diff --git a/doc/dynare.texi b/doc/dynare.texi index 6627a2a3eb8c8430afa444cd1d530e5d68ad8ca2..b0db04b3620669e04c24e560f2c3cba12076baf5 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -2828,8 +2828,8 @@ Order of autocorrelation coefficients to compute and to print. Default: @code{5} Number of points dropped at the beginning of simulation before computing the summary statistics. Default: @code{100}. -@item hp_filter = @var{INTEGER} -Uses HP filter with @math{\lambda} = @var{INTEGER} before computing +@item hp_filter = @var{DOUBLE} +Uses HP filter with @math{\lambda} = @var{DOUBLE} before computing moments. Default: no filter. @item hp_ngrid = @var{INTEGER} diff --git a/matlab/disp_moments.m b/matlab/disp_moments.m index 0ea0f1ebc47c69c24422364e39886084132521c5..add1dc9f2ad200f28403bb85143e44442b553e71 100644 --- a/matlab/disp_moments.m +++ b/matlab/disp_moments.m @@ -60,7 +60,7 @@ if options_.nomoments == 0 title='MOMENTS OF SIMULATED VARIABLES'; if options_.hp_filter title = [title ' (HP filter, lambda = ' ... - int2str(options_.hp_filter) ')']; + num2str(options_.hp_filter) ')']; end headers=char('VARIABLE','MEAN','STD. DEV.','VARIANCE','SKEWNESS', ... 'KURTOSIS'); @@ -73,7 +73,7 @@ if options_.nocorr == 0 title = 'CORRELATION OF SIMULATED VARIABLES'; if options_.hp_filter title = [title ' (HP filter, lambda = ' ... - int2str(options_.hp_filter) ')']; + num2str(options_.hp_filter) ')']; end headers = char('VARIABLE',M_.endo_names(ivar,:)); dyntable(title,headers,labels,corr,size(labels,2)+2,8,4); @@ -93,7 +93,7 @@ if ar > 0 title = 'AUTOCORRELATION OF SIMULATED VARIABLES'; if options_.hp_filter title = [title ' (HP filter, lambda = ' ... - int2str(options_.hp_filter) ')']; + num2str(options_.hp_filter) ')']; end headers = char('VARIABLE',int2str([1:ar]')); dyntable(title,headers,labels,autocorr,size(labels,2)+2,8,4); diff --git a/matlab/disp_th_moments.m b/matlab/disp_th_moments.m index 2c990c477536807edd3a92fdb05333f991906791..66f210740f61aa7a7bda5011a46bf5e42fdd8ff1 100644 --- a/matlab/disp_th_moments.m +++ b/matlab/disp_th_moments.m @@ -53,7 +53,7 @@ oo_.var = oo_.gamma_y{1}; if ~options_.noprint %options_.nomoments == 0 title='THEORETICAL MOMENTS'; if options_.hp_filter - title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')']; + title = [title ' (HP filter, lambda = ' num2str(options_.hp_filter) ')']; end headers=char('VARIABLE','MEAN','STD. DEV.','VARIANCE'); labels = deblank(M_.endo_names(ivar,:)); @@ -64,7 +64,7 @@ if ~options_.noprint %options_.nomoments == 0 title='VARIANCE DECOMPOSITION (in percent)'; if options_.hp_filter title = [title ' (HP filter, lambda = ' ... - int2str(options_.hp_filter) ')']; + num2str(options_.hp_filter) ')']; end headers = M_.exo_names; headers(M_.exo_names_orig_ord,:) = headers; @@ -95,7 +95,7 @@ if options_.nocorr == 0 && size(stationary_vars, 1) > 0 disp(' ') title='MATRIX OF CORRELATIONS'; if options_.hp_filter - title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')']; + title = [title ' (HP filter, lambda = ' num2str(options_.hp_filter) ')']; end labels = deblank(M_.endo_names(ivar(i1),:)); headers = char('Variables',labels); @@ -113,7 +113,7 @@ if options_.ar > 0 && size(stationary_vars, 1) > 0 disp(' ') title='COEFFICIENTS OF AUTOCORRELATION'; if options_.hp_filter - title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')']; + title = [title ' (HP filter, lambda = ' num2str(options_.hp_filter) ')']; end labels = deblank(M_.endo_names(ivar(i1),:)); headers = char('Order ',int2str([1:options_.ar]')); diff --git a/matlab/sample_hp_filter.m b/matlab/sample_hp_filter.m index 24f61da83a7b4c2ffe56fbddb51b6de008de157d..2dbae51fa4bec113bb483ba04eea7a6eafcb1892 100644 --- a/matlab/sample_hp_filter.m +++ b/matlab/sample_hp_filter.m @@ -3,7 +3,7 @@ function [hptrend,hpcycle] = sample_hp_filter(y,s) % % INPUTS % y [double] T*n matrix of data (n is the number of variables) -% s [integer] scalar, smoothing parameter. +% s [double] scalar, smoothing parameter. % % OUTPUTS % hptrend [double] T*n matrix, trend component of y. diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy index adaa2b624ab566b0b9f70a0c0f2242d1322c2f86..616f39a047116591a0657642b83d4fa3f013caab 100644 --- a/preprocessor/DynareBison.yy +++ b/preprocessor/DynareBison.yy @@ -1833,7 +1833,7 @@ o_nofunctions : NOFUNCTIONS { driver.option_num("nofunctions", "1"); }; o_nomoments : NOMOMENTS { driver.option_num("nomoments", "1"); }; 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_hp_filter : HP_FILTER EQUAL INT_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_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); }; o_cutoff : CUTOFF EQUAL non_negative_number { driver.cutoff($3); }