From d19f2aeb6d5592913b052597370c623f48e51903 Mon Sep 17 00:00:00 2001 From: Houtan Bastani <houtan.bastani@ens.fr> Date: Tue, 31 Jan 2012 10:20:24 +0100 Subject: [PATCH] remove files of the form *.old --- MatlabFiles/ERRORS.OLD | 91 ----------------------------------------- MatlabFiles/IMPULSE.OLD | 58 -------------------------- 2 files changed, 149 deletions(-) delete mode 100755 MatlabFiles/ERRORS.OLD delete mode 100755 MatlabFiles/IMPULSE.OLD diff --git a/MatlabFiles/ERRORS.OLD b/MatlabFiles/ERRORS.OLD deleted file mode 100755 index 19e06be..0000000 --- a/MatlabFiles/ERRORS.OLD +++ /dev/null @@ -1,91 +0,0 @@ -function [vd,str,imf] = errors(Bh,swish,nn) -% Computing variance decompositions and impulse functions with -% [vd,str,imf] = errors(Bh,swish,nn) -% where imf and vd is of the same format as in RATS, that is to say: -% Column: nvar responses to 1st shock, -% nvar responses to 2nd shock, and so on. -% Row: steps of impulse responses. -% vd: variance decompositions -% str: standard errors of each variable, steps-by-nvar -% imf: impulse response functions -% Bh is the estimated reduced form coefficient in the form -% Y(T*nvar) = XB + U, X: T*k, B: k*nvar. The matrix -% form or dimension is the same as "Bh" from the function "sye"; -% swish is the inv(A0) in the structural model A(L)y(t) = e(t). -% nn is the numbers of inputs [nvar,lags,# of impulse responses]. - -nvar = nn(1); -lags = nn(2); -imstep = nn(3); % number of steps for impulse responses - -Ah = Bh'; -% Row: nvar equations -% Column: 1st lag (with nvar variables) to lags (with nvar variables) + const = k. - -imf = zeros(imstep,nvar*nvar); -vd = imf; -% Column: nvar responses to 1st shock, nvar responses to 2nd shock, and so on. -% Row: steps of impulse responses. -str = zeros(imstep,nvar); % initializing standard errors of each equation -M = zeros(nvar*(lags+1),nvar); -% Stack M0;M1;M2;...;Mlags -M(1:nvar,:) = swish; -Mtem = M(1:nvar,:); % temporary M -- impulse responses. -% -Mvd = Mtem.^2; % saved for the cumulative sum later -Mvds = (sum(Mvd'))'; -str(1,:) = sqrt(Mvds'); % standard errors of each equation -Mvds = Mvds(:,ones(size(Mvds,1),1)); -Mvdtem = (100.0*Mvd) ./ Mvds; % tempoary Mvd -- variance decompositions -% first or initial responses to -% one standard deviation shock (or forecast errors). -% Row: responses; Column: shocks -% -% * put in the form of "imf" -imf(1,:) = Mtem(:)'; -vd(1,:) = Mvdtem(:)'; - -t = 1; -ims1 = min([imstep-1 lags]); -while t <= ims1 - Mtem = zeros(nvar,nvar); - for k = 1:t - Mtem = Ah(:,nvar*(k-1)+1:nvar*k)*M(nvar*(t-k)+1:nvar*(t-k+1),:) + Mtem; - % Row: nvar equations, each for the nvar variables at tth lag - end - % ** impulse response functions - M(nvar*t+1:nvar*(t+1),:) = Mtem; - imf(t+1,:) = Mtem(:)'; - % stack imf with each step, Row: 6 var to 1st shock, 6 var to 2nd shock, etc. - % ** variance decompositions - Mvd = Mvd + Mtem.^2; % saved for the cumulative sum later - Mvds = (sum(Mvd'))'; - str(t+1,:) = sqrt(Mvds'); % standard errors of each equation - Mvds = Mvds(:,ones(size(Mvds,1),1)); - Mvdtem = (100.0*Mvd) ./ Mvds; % tempoary Mvd -- variance decompositions - vd(t+1,:) = Mvdtem(:)'; - % stack vd with each step, Row: 6 var to 1st shock, 6 var to 2nd shock, etc. - t= t+1; -end - -for t = lags+1:imstep-1 - M(1:nvar*lags,:) = M(nvar+1:nvar*(lags+1),:); - Mtem = zeros(nvar,nvar); - for k = 1:lags - Mtem = Ah(:,nvar*(k-1)+1:nvar*k)*M(nvar*(lags-k)+1:nvar*(lags-k+1),:) + Mtem; - % Row: nvar equations, each for the nvar variables at tth lag - end - % ** impulse response functions - M(nvar*lags+1:nvar*(lags+1),:) = Mtem; - imf(t+1,:) = Mtem(:)'; - % stack imf with each step, Row: 6 var to 1st shock, 6 var to 2nd shock, etc. - % ** variance decompositions - Mvd = Mvd + Mtem.^2; % saved for the cumulative sum later - Mvds = (sum(Mvd'))'; - str(t+1,:) = sqrt(Mvds'); % standard errors of each equation - Mvds = Mvds(:,ones(size(Mvds,1),1)); - Mvdtem = (100.0*Mvd) ./ Mvds; % tempoary Mvd -- variance decompositions - vd(t+1,:) = Mvdtem(:)'; - % stack vd with each step, Row: 6 var to 1st shock, 6 var to 2nd shock, etc. -end - \ No newline at end of file diff --git a/MatlabFiles/IMPULSE.OLD b/MatlabFiles/IMPULSE.OLD deleted file mode 100755 index bc8490a..0000000 --- a/MatlabFiles/IMPULSE.OLD +++ /dev/null @@ -1,58 +0,0 @@ -function imf = impulse(Bh,swish,nn) -% Computing impulse functions with -% imf = impulse(Bh,swish,nn) -% where imf is in a format that is the SAME as in RATS. -% Column: nvar responses to 1st shock, -% nvar responses to 2nd shock, and so on. -% Row: steps of impulse responses. -% Bh is the estimated reduced form coefficient in the form -% Y(T*nvar) = XB + U, X: T*k, B: k*nvar. The matrix -% form or dimension is the same as "Bh" from the function "sye"; -% swish is the inv(A0) in the structural model A(L)y(t) = e(t). -% nn is the numbers of inputs [nvar,lags,# of impulse responses]. - -nvar = nn(1); -lags = nn(2); -imstep = nn(3); % number of steps for impulse responses - -Ah = Bh'; -% Row: nvar equations -% Column: 1st lag (with nvar variables) to lags (with nvar variables) + const = k. - -imf = zeros(imstep,nvar*nvar); -% Column: nvar responses to 1st shock, nvar responses to 2nd shock, and so on. -% Row: steps of impulse responses. -M = zeros(nvar*(lags+1),nvar); -% Stack M0;M1;M2;...;Mlags -M(1:nvar,:) = swish; -Mtem = M(1:nvar,:); % temporary M. -% first (initial) responses to 1 standard deviation shock. Row: responses; Column: shocks -% * put in the form of "imf" -imf(1,:) = Mtem(:)'; - -t = 1; -ims1 = min([imstep-1 lags]); -while t <= ims1 - Mtem = zeros(nvar,nvar); - for k = 1:t - Mtem = Ah(:,nvar*(k-1)+1:nvar*k)*M(nvar*(t-k)+1:nvar*(t-k+1),:) + Mtem; - % Row: nvar equations, each for the nvar variables at tth lag - end - M(nvar*t+1:nvar*(t+1),:) = Mtem; - imf(t+1,:) = Mtem(:)'; - % stack imf with each step, Row: 6 var to 1st shock, 6 var to 2nd shock, etc. - t= t+1; -end - -for t = lags+1:imstep-1 - M(1:nvar*lags,:) = M(nvar+1:nvar*(lags+1),:); - Mtem = zeros(nvar,nvar); - for k = 1:lags - Mtem = Ah(:,nvar*(k-1)+1:nvar*k)*M(nvar*(lags-k)+1:nvar*(lags-k+1),:) + Mtem; - % Row: nvar equations, each for the nvar variables at tth lag - end - M(nvar*lags+1:nvar*(lags+1),:) = Mtem; - imf(t+1,:) = Mtem(:)'; - % stack imf with each step, Row: 6 var to 1st shock, 6 var to 2nd shock, etc. -end - \ No newline at end of file -- GitLab