From c2225930a88d6bcdb541f35e426cf3842605597c Mon Sep 17 00:00:00 2001 From: tzha <tzha@eco-tzha-01i.(none)> Date: Wed, 17 Mar 2010 15:32:02 -0400 Subject: [PATCH] minor modifications --- MatlabFiles/pathdef.m | 247 ------------------- MatlabFiles/startd.m | 2 +- MatlabFiles/startup.m | 6 +- tzDocumentation/readme_use_dwVARestimate.prn | 4 + tzDocumentation/readme_use_dwswitch.prn | 25 +- 5 files changed, 32 insertions(+), 252 deletions(-) delete mode 100644 MatlabFiles/pathdef.m diff --git a/MatlabFiles/pathdef.m b/MatlabFiles/pathdef.m deleted file mode 100644 index 7dd3196..0000000 --- a/MatlabFiles/pathdef.m +++ /dev/null @@ -1,247 +0,0 @@ -function p = pathdef -%PATHDEF Search path defaults. -% PATHDEF returns a string that can be used as input to MATLABPATH -% in order to set the path. - - -% Copyright 1984-2007 The MathWorks, Inc. -% $Revision: 1.4.2.2 $ $Date: 2007/06/07 14:45:14 $ - - -% DO NOT MODIFY THIS FILE. IT IS AN AUTOGENERATED FILE. -% EDITING MAY CAUSE THE FILE TO BECOME UNREADABLE TO -% THE PATHTOOL AND THE INSTALLER. - -p = [... -%%% BEGIN ENTRIES %%% - '/Users/tzha/ZhaData/TZCcode/cstz:', ... - matlabroot,'/toolbox/matlab/general:', ... - matlabroot,'/toolbox/matlab/ops:', ... - matlabroot,'/toolbox/matlab/lang:', ... - matlabroot,'/toolbox/matlab/elmat:', ... - matlabroot,'/toolbox/matlab/randfun:', ... - matlabroot,'/toolbox/matlab/elfun:', ... - matlabroot,'/toolbox/matlab/specfun:', ... - matlabroot,'/toolbox/matlab/matfun:', ... - matlabroot,'/toolbox/matlab/datafun:', ... - matlabroot,'/toolbox/matlab/polyfun:', ... - matlabroot,'/toolbox/matlab/funfun:', ... - matlabroot,'/toolbox/matlab/sparfun:', ... - matlabroot,'/toolbox/matlab/scribe:', ... - matlabroot,'/toolbox/matlab/graph2d:', ... - matlabroot,'/toolbox/matlab/graph3d:', ... - matlabroot,'/toolbox/matlab/specgraph:', ... - matlabroot,'/toolbox/matlab/graphics:', ... - matlabroot,'/toolbox/matlab/uitools:', ... - matlabroot,'/toolbox/matlab/strfun:', ... - matlabroot,'/toolbox/matlab/imagesci:', ... - matlabroot,'/toolbox/matlab/iofun:', ... - matlabroot,'/toolbox/matlab/audiovideo:', ... - matlabroot,'/toolbox/matlab/timefun:', ... - matlabroot,'/toolbox/matlab/datatypes:', ... - matlabroot,'/toolbox/matlab/verctrl:', ... - matlabroot,'/toolbox/matlab/codetools:', ... - matlabroot,'/toolbox/matlab/helptools:', ... - matlabroot,'/toolbox/matlab/demos:', ... - matlabroot,'/toolbox/matlab/timeseries:', ... - matlabroot,'/toolbox/matlab/hds:', ... - matlabroot,'/toolbox/matlab/guide:', ... - matlabroot,'/toolbox/matlab/plottools:', ... - matlabroot,'/toolbox/local:', ... - matlabroot,'/toolbox/shared/controllib:', ... - matlabroot,'/toolbox/shared/dastudio:', ... - matlabroot,'/toolbox/matlab/datamanager:', ... - matlabroot,'/toolbox/simulink/simulink:', ... - matlabroot,'/toolbox/simulink/simulink/slresolve:', ... - matlabroot,'/toolbox/simulink/blocks:', ... - matlabroot,'/toolbox/simulink/components:', ... - matlabroot,'/toolbox/simulink/fixedandfloat:', ... - matlabroot,'/toolbox/simulink/fixedandfloat/fxpdemos:', ... - matlabroot,'/toolbox/simulink/fixedandfloat/obsolete:', ... - matlabroot,'/toolbox/simulink/simdemos:', ... - matlabroot,'/toolbox/simulink/simdemos/aerospace:', ... - matlabroot,'/toolbox/simulink/simdemos/automotive:', ... - matlabroot,'/toolbox/simulink/simdemos/simfeatures:', ... - matlabroot,'/toolbox/simulink/simdemos/simgeneral:', ... - matlabroot,'/toolbox/simulink/dee:', ... - matlabroot,'/toolbox/shared/dastudio/depviewer:', ... - matlabroot,'/toolbox/stateflow/stateflow:', ... - matlabroot,'/toolbox/rtw/rtw:', ... - matlabroot,'/toolbox/shared/sigbldr:', ... - matlabroot,'/toolbox/simulink/simulink/modeladvisor:', ... - matlabroot,'/toolbox/simulink/simulink/modeladvisor/fixpt:', ... - matlabroot,'/toolbox/simulink/simulink/MPlayIO:', ... - matlabroot,'/toolbox/simulink/simulink/dataobjectwizard:', ... - matlabroot,'/toolbox/shared/hdlshared:', ... - matlabroot,'/toolbox/rtw/accel:', ... - matlabroot,'/toolbox/rtw/rtwdemos:', ... - matlabroot,'/toolbox/rtw/rtwdemos/rsimdemos:', ... - matlabroot,'/toolbox/rtw/targets/asap2/asap2:', ... - matlabroot,'/toolbox/rtw/targets/asap2/asap2/user:', ... - matlabroot,'/toolbox/rtw/targets/common/can/blocks:', ... - matlabroot,'/toolbox/rtw/targets/common/configuration/resource:', ... - matlabroot,'/toolbox/rtw/targets/common/tgtcommon:', ... - matlabroot,'/toolbox/rtw/targets/connectivity:', ... - matlabroot,'/toolbox/rtw/targets/pil:', ... - matlabroot,'/toolbox/rtw/rtw/datadiff/GUI:', ... - matlabroot,'/toolbox/rtw/rtw/datadiff/GUI/Icons:', ... - matlabroot,'/toolbox/rtw/rtw/datadiff/API:', ... - matlabroot,'/toolbox/rtw/rtw/cgv/API:', ... - matlabroot,'/toolbox/stateflow/sfdemos:', ... - matlabroot,'/toolbox/stateflow/coder:', ... - matlabroot,'/toolbox/bioinfo/bioinfo:', ... - matlabroot,'/toolbox/bioinfo/biolearning:', ... - matlabroot,'/toolbox/bioinfo/microarray:', ... - matlabroot,'/toolbox/bioinfo/mass_spec:', ... - matlabroot,'/toolbox/bioinfo/proteins:', ... - matlabroot,'/toolbox/bioinfo/biomatrices:', ... - matlabroot,'/toolbox/bioinfo/biodemos:', ... - matlabroot,'/toolbox/bioinfo/graphtheory:', ... - matlabroot,'/toolbox/compiler:', ... - matlabroot,'/toolbox/control/control:', ... - matlabroot,'/toolbox/control/ctrlguis:', ... - matlabroot,'/toolbox/control/ctrlobsolete:', ... - matlabroot,'/toolbox/control/ctrlutil:', ... - matlabroot,'/toolbox/control/ctrldemos:', ... - matlabroot,'/toolbox/shared/slcontrollib:', ... - matlabroot,'/toolbox/curvefit/curvefit:', ... - matlabroot,'/toolbox/curvefit/cftoolgui:', ... - matlabroot,'/toolbox/curvefit/sftoolgui:', ... - matlabroot,'/toolbox/shared/optimlib:', ... - matlabroot,'/toolbox/database/database:', ... - matlabroot,'/toolbox/database/dbdemos:', ... - matlabroot,'/toolbox/database/vqb:', ... - matlabroot,'/toolbox/datafeed/datafeed:', ... - matlabroot,'/toolbox/datafeed/dfgui:', ... - matlabroot,'/toolbox/distcomp:', ... - matlabroot,'/toolbox/distcomp/distcomp:', ... - matlabroot,'/toolbox/distcomp/user:', ... - matlabroot,'/toolbox/distcomp/mpi:', ... - matlabroot,'/toolbox/distcomp/pctdemos:', ... - matlabroot,'/toolbox/distcomp/parallel:', ... - matlabroot,'/toolbox/distcomp/parallel/datafun:', ... - matlabroot,'/toolbox/distcomp/parallel/datatypes:', ... - matlabroot,'/toolbox/distcomp/parallel/elfun:', ... - matlabroot,'/toolbox/distcomp/parallel/elmat:', ... - matlabroot,'/toolbox/distcomp/parallel/lapack:', ... - matlabroot,'/toolbox/distcomp/parallel/matfun:', ... - matlabroot,'/toolbox/distcomp/parallel/ops:', ... - matlabroot,'/toolbox/distcomp/parallel/sparfun:', ... - matlabroot,'/toolbox/distcomp/parallel/specfun:', ... - matlabroot,'/toolbox/distcomp/parallel/util:', ... - matlabroot,'/toolbox/distcomp/lang:', ... - matlabroot,'/toolbox/dspblks/dspblks:', ... - matlabroot,'/toolbox/dspblks/dspmasks:', ... - matlabroot,'/toolbox/dspblks/dspmex:', ... - matlabroot,'/toolbox/dspblks/dspdemos:', ... - matlabroot,'/toolbox/shared/filterdesignlib:', ... - matlabroot,'/help/toolbox/dspblks/examples:', ... - matlabroot,'/toolbox/econ/econ:', ... - matlabroot,'/toolbox/econ/econdemos:', ... - matlabroot,'/toolbox/eml/eml:', ... - matlabroot,'/toolbox/emlcoder/emlcoder:', ... - matlabroot,'/toolbox/emlcoder/emlcodermex:', ... - matlabroot,'/toolbox/shared/simtargets:', ... - matlabroot,'/toolbox/finance/finance:', ... - matlabroot,'/toolbox/finance/calendar:', ... - matlabroot,'/toolbox/finance/findemos:', ... - matlabroot,'/toolbox/finance/finsupport:', ... - matlabroot,'/toolbox/finance/ftseries:', ... - matlabroot,'/toolbox/fixedpoint/fixedpoint:', ... - matlabroot,'/toolbox/fixedpoint/fidemos:', ... - matlabroot,'/toolbox/fixedpoint/fixedpointtool:', ... - matlabroot,'/toolbox/gads:', ... - matlabroot,'/toolbox/gads/gads:', ... - matlabroot,'/toolbox/gads/gadsdemos:', ... - matlabroot,'/toolbox/ident/ident:', ... - matlabroot,'/toolbox/ident/nlident:', ... - matlabroot,'/toolbox/ident/idobsolete:', ... - matlabroot,'/toolbox/ident/idguis:', ... - matlabroot,'/toolbox/ident/idutils:', ... - matlabroot,'/toolbox/ident/iddemos:', ... - matlabroot,'/toolbox/ident/iddemos/examples:', ... - matlabroot,'/toolbox/ident/idhelp:', ... - matlabroot,'/toolbox/images/colorspaces:', ... - matlabroot,'/toolbox/images/images:', ... - matlabroot,'/toolbox/images/imdemos:', ... - matlabroot,'/toolbox/images/imuitools:', ... - matlabroot,'/toolbox/images/iptformats:', ... - matlabroot,'/toolbox/images/iptutils:', ... - matlabroot,'/toolbox/shared/imageslib:', ... - matlabroot,'/toolbox/shared/spcuilib:', ... - matlabroot,'/toolbox/instrument/instrument:', ... - matlabroot,'/toolbox/instrument/instrumentdemos:', ... - matlabroot,'/toolbox/instrument/instrumentblks/instrumentblks:', ... - matlabroot,'/toolbox/instrument/instrumentblks/instrumentmex:', ... - matlabroot,'/toolbox/instrument/instrumentblks/instrumentmasks:', ... - matlabroot,'/toolbox/shared/testmeaslib:', ... - matlabroot,'/toolbox/slvnv/simcoverage:', ... - matlabroot,'/toolbox/nnet:', ... - matlabroot,'/toolbox/nnet/nncontrol:', ... - matlabroot,'/toolbox/nnet/nndemos:', ... - matlabroot,'/toolbox/nnet/nnet:', ... - matlabroot,'/toolbox/nnet/nnet/nnanalyze:', ... - matlabroot,'/toolbox/nnet/nnet/nncustom:', ... - matlabroot,'/toolbox/nnet/nnet/nndistance:', ... - matlabroot,'/toolbox/nnet/nnet/nnformat:', ... - matlabroot,'/toolbox/nnet/nnet/nninit:', ... - matlabroot,'/toolbox/nnet/nnet/nnlearn:', ... - matlabroot,'/toolbox/nnet/nnet/nnnetinput:', ... - matlabroot,'/toolbox/nnet/nnet/nnnetwork:', ... - matlabroot,'/toolbox/nnet/nnet/nnperformance:', ... - matlabroot,'/toolbox/nnet/nnet/nnplot:', ... - matlabroot,'/toolbox/nnet/nnet/nnprocess:', ... - matlabroot,'/toolbox/nnet/nnet/nnsearch:', ... - matlabroot,'/toolbox/nnet/nnet/nntopology:', ... - matlabroot,'/toolbox/nnet/nnet/nntrain:', ... - matlabroot,'/toolbox/nnet/nnet/nntransfer:', ... - matlabroot,'/toolbox/nnet/nnet/nnweight:', ... - matlabroot,'/toolbox/nnet/nnguis:', ... - matlabroot,'/toolbox/nnet/nnguis/nftool:', ... - matlabroot,'/toolbox/nnet/nnguis/nntool:', ... - matlabroot,'/toolbox/nnet/nnobsolete:', ... - matlabroot,'/toolbox/nnet/nnresource:', ... - matlabroot,'/toolbox/nnet/nnutils:', ... - matlabroot,'/toolbox/nnet/nnguis/nnguiutils:', ... - matlabroot,'/toolbox/nnet/nndemos/nndatasets:', ... - matlabroot,'/toolbox/nnet/nnguis/nntraintool:', ... - matlabroot,'/toolbox/optim/optim:', ... - matlabroot,'/toolbox/optim/optimdemos:', ... - matlabroot,'/toolbox/pde:', ... - matlabroot,'/toolbox/physmod/data_manager/data_manager:', ... - matlabroot,'/toolbox/physmod/equation_language/equation_language:', ... - matlabroot,'/toolbox/physmod/foundation/foundation:', ... - matlabroot,'/toolbox/physmod/mech/importer:', ... - matlabroot,'/toolbox/physmod/mech/mech:', ... - matlabroot,'/toolbox/physmod/mech/mechdemos:', ... - matlabroot,'/toolbox/physmod/network_engine/ne_sli:', ... - matlabroot,'/toolbox/physmod/network_engine/ne_support:', ... - matlabroot,'/toolbox/physmod/network_engine/network_engine:', ... - matlabroot,'/toolbox/physmod/pm_sli/pm_sli:', ... - matlabroot,'/toolbox/physmod/pm_visimpl/pm_visimpl:', ... - matlabroot,'/toolbox/physmod/pmir/pmir:', ... - matlabroot,'/toolbox/physmod/simscape/simscape:', ... - matlabroot,'/toolbox/physmod/simscape/simscapedemos:', ... - matlabroot,'/toolbox/physmod/simscape_language/simscape_language:', ... - matlabroot,'/toolbox/physmod/unit_manager/unit_manager:', ... - matlabroot,'/toolbox/signal/signal:', ... - matlabroot,'/toolbox/signal/sigtools:', ... - matlabroot,'/toolbox/signal/sptoolgui:', ... - matlabroot,'/toolbox/signal/sigdemos:', ... - matlabroot,'/toolbox/shared/siglib:', ... - matlabroot,'/toolbox/sl3d/sl3d:', ... - matlabroot,'/toolbox/sl3d/sl3ddemos:', ... - matlabroot,'/toolbox/shared/sldv:', ... - matlabroot,'/toolbox/splines:', ... - matlabroot,'/toolbox/stats:', ... - matlabroot,'/toolbox/shared/statslib:', ... - matlabroot,'/toolbox/symbolic:', ... - matlabroot,'/toolbox/wavelet/wavelet:', ... - matlabroot,'/toolbox/wavelet/wmultisig1d:', ... - matlabroot,'/toolbox/wavelet/wavedemo:', ... - matlabroot,'/toolbox/wavelet/compression:', ... -%%% END ENTRIES %%% - ... -]; - -p = [userpath,p]; diff --git a/MatlabFiles/startd.m b/MatlabFiles/startd.m index a741fef..71dfe3b 100755 --- a/MatlabFiles/startd.m +++ b/MatlabFiles/startd.m @@ -4,4 +4,4 @@ function startd(sd) % use this function. E.g. % sd=cd %to set sd to the current directory % startd(sd) -save '/Users/tzha/ZhaData/TZCcode/cstz/startdir0' sd +save '/Users/tzha/ZhaData/Git/TZcode/MatlabFiles/startdir0' sd diff --git a/MatlabFiles/startup.m b/MatlabFiles/startup.m index a052b4e..f7aeaa4 100755 --- a/MatlabFiles/startup.m +++ b/MatlabFiles/startup.m @@ -13,10 +13,10 @@ function startup() %path(path,'d:\matlabr12\toolbox\cstz\lzpaper2') %path(path,'d:\matlabr12\toolbox\cstz\rvarcode') %path(path,'C:\Program Files\MATLAB\R2006b\work\cstz') -path(path,'/Users/tzha/ZhaData/TZCcode/cstz') -path(path,'/Users/tzha/ZhaData/TZCcode/cstz/MSV') +path(path,'/Users/tzha/ZhaData/Git/TZcode/MatlabFiles') +path(path,'/Users/tzha/ZhaData/Git/TZcode/MatlabFiles/MSV') if exist('startdir0.mat')==2 - load /Users/tzha/ZhaData/TZCcode/cstz/startdir0 + load /Users/tzha/ZhaData/Git/TZcode/MatlabFiles/startdir0 cd(sd) end format compact diff --git a/tzDocumentation/readme_use_dwVARestimate.prn b/tzDocumentation/readme_use_dwVARestimate.prn index 332ed23..8dec427 100755 --- a/tzDocumentation/readme_use_dwVARestimate.prn +++ b/tzDocumentation/readme_use_dwVARestimate.prn @@ -1,6 +1,10 @@ +Corresponding to the SWZ article. +---------------------------------- Zeta in DW's output is Xi^2 in SWZ's JE article. The prior on Zeta is gamma(a=1,b=1). <<>> Check with Dan to be sure (17 Jan 2010 with Kirstin) Sigma(k) = inv( A0(K) Zeta(k) A0(k)' ) + + In the init_*.dat, the following is always true (hard-coded when using create_init_file.c): //== Specification (0=default 1=Sims-Zha 2=Random Walk) ==// 1 diff --git a/tzDocumentation/readme_use_dwswitch.prn b/tzDocumentation/readme_use_dwswitch.prn index 42558ee..71c5d7e 100755 --- a/tzDocumentation/readme_use_dwswitch.prn +++ b/tzDocumentation/readme_use_dwswitch.prn @@ -686,7 +686,7 @@ fgetc(stdin); //fgetc(stdin) will automatically fflush(stdout). Use ctrl-c to //================================== // DSGE output files such as simulations and impulse responses //================================== - Output format for ir_percentiles_TAG.prn reporting impulse responses with error bands + Output format for ir_percentiles_TAG.prn reporting impulse responses with error bands ------------------------------------------------------------------------------------------------------- Each block represents the responses corresponding to each percentile. In each block, the element in the position (k,i+j*nz) is the response of the ith state variable to the jth shock at horizon k. The variable nz is the total number of states. Shocks 0 through nepsilon-1 are fundamental and shocks nepsilon through nepsilon+nu-1 aremeasurement error. Horizon 0 is the contemporaneous response. @@ -704,6 +704,29 @@ Columns (last) free transition matrix parameters (q) The draws were generated with a burn-in period of 10,000 draws, this was starting from the posterior mode after the adaptive code had run to determine the jumping kernel. Example: two files contain 100,000 draws, but the thinning factor for the constant parameter case was 10 (1,000,000 total draws) while the thinning factor for the 2v case was 5 (500,000 total draws). + Output format for historical*_TAG.prn reporting historical decompositions. +------------------------------------------------------------------------------------------------------- +historical_TAG.csv: Historical decompositions of observables. + 1st colomn: dates. 0 -- beginning of the sample (include the lags), 1 -- second period, 2 -- third period, and so on. + 1st block (from the 2nd column on): concerns the 1st variable. + 1st column within this block: the data for the 1st variable. + 2nd column within this block: unconditional mean (with zero shocks) given the initial condition. The first lags rows are garbage and must be disposed. + 3rd - (2+nshocks)rd columns within this block: cumulative contributions of n shocks to this variable (deviations from the mean). + Note: 2nd column + 3rd - (2+nshocks)rd columns = 1st column. + 2nd block: concerns the 2nd variable. + 1st column within this block: .... + and so on. + +historicalstates_TAG.cvs: Historical decompositions of state variables (not observed). + 1st colomn: dates. 0 -- beginning of the sample (include the lags), 1 -- second period, 2 -- third period, and so on. + 1st block (from the 2nd column on): concerns the 1st variable. + 1st column within this block: smoothed value (mean value conditional on all the data up to T). + 2nd column within this block: unconditional mean (given the initial condition, NOT the data up to T) with zero shocks. The first lags rows are garbage and must be disposed. + 3rd - (2+nshocks)rd columns within this block: cumulative contributions of n shocks to this variable (deviations from the mean). + Note: 2nd column + 3rd - (2+nshocks)rd columns = 1st column. + 2nd block: concerns the 2nd variable. + 1st column within this block: .... + and so on. -- GitLab