From 1b4dcdd7f1a8544220e6edb47c2043bcf5a3fe96 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Thu, 8 Sep 2011 17:29:49 +0200
Subject: [PATCH] Allow non-integer values for hp_filter parameter
---
doc/dynare.texi | 4 ++--
matlab/disp_moments.m | 6 +++---
matlab/disp_th_moments.m | 8 ++++----
matlab/sample_hp_filter.m | 2 +-
preprocessor/DynareBison.yy | 2 +-
5 files changed, 11 insertions(+), 11 deletions(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 6627a2a3e..b0db04b36 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 0ea0f1ebc..add1dc9f2 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 2c990c477..66f210740 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 24f61da83..2dbae51fa 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 adaa2b624..616f39a04 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); }
--
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