend Component Models" << endl;
+ exit(EXIT_FAILURE);
+}
+
+void
+AbstractExternalFunctionNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+ cerr << "External functions not supported in Trend Component Models" << endl;
exit(EXIT_FAILURE);
}
@@ -8529,7 +8624,14 @@ VarExpectationNode::substituteStaticAuxiliaryVariable() const
void
VarExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const
{
- cerr << "Var Expectation not supported in VARs" << endl;
+ cerr << "Var Expectation not supported in VARs or Trend Component Models" << endl;
+ exit(EXIT_FAILURE);
+}
+
+void
+VarExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+ cerr << "Var Expectation not supported in Trend Component Models" << endl;
exit(EXIT_FAILURE);
}
@@ -9020,6 +9122,13 @@ PacExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<t
exit(EXIT_FAILURE);
}
+void
+PacExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const
+{
+ cerr << "Pac Expectation not supported in Trend Component Models" << endl;
+ exit(EXIT_FAILURE);
+}
+
void
PacExpectationNode::writeJsonOutput(ostream &output,
const temporary_terms_t &temporary_terms,
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index 4f1f5f1991701b28504a0d49840f320a65fa853e..b0a33132f6bdbf55759877548eee00b69332e96f 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -571,6 +571,9 @@ class ExprNode
//! Fills the AR matrix structure
virtual void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const = 0;
+ //! Fills the EC matrix structure
+ virtual void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const = 0;
+
//! Returns true if PacExpectationNode encountered
virtual bool containsPacExpectation(const string &pac_model_name = "") const = 0;
@@ -658,6 +661,7 @@ public:
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
¶ms_vars_and_scaling_factor) const override;
@@ -758,6 +762,7 @@ public:
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
¶ms_vars_and_scaling_factor) const override;
@@ -882,6 +887,7 @@ public:
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
¶ms_vars_and_scaling_factor) const override;
@@ -1036,6 +1042,9 @@ public:
void fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
+ int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -1144,6 +1153,7 @@ public:
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
¶ms_vars_and_scaling_factor) const override;
@@ -1266,6 +1276,7 @@ public:
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
¶ms_vars_and_scaling_factor) const override;
@@ -1475,6 +1486,7 @@ public:
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
¶ms_vars_and_scaling_factor) const override;
@@ -1572,6 +1584,7 @@ public:
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> ¶ms_vars_and_scaling_factor_arg) override;
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
+ void fillErrorCorrectionRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
¶ms_vars_and_scaling_factor) const override;
diff --git a/src/SubModel.cc b/src/SubModel.cc
index 917eaf84b84da1becfb7f7f661b801f469a3bde5..a4da2b3ea02710131706c47843845ab5118b7ae6 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -125,6 +125,19 @@ TrendComponentModelTable::setAR(map<string, map<tuple<int, int, int>, expr_t>> A
AR = move(AR_arg);
}
+void
+TrendComponentModelTable::setEC(map<string, map<tuple<int, int, int>, expr_t>> EC_arg)
+{
+ for (const auto & itmap1 : EC_arg)
+ for (const auto &itmap2 : itmap1.second)
+ if (get<1>(itmap2.first) != 1)
+ {
+ cerr << "Error in EC component: lag must be equal to 1" << endl;
+ exit(EXIT_FAILURE);
+ }
+ EC = move(EC_arg);
+}
+
map<string, vector<string>>
TrendComponentModelTable::getEqTags() const
{
@@ -188,6 +201,19 @@ TrendComponentModelTable::getTrendEqNums() const
return trend_eqnums;
}
+vector<int>
+TrendComponentModelTable::getTrendEqNums(const string &name_arg) const
+{
+ checkModelName(name_arg);
+ return trend_eqnums.find(name_arg)->second;
+}
+
+map<string, vector<int>>
+TrendComponentModelTable::getNonTrendEqNums() const
+{
+ return nontrend_eqnums;
+}
+
vector<int>
TrendComponentModelTable::getNonTrendEqNums(const string &name_arg) const
{
@@ -235,16 +261,16 @@ TrendComponentModelTable::getOrigDiffVar(const string &name_arg) const
void
TrendComponentModelTable::writeOutput(const string &basename, ostream &output) const
{
- string filename = "+" + basename + "/trend_component_ar.m";
- ofstream ar_output;
- ar_output.open(filename, ios::out | ios::binary);
- if (!ar_output.is_open())
+ string filename = "+" + basename + "/trend_component_ar_ec.m";
+ ofstream ar_ec_output;
+ ar_ec_output.open(filename, ios::out | ios::binary);
+ if (!ar_ec_output.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
- ar_output << "function ar = trend_component_ar(model_name, params)" << endl
- << "%function ar = trend_component_ar(model_name, params)" << endl
+ ar_ec_output << "function [ar, ec] = trend_component_ar_ec(model_name, params)" << endl
+ << "%function [ar, ec] = trend_component_ar_ec(model_name, params)" << endl
<< "% File automatically generated by the Dynare preprocessor" << endl << endl;
for (const auto &name : names)
@@ -309,29 +335,45 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
output << (it >= 0 ? symbol_table.getTypeSpecificID(it) + 1 : -1) << " ";
output << "];" << endl;
- vector<int> nontrend_lhs;
+ vector<int> nontrend_lhs, trend_lhs;
vector<int> lhsv = getLhs(name);
vector<int> eqnumsv = getEqNums(name);
for (int nontrend_it : getNonTrendEqNums(name))
nontrend_lhs.push_back(lhsv.at(distance(eqnumsv.begin(), find(eqnumsv.begin(), eqnumsv.end(), nontrend_it))));
- ar_output << "if strcmp(model_name, '" << name << "')" << endl
+ for (int trend_it : getTrendEqNums(name))
+ trend_lhs.push_back(lhsv.at(distance(eqnumsv.begin(), find(eqnumsv.begin(), eqnumsv.end(), trend_it))));
+
+ ar_ec_output << "if strcmp(model_name, '" << name << "')" << endl
+ << " % AR" << endl
<< " ar = zeros(" << nontrend_lhs.size() << ", " << nontrend_lhs.size() << ", " << getMaxLag(name) << ");" << endl;
for (const auto & it : AR.at(name))
{
int eqn, lag, lhs_symb_id;
tie (eqn, lag, lhs_symb_id) = it.first;
int colidx = (int) distance(nontrend_lhs.begin(), find(nontrend_lhs.begin(), nontrend_lhs.end(), lhs_symb_id));
- ar_output << " ar(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
- it.second->writeOutput(ar_output, ExprNodeOutputType::matlabDynamicModel);
- ar_output << ";" << endl;
+ ar_ec_output << " ar(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
+ it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
+ ar_ec_output << ";" << endl;
}
- ar_output << " return" << endl
+ ar_ec_output << endl
+ << " % EC" << endl
+ << " ec = zeros(" << nontrend_lhs.size() << ", " << nontrend_lhs.size() << ", 1);" << endl;
+ for (const auto & it : EC.at(name))
+ {
+ int eqn, lag, lhs_symb_id;
+ tie (eqn, lag, lhs_symb_id) = it.first;
+ int colidx = (int) distance(trend_lhs.begin(), find(trend_lhs.begin(), trend_lhs.end(), lhs_symb_id));
+ ar_ec_output << " ec(" << eqn + 1 << ", " << colidx + 1 << ", 1) = ";
+ it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
+ ar_ec_output << ";" << endl;
+ }
+ ar_ec_output << " return" << endl
<< "end" << endl << endl;
}
- ar_output << "error([model_name ' is not a valid trend_component_model name'])" << endl
+ ar_ec_output << "error([model_name ' is not a valid trend_component_model name'])" << endl
<< "end" << endl;
- ar_output.close();
+ ar_ec_output.close();
}
void
diff --git a/src/SubModel.hh b/src/SubModel.hh
index 649b389698159322fb260118cea53da345a2bd16..c3a0bc57b360cea52f8d8c6da2bf51e6b90d0a4b 100644
--- a/src/SubModel.hh
+++ b/src/SubModel.hh
@@ -45,7 +45,7 @@ private:
map<string, vector<bool>> diff, nonstationary;
map<string, vector<expr_t>> lhs_expr_t;
map<string, vector<int>> trend_vars;
- map<string, map<tuple<int, int, int>, expr_t>> AR; // AR: name -> (eqn, lag, lhs_symb_id) -> param_expr_t
+ map<string, map<tuple<int, int, int>, expr_t>> AR, EC; // AR/EC: name -> (eqn, lag, lhs_symb_id) -> expr_t
public:
TrendComponentModelTable(SymbolTable &symbol_table_arg);
@@ -61,6 +61,7 @@ public:
map<string, vector<string>> getTrendEqTags() const;
map<string, vector<int>> getEqNums() const;
map<string, vector<int>> getTrendEqNums() const;
+ vector<int> getTrendEqNums(const string &name_arg) const;
vector<int> getEqNums(const string &name_arg) const;
vector<int> getMaxLags(const string &name_arg) const;
int getMaxLag(const string &name_arg) const;
@@ -68,6 +69,7 @@ public:
vector<expr_t> getLhsExprT(const string &name_arg) const;
vector<bool> getDiff(const string &name_arg) const;
vector<int> getOrigDiffVar(const string &name_arg) const;
+ map<string, vector<int>> getNonTrendEqNums() const;
vector<int> getNonTrendEqNums(const string &name_arg) const;
vector<bool> getNonstationary(const string &name_arg) const;
@@ -82,6 +84,7 @@ public:
void setNonstationary(map<string, vector<bool>> nonstationary_arg);
void setTrendVar(map<string, vector<int>> trend_vars_arg);
void setAR(map<string, map<tuple<int, int, int>, expr_t>> AR_arg);
+ void setEC(map<string, map<tuple<int, int, int>, expr_t>> EC_arg);
void setNonTrendEqNums(map<string, vector<int>> trend_eqnums_arg);
//! Write output of this class