From f665117879b793d66b8cb6087ff46661f4c1624e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org> Date: Thu, 26 Sep 2019 15:17:54 +0200 Subject: [PATCH] Remove spurious indentation changes This commits reverts various spurious indentation changes that were on the ecb-master but not on the master branch. --- doc/dynare.texi | 1 + dynare++/extern/matlab/dynare_simul.m | 82 +- dynare++/sylv/matlab/gensylv.m | 15 +- examples/NK_baseline_steadystate.m | 8 +- examples/fsdat_simul.m | 816 +++---- matlab/AHessian.m | 4 +- matlab/block_bytecode_mfs_steadystate.m | 2 +- matlab/block_mfs_steadystate.m | 2 +- matlab/bytecode_steadystate.m | 2 +- .../geweke_chi2_test.m | 1 + matlab/dr_block.m | 1 + matlab/endogenous_prior_restrictions.m | 1 - matlab/flip_plan.m | 2 +- matlab/getH.m | 4 +- matlab/gsa/pick.m | 2 +- matlab/gsa/prior_draw_gsa.m | 2 +- matlab/init_plan.m | 2 +- matlab/k_order_pert.m | 2 +- matlab/lmmcp/catstruct.m | 2 +- matlab/ms-sbvar/msstart_setup.m | 2 +- matlab/occbin/map_regime.m | 2 +- matlab/occbin/solve_no_constraint.m | 2 +- matlab/occbin/solve_two_constraints.m | 2 +- matlab/occbin/tokenize.m | 2 +- .../perfect_foresight_mcp_problem.m | 4 +- .../perfect_foresight_problem.m | 4 +- .../private/initialize_stacked_problem.m | 4 +- matlab/perfect-foresight-models/sim1.m | 2 +- matlab/rotated_slice_sampler.m | 2 +- matlab/score.m | 2 +- matlab/slice_sampler.m | 2 +- matlab/utilities/dataset/quarterly2annual.m | 2 +- mex/sources/bytecode/testing/bytecode_debug.m | 150 +- mex/sources/bytecode/testing/simulate_debug.m | 18 +- .../k_order_perturbation/tests/first_order.m | 58 +- tests/AIM/data_ca1.m | 176 +- tests/AIM/fsdat.m | 388 ++-- tests/analytic_derivatives/fsdat_simul.m | 1632 +++++++------- tests/block_bytecode/run_ls2003.m | 16 +- tests/bvar_a_la_sims/bvar_sample.m | 2004 ++++++++--------- tests/conditional_forecasts/2/fsdat_simul.m | 1632 +++++++------- tests/dates/fsdat_simul.m | 1632 +++++++------- ...ison_policy_functions_dynare_mathematica.m | 16 +- tests/ep/ar_steadystate.m | 4 +- tests/ep/exact_solution.m | 58 +- tests/ep/rbcii_steady_state.m | 148 +- tests/estimation/fsdat_simul.m | 1632 +++++++------- .../expectation_ss_old_steadystate.m | 20 +- tests/fataltest.m | 6 +- tests/fs2000/fsdat_simul.m | 1632 +++++++------- tests/fs2000/fsdat_simul_dseries.m | 1624 ++++++------- tests/fs2000/fsdat_simul_missing_obs.m | 816 +++---- tests/fs2000_ssfile_aux.m | 4 +- tests/gsa/data_ca1.m | 176 +- .../likelihood/compare_kalman_routines.m | 1 + .../likelihood/simul_state_space_model.m | 46 +- .../fsdat_simul_logged.m | 1632 +++++++------- tests/kalman_filter_smoother/fsdat_simul.m | 1632 +++++++------- tests/kalman_filter_smoother/testsmoother.m | 22 +- tests/load_octave_packages.m | 14 +- tests/ls2003/data_ca1.m | 176 +- tests/measurement_errors/data_ca1.m | 176 +- .../fs2000_corr_me_ml_mcmc/fsdat_simul.m | 816 +++---- .../ftd_2s_caseall_upperchol3v.m | 262 +-- .../ftd_2s_caseall_upperchol4v.m | 354 +-- .../ftd_2s_caseall_upperchol6v.m | 570 ++--- .../ftd_2s_caseall_upperchol7v.m | 694 +++--- .../ms-sbvar/archive-files/ftd_RSvensson_4v.m | 94 +- tests/ms-sbvar/archive-files/ftd_cholesky.m | 286 +-- tests/ms-sbvar/archive-files/ftd_non_rec_5v.m | 74 +- tests/ms-sbvar/archive-files/ftd_simszha5v.m | 94 +- .../ms-sbvar/archive-files/ftd_upperchol3v.m | 68 +- .../ms-sbvar/archive-files/ftd_upperchol4v.m | 70 +- .../ms-sbvar/archive-files/ftd_upperchol5v.m | 72 +- .../ms-sbvar/archive-files/ftd_upperchol6v.m | 74 +- .../ms-sbvar/archive-files/ftd_upperchol7v.m | 76 +- tests/ms-sbvar/data.m | 378 ++-- tests/parallel/data_ca1.m | 176 +- tests/particle/benchmark.m | 298 +-- tests/particle/extreme.m | 298 +-- tests/particle/risky.m | 298 +-- tests/printMakeCheckMatlabErrMsg.m | 14 +- tests/printMakeCheckOctaveErrMsg.m | 24 +- tests/recursive/data_ca1.m | 176 +- tests/reporting/ResidTablePage.m | 2 +- tests/reporting/runDynareReport.m | 8 +- tests/run_all_unitary_tests.m | 14 +- tests/run_block_byte_tests_matlab.m | 16 +- tests/run_block_byte_tests_octave.m | 168 +- tests/run_m_script.m | 30 +- tests/run_o_script.m | 66 +- tests/run_reporting_test_matlab.m | 18 +- tests/run_reporting_test_octave.m | 94 +- tests/run_test_matlab.m | 32 +- tests/run_test_octave.m | 114 +- tests/shock_decomposition/fsdat_simul.m | 1632 +++++++------- tests/smoother2histval/fsdat_simul.m | 772 +++---- .../steady_state/walsh1_old_ss_steadystate.m | 40 +- 98 files changed, 13401 insertions(+), 13395 deletions(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index 3473c1c1f5..943b9b7ff1 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -10746,6 +10746,7 @@ plotted in levels. @end deffn + @deffn Command dynatype (@var{FILENAME}) [@var{VARIABLE_NAME}@dots{}]; This command prints the listed variables in a text file named @var{FILENAME}. If no @var{VARIABLE_NAME} is listed, all endogenous diff --git a/dynare++/extern/matlab/dynare_simul.m b/dynare++/extern/matlab/dynare_simul.m index a77fc458bd..32ac8dc57e 100644 --- a/dynare++/extern/matlab/dynare_simul.m +++ b/dynare++/extern/matlab/dynare_simul.m @@ -80,71 +80,71 @@ eval(['load ' fname]); % set prefix, shocks, ystart if ischar(varargin{2}) - prefix = varargin{2}; - if length(varargin) == 3 - shocks = varargin{3}; - ystart = NaN; - elseif length(varargin) == 4 - shocks = varargin{3}; - ystart = varargin{4}; - else - error('Wrong number of parameters.'); - end + prefix = varargin{2}; + if length(varargin) == 3 + shocks = varargin{3}; + ystart = NaN; + elseif length(varargin) == 4 + shocks = varargin{3}; + ystart = varargin{4}; + else + error('Wrong number of parameters.'); + end else - prefix = 'dyn'; - if length(varargin) == 2 - shocks = varargin{2}; - ystart = NaN; - elseif length(varargin) == 3 - shocks = varargin{2}; - ystart = varargin{3}; - else - error('Wrong number of parameters.'); - end + prefix = 'dyn'; + if length(varargin) == 2 + shocks = varargin{2}; + ystart = NaN; + elseif length(varargin) == 3 + shocks = varargin{2}; + ystart = varargin{3}; + else + error('Wrong number of parameters.'); + end end % load all needed variables but prefix_g_* if (exist([prefix '_nstat'])) - nstat = eval([prefix '_nstat']); + nstat = eval([prefix '_nstat']); else - error(['Could not find variable ' prefix '_nstat in workspace']); + error(['Could not find variable ' prefix '_nstat in workspace']); end if (exist([prefix '_npred'])) - npred = eval([prefix '_npred']); + npred = eval([prefix '_npred']); else - error(['Could not find variable ' prefix '_npred in workspace']); + error(['Could not find variable ' prefix '_npred in workspace']); end if (exist([prefix '_nboth'])) - nboth = eval([prefix '_nboth']); + nboth = eval([prefix '_nboth']); else - error(['Could not find variable ' prefix '_nboth in workspace']); + error(['Could not find variable ' prefix '_nboth in workspace']); end if (exist([prefix '_nforw'])) - nforw = eval([prefix '_nforw']); + nforw = eval([prefix '_nforw']); else - error(['Could not find variable ' prefix '_nforw in workspace']); + error(['Could not find variable ' prefix '_nforw in workspace']); end if (exist([prefix '_ss'])) - ss = eval([prefix '_ss']); + ss = eval([prefix '_ss']); else - error(['Could not find variable ' prefix '_ss in workspace']); + error(['Could not find variable ' prefix '_ss in workspace']); end if (exist([prefix '_vcov_exo'])) - vcov_exo = eval([prefix '_vcov_exo']); + vcov_exo = eval([prefix '_vcov_exo']); else - error(['Could not find variable ' prefix '_vcov_exo in workspace']); + error(['Could not find variable ' prefix '_vcov_exo in workspace']); end nexog = size(vcov_exo,1); if isnan(ystart) - ystart = ss; + ystart = ss; end % newer version of dynare++ doesn't return prefix_g_0, we make it here if % it does not exist in workspace g_zero = [prefix '_g_0']; if (~ exist(g_zero)) - eval([ g_zero '= zeros(nstat+npred+nboth+nforw,1);']); + eval([ g_zero '= zeros(nstat+npred+nboth+nforw,1);']); end % make derstr a string of comma seperated existing prefix_g_* @@ -152,13 +152,13 @@ derstr = [',' g_zero]; order = 1; cont = 1; while cont == 1 - g_ord = [prefix '_g_' num2str(order)]; - if (exist(g_ord)) - derstr = [derstr ',' g_ord]; - order = order + 1; - else - cont = 0; - end + g_ord = [prefix '_g_' num2str(order)]; + if (exist(g_ord)) + derstr = [derstr ',' g_ord]; + order = order + 1; + else + cont = 0; + end end % set seed diff --git a/dynare++/sylv/matlab/gensylv.m b/dynare++/sylv/matlab/gensylv.m index d16bde3640..56f5f0e73b 100644 --- a/dynare++/sylv/matlab/gensylv.m +++ b/dynare++/sylv/matlab/gensylv.m @@ -58,18 +58,19 @@ function [err, X, varargout] = gensylv(order, A, B, C, D) % in Windows, ensure that aa_gensylv.dll is loaded, this prevents % clearing the function and a successive Matlab crash if strcmp('PCWIN', computer) - if ~ libisloaded('aa_gensylv') - loadlibrary('aa_gensylv', 'dummy'); - end + if ~ libisloaded('aa_gensylv') + loadlibrary('aa_gensylv', 'dummy'); + end end % launch aa_gensylv if nargout == 2 - X = aa_gensylv(order, A, B, C, D); + X = aa_gensylv(order, A, B, C, D); elseif nargout == 3 - [X, par] = aa_gensylv(order, A, B, C, D); - varargout(1) = {par}; + [X, par] = aa_gensylv(order, A, B, C, D); + varargout(1) = {par}; else - error('Must have 2 or 3 output arguments.'); + error('Must have 2 or 3 output arguments.'); end err = 0; + \ No newline at end of file diff --git a/examples/NK_baseline_steadystate.m b/examples/NK_baseline_steadystate.m index d554229216..7398303d75 100644 --- a/examples/NK_baseline_steadystate.m +++ b/examples/NK_baseline_steadystate.m @@ -17,8 +17,8 @@ global M_ % read out parameters to access them with their name NumberOfParameters = M_.param_nbr; for ii = 1:NumberOfParameters - paramname = M_.param_names{ii}; - eval([ paramname ' = M_.params(' int2str(ii) ');']); + paramname = M_.param_names{ii}; + eval([ paramname ' = M_.params(' int2str(ii) ');']); end % initialize indicator check = 0; @@ -69,8 +69,8 @@ vw=(1-thetaw)/(1-thetaw*PI^((1-chiw)*eta)*mu_z^eta)*PIstarw^(-eta); tempvaromega=alppha/(1-alppha)*w/r*mu_z*mu_I; [ld,fval,exitflag]=fzero(@(ld)(1-betta*thetaw*mu_z^(eta-1)*PI^(-(1-chiw)*(1-eta)))/(1-betta*thetaw*mu_z^(eta*(1+gammma))*PI^(eta*(1-chiw)*(1+gammma)))... - -(eta-1)/eta*wstar/(varpsi*PIstarw^(-eta*gammma)*ld^gammma)*((1-h*mu_z^(-1))^(-1)-betta*h*(mu_z-h)^(-1))*... - ((mu_A*mu_z^(-1)*vp^(-1)*tempvaromega^alppha-tempvaromega*(1-(1-delta)*(mu_z*mu_I)^(-1)))*ld-vp^(-1)*Phi)^(-1),0.25,options); +-(eta-1)/eta*wstar/(varpsi*PIstarw^(-eta*gammma)*ld^gammma)*((1-h*mu_z^(-1))^(-1)-betta*h*(mu_z-h)^(-1))*... +((mu_A*mu_z^(-1)*vp^(-1)*tempvaromega^alppha-tempvaromega*(1-(1-delta)*(mu_z*mu_I)^(-1)))*ld-vp^(-1)*Phi)^(-1),0.25,options); if exitflag <1 %indicate the SS computation was not sucessful; this would also be detected by Dynare %setting the indicator here shows how to use this functionality to diff --git a/examples/fsdat_simul.m b/examples/fsdat_simul.m index f6ad30c85b..56c0e4cd56 100644 --- a/examples/fsdat_simul.m +++ b/examples/fsdat_simul.m @@ -1,416 +1,416 @@ % Generated data, used by fs2000.mod gy_obs =[ - 1.0030045 - 1.0002599 - 0.99104664 - 1.0321162 - 1.0223545 - 1.0043614 - 0.98626929 - 1.0092127 - 1.0357197 - 1.0150827 - 1.0051548 - 0.98465775 - 0.99132132 - 0.99904153 - 1.0044641 - 1.0179198 - 1.0113462 - 0.99409421 - 0.99904293 - 1.0448336 - 0.99932433 - 1.0057004 - 0.99619787 - 1.0267504 - 1.0077645 - 1.0058026 - 1.0025891 - 0.9939097 - 0.99604693 - 0.99908569 - 1.0151094 - 0.99348134 - 1.0039124 - 1.0145805 - 0.99800868 - 0.98578138 - 1.0065771 - 0.99843919 - 0.97979062 - 0.98413351 - 0.96468174 - 1.0273857 - 1.0225211 - 0.99958667 - 1.0111157 - 1.0099585 - 0.99480311 - 1.0079265 - 0.98924573 - 1.0070613 - 1.0075706 - 0.9937151 - 1.0224711 - 1.0018891 - 0.99051863 - 1.0042944 - 1.0184055 - 0.99419508 - 0.99756624 - 1.0015983 - 0.9845772 - 1.0004407 - 1.0116237 - 0.9861885 - 1.0073094 - 0.99273355 - 1.0013224 - 0.99777979 - 1.0301686 - 0.96809556 - 0.99917088 - 0.99949253 - 0.96590004 - 1.0083938 - 0.96662298 - 1.0221454 - 1.0069792 - 1.0343996 - 1.0066531 - 1.0072525 - 0.99743563 - 0.99723703 - 1.000372 - 0.99013917 - 1.0095223 - 0.98864268 - 0.98092242 - 0.98886488 - 1.0030341 - 1.01894 - 0.99155059 - 0.99533235 - 0.99734316 - 1.0047356 - 1.0082737 - 0.98425116 - 0.99949212 - 1.0055899 - 1.0065075 - 0.99385069 - 0.98867975 - 0.99804843 - 1.0184038 - 0.99301902 - 1.0177222 - 1.0051924 - 1.0187852 - 1.0098985 - 1.0097172 - 1.0145811 - 0.98721038 - 1.0361722 - 1.0105821 - 0.99469309 - 0.98626785 - 1.013871 - 0.99858924 - 0.99302637 - 1.0042186 - 0.99623745 - 0.98545708 - 1.0225435 - 1.0011861 - 1.0130321 - 0.97861347 - 1.0228193 - 0.99627435 - 1.0272779 - 1.0075172 - 1.0096762 - 1.0129306 - 0.99966549 - 1.0262882 - 1.0026914 - 1.0061475 - 1.009523 - 1.0036127 - 0.99762992 - 0.99092634 - 1.0058469 - 0.99887292 - 1.0060653 - 0.98673557 - 0.98895709 - 0.99111967 - 0.990118 - 0.99788054 - 0.97054709 - 1.0099157 - 1.0107431 - 0.99518695 - 1.0114048 - 0.99376019 - 1.0023369 - 0.98783327 - 1.0051727 - 1.0100462 - 0.98607387 - 1.0000064 - 0.99692442 - 1.012225 - 0.99574078 - 0.98642833 - 0.99008207 - 1.0197359 - 1.0112849 - 0.98711069 - 0.99402748 - 1.0242141 - 1.0135349 - 0.99842505 - 1.0130714 - 0.99887044 - 1.0059058 - 1.0185998 - 1.0073314 - 0.98687706 - 1.0084551 - 0.97698964 - 0.99482714 - 1.0015302 - 1.0105331 - 1.0261767 - 1.0232822 - 1.0084176 - 0.99785167 - 0.99619733 - 1.0055223 - 1.0076326 - 0.99205461 - 1.0030587 - 1.0137012 - 1.0145878 - 1.0190297 - 1.0000681 - 1.0153894 - 1.0140649 - 1.0007236 - 0.97961463 - 1.0125257 - 1.0169503 - 1.0197363 - 1.0221185 + 1.0030045 + 1.0002599 + 0.99104664 + 1.0321162 + 1.0223545 + 1.0043614 + 0.98626929 + 1.0092127 + 1.0357197 + 1.0150827 + 1.0051548 + 0.98465775 + 0.99132132 + 0.99904153 + 1.0044641 + 1.0179198 + 1.0113462 + 0.99409421 + 0.99904293 + 1.0448336 + 0.99932433 + 1.0057004 + 0.99619787 + 1.0267504 + 1.0077645 + 1.0058026 + 1.0025891 + 0.9939097 + 0.99604693 + 0.99908569 + 1.0151094 + 0.99348134 + 1.0039124 + 1.0145805 + 0.99800868 + 0.98578138 + 1.0065771 + 0.99843919 + 0.97979062 + 0.98413351 + 0.96468174 + 1.0273857 + 1.0225211 + 0.99958667 + 1.0111157 + 1.0099585 + 0.99480311 + 1.0079265 + 0.98924573 + 1.0070613 + 1.0075706 + 0.9937151 + 1.0224711 + 1.0018891 + 0.99051863 + 1.0042944 + 1.0184055 + 0.99419508 + 0.99756624 + 1.0015983 + 0.9845772 + 1.0004407 + 1.0116237 + 0.9861885 + 1.0073094 + 0.99273355 + 1.0013224 + 0.99777979 + 1.0301686 + 0.96809556 + 0.99917088 + 0.99949253 + 0.96590004 + 1.0083938 + 0.96662298 + 1.0221454 + 1.0069792 + 1.0343996 + 1.0066531 + 1.0072525 + 0.99743563 + 0.99723703 + 1.000372 + 0.99013917 + 1.0095223 + 0.98864268 + 0.98092242 + 0.98886488 + 1.0030341 + 1.01894 + 0.99155059 + 0.99533235 + 0.99734316 + 1.0047356 + 1.0082737 + 0.98425116 + 0.99949212 + 1.0055899 + 1.0065075 + 0.99385069 + 0.98867975 + 0.99804843 + 1.0184038 + 0.99301902 + 1.0177222 + 1.0051924 + 1.0187852 + 1.0098985 + 1.0097172 + 1.0145811 + 0.98721038 + 1.0361722 + 1.0105821 + 0.99469309 + 0.98626785 + 1.013871 + 0.99858924 + 0.99302637 + 1.0042186 + 0.99623745 + 0.98545708 + 1.0225435 + 1.0011861 + 1.0130321 + 0.97861347 + 1.0228193 + 0.99627435 + 1.0272779 + 1.0075172 + 1.0096762 + 1.0129306 + 0.99966549 + 1.0262882 + 1.0026914 + 1.0061475 + 1.009523 + 1.0036127 + 0.99762992 + 0.99092634 + 1.0058469 + 0.99887292 + 1.0060653 + 0.98673557 + 0.98895709 + 0.99111967 + 0.990118 + 0.99788054 + 0.97054709 + 1.0099157 + 1.0107431 + 0.99518695 + 1.0114048 + 0.99376019 + 1.0023369 + 0.98783327 + 1.0051727 + 1.0100462 + 0.98607387 + 1.0000064 + 0.99692442 + 1.012225 + 0.99574078 + 0.98642833 + 0.99008207 + 1.0197359 + 1.0112849 + 0.98711069 + 0.99402748 + 1.0242141 + 1.0135349 + 0.99842505 + 1.0130714 + 0.99887044 + 1.0059058 + 1.0185998 + 1.0073314 + 0.98687706 + 1.0084551 + 0.97698964 + 0.99482714 + 1.0015302 + 1.0105331 + 1.0261767 + 1.0232822 + 1.0084176 + 0.99785167 + 0.99619733 + 1.0055223 + 1.0076326 + 0.99205461 + 1.0030587 + 1.0137012 + 1.0145878 + 1.0190297 + 1.0000681 + 1.0153894 + 1.0140649 + 1.0007236 + 0.97961463 + 1.0125257 + 1.0169503 + 1.0197363 + 1.0221185 - ]; +]; gp_obs =[ - 1.0079715 - 1.0115853 - 1.0167502 - 1.0068957 - 1.0138189 - 1.0258364 - 1.0243817 - 1.017373 - 1.0020171 - 1.0003742 - 1.0008974 - 1.0104804 - 1.0116393 - 1.0114294 - 0.99932124 - 0.99461459 - 1.0170349 - 1.0051446 - 1.020639 - 1.0051964 - 1.0093042 - 1.007068 - 1.01086 - 0.99590086 - 1.0014883 - 1.0117332 - 0.9990095 - 1.0108284 - 1.0103672 - 1.0036722 - 1.0005124 - 1.0190331 - 1.0130978 - 1.007842 - 1.0285436 - 1.0322054 - 1.0213403 - 1.0246486 - 1.0419306 - 1.0258867 - 1.0156316 - 0.99818589 - 0.9894107 - 1.0127584 - 1.0146882 - 1.0136529 - 1.0340107 - 1.0343652 - 1.02971 - 1.0077932 - 1.0198114 - 1.013971 - 1.0061083 - 1.0089573 - 1.0037926 - 1.0082071 - 0.99498155 - 0.99735772 - 0.98765026 - 1.006465 - 1.0196088 - 1.0053233 - 1.0119974 - 1.0188066 - 1.0029302 - 1.0183459 - 1.0034218 - 1.0158799 - 0.98824798 - 1.0274357 - 1.0168832 - 1.0180641 - 1.0294657 - 0.98864091 - 1.0358326 - 0.99889969 - 1.0178322 - 0.99813566 - 1.0073549 - 1.0215985 - 1.0084245 - 1.0080939 - 1.0157021 - 1.0075815 - 1.0032633 - 1.0117871 - 1.0209276 - 1.0077569 - 0.99680958 - 1.0120266 - 1.0017625 - 1.0138811 - 1.0198358 - 1.0059629 - 1.0115416 - 1.0319473 - 1.0167074 - 1.0116111 - 1.0048627 - 1.0217622 - 1.0125221 - 1.0142045 - 0.99792469 - 0.99823971 - 0.99561547 - 0.99850373 - 0.9898464 - 1.0030963 - 1.0051373 - 1.0004213 - 1.0144117 - 0.97185592 - 0.9959518 - 1.0073529 - 1.0051603 - 0.98642572 - 0.99433423 - 1.0112131 - 1.0007695 - 1.0176867 - 1.0134363 - 0.99926191 - 0.99879835 - 0.99878754 - 1.0331374 - 1.0077797 - 1.0127221 - 1.0047393 - 1.0074106 - 0.99784213 - 1.0056495 - 1.0057708 - 0.98817494 - 0.98742176 - 0.99930555 - 1.0000687 - 1.0129754 - 1.009529 - 1.0226731 - 1.0149534 - 1.0164295 - 1.0239469 - 1.0293458 - 1.026199 - 1.0197525 - 1.0126818 - 1.0054473 - 1.0254423 - 1.0069461 - 1.0153135 - 1.0337515 - 1.0178187 - 1.0240469 - 1.0079489 - 1.0186953 - 1.0008628 - 1.0113799 - 1.0140118 - 1.0168007 - 1.011441 - 0.98422774 - 0.98909729 - 1.0157859 - 1.0151586 - 0.99756232 - 0.99497777 - 1.0102841 - 1.0221659 - 0.9937759 - 0.99877193 - 1.0079433 - 0.99667692 - 1.0095959 - 1.0128804 - 1.0156949 - 1.0111951 - 1.0228887 - 1.0122083 - 1.0190197 - 1.0074927 - 1.0268096 - 0.99689352 - 0.98948474 - 1.0024938 - 1.0105543 - 1.014116 - 1.0141217 - 1.0056504 - 1.0101026 - 1.0105069 - 0.99619053 - 1.0059439 - 0.99449473 - 0.99482458 - 1.0037702 - 1.0068087 - 0.99575975 - 1.0030815 - 1.0334014 - 0.99879386 - 0.99625634 - 1.0171195 - 0.99233844 + 1.0079715 + 1.0115853 + 1.0167502 + 1.0068957 + 1.0138189 + 1.0258364 + 1.0243817 + 1.017373 + 1.0020171 + 1.0003742 + 1.0008974 + 1.0104804 + 1.0116393 + 1.0114294 + 0.99932124 + 0.99461459 + 1.0170349 + 1.0051446 + 1.020639 + 1.0051964 + 1.0093042 + 1.007068 + 1.01086 + 0.99590086 + 1.0014883 + 1.0117332 + 0.9990095 + 1.0108284 + 1.0103672 + 1.0036722 + 1.0005124 + 1.0190331 + 1.0130978 + 1.007842 + 1.0285436 + 1.0322054 + 1.0213403 + 1.0246486 + 1.0419306 + 1.0258867 + 1.0156316 + 0.99818589 + 0.9894107 + 1.0127584 + 1.0146882 + 1.0136529 + 1.0340107 + 1.0343652 + 1.02971 + 1.0077932 + 1.0198114 + 1.013971 + 1.0061083 + 1.0089573 + 1.0037926 + 1.0082071 + 0.99498155 + 0.99735772 + 0.98765026 + 1.006465 + 1.0196088 + 1.0053233 + 1.0119974 + 1.0188066 + 1.0029302 + 1.0183459 + 1.0034218 + 1.0158799 + 0.98824798 + 1.0274357 + 1.0168832 + 1.0180641 + 1.0294657 + 0.98864091 + 1.0358326 + 0.99889969 + 1.0178322 + 0.99813566 + 1.0073549 + 1.0215985 + 1.0084245 + 1.0080939 + 1.0157021 + 1.0075815 + 1.0032633 + 1.0117871 + 1.0209276 + 1.0077569 + 0.99680958 + 1.0120266 + 1.0017625 + 1.0138811 + 1.0198358 + 1.0059629 + 1.0115416 + 1.0319473 + 1.0167074 + 1.0116111 + 1.0048627 + 1.0217622 + 1.0125221 + 1.0142045 + 0.99792469 + 0.99823971 + 0.99561547 + 0.99850373 + 0.9898464 + 1.0030963 + 1.0051373 + 1.0004213 + 1.0144117 + 0.97185592 + 0.9959518 + 1.0073529 + 1.0051603 + 0.98642572 + 0.99433423 + 1.0112131 + 1.0007695 + 1.0176867 + 1.0134363 + 0.99926191 + 0.99879835 + 0.99878754 + 1.0331374 + 1.0077797 + 1.0127221 + 1.0047393 + 1.0074106 + 0.99784213 + 1.0056495 + 1.0057708 + 0.98817494 + 0.98742176 + 0.99930555 + 1.0000687 + 1.0129754 + 1.009529 + 1.0226731 + 1.0149534 + 1.0164295 + 1.0239469 + 1.0293458 + 1.026199 + 1.0197525 + 1.0126818 + 1.0054473 + 1.0254423 + 1.0069461 + 1.0153135 + 1.0337515 + 1.0178187 + 1.0240469 + 1.0079489 + 1.0186953 + 1.0008628 + 1.0113799 + 1.0140118 + 1.0168007 + 1.011441 + 0.98422774 + 0.98909729 + 1.0157859 + 1.0151586 + 0.99756232 + 0.99497777 + 1.0102841 + 1.0221659 + 0.9937759 + 0.99877193 + 1.0079433 + 0.99667692 + 1.0095959 + 1.0128804 + 1.0156949 + 1.0111951 + 1.0228887 + 1.0122083 + 1.0190197 + 1.0074927 + 1.0268096 + 0.99689352 + 0.98948474 + 1.0024938 + 1.0105543 + 1.014116 + 1.0141217 + 1.0056504 + 1.0101026 + 1.0105069 + 0.99619053 + 1.0059439 + 0.99449473 + 0.99482458 + 1.0037702 + 1.0068087 + 0.99575975 + 1.0030815 + 1.0334014 + 0.99879386 + 0.99625634 + 1.0171195 + 0.99233844 - ]; +]; diff --git a/matlab/AHessian.m b/matlab/AHessian.m index 890dc92d77..f9d9db6e0c 100644 --- a/matlab/AHessian.m +++ b/matlab/AHessian.m @@ -66,7 +66,9 @@ while notsteady && t<smpl iF = inv(F); K = P(:,mf)*iF; lik(t) = log(det(F))+transpose(v)*iF*v; + [DK,DF,DP1] = computeDKalman(T,DT,DOm,P,DP,DH,mf,iF,K); + for ii = 1:k Dv(:,ii) = -Da(mf,ii) - DYss(mf,ii); Da(:,ii) = DT(:,:,ii)*(a+K*v) + T*(Da(:,ii)+DK(:,:,ii)*v + K*Dv(:,ii)); @@ -147,4 +149,4 @@ for ii = 1:k DP1(:,:,ii) = DT(:,:,ii)*tmp*T' + T*Dtmp*T' + T*tmp*DT(:,:,ii)' + DOm(:,:,ii); end -% end of computeDKalman \ No newline at end of file +% end of computeDKalman diff --git a/matlab/block_bytecode_mfs_steadystate.m b/matlab/block_bytecode_mfs_steadystate.m index 26bd0fac57..a34b15c197 100644 --- a/matlab/block_bytecode_mfs_steadystate.m +++ b/matlab/block_bytecode_mfs_steadystate.m @@ -1,5 +1,5 @@ function [r, g1] = block_bytecode_mfs_steadystate(y, b, y_all, exo, params, M) -% Wrapper around the static.m file, for use with dynare_solve, +% Wrapper around the *_static.m file, for use with dynare_solve, % when block_mfs option is given to steady. % Copyright (C) 2009-2012 Dynare Team diff --git a/matlab/block_mfs_steadystate.m b/matlab/block_mfs_steadystate.m index 4ba49ef39b..a0793e674d 100644 --- a/matlab/block_mfs_steadystate.m +++ b/matlab/block_mfs_steadystate.m @@ -1,5 +1,5 @@ function [r, g1] = block_mfs_steadystate(y, b, y_all, exo, params, M) -% Wrapper around the static.m file, for use with dynare_solve, +% Wrapper around the *_static.m file, for use with dynare_solve, % when block_mfs option is given to steady. % Copyright (C) 2009-2012 Dynare Team diff --git a/matlab/bytecode_steadystate.m b/matlab/bytecode_steadystate.m index 49c619fe8a..4c3e2f46f9 100644 --- a/matlab/bytecode_steadystate.m +++ b/matlab/bytecode_steadystate.m @@ -1,5 +1,5 @@ function [r, g1] = bytecode_steadystate(y, exo, params) -% Wrapper around the static.m file, for use with dynare_solve, +% Wrapper around the *_static.m file, for use with dynare_solve, % when block_mfs option is given to steady. % Copyright (C) 2009-2011 Dynare Team diff --git a/matlab/convergence_diagnostics/geweke_chi2_test.m b/matlab/convergence_diagnostics/geweke_chi2_test.m index 6c543a8ca9..8acf673993 100644 --- a/matlab/convergence_diagnostics/geweke_chi2_test.m +++ b/matlab/convergence_diagnostics/geweke_chi2_test.m @@ -64,6 +64,7 @@ for k=1:length(options.convergence.geweke.taper_steps)+1 sum_of_weights=sum(1./(NSE.^2),2); pooled_mean=sum(means./(NSE.^2),2)./sum_of_weights; pooled_NSE=1./sqrt(sum_of_weights); + test_stat=diff_Means.^2./sum(NSE.^2,2); p = 1-chi2cdf(test_stat,1); results_struct.pooled_mean(:,k) = pooled_mean; diff --git a/matlab/dr_block.m b/matlab/dr_block.m index a37169a109..c0209d527f 100644 --- a/matlab/dr_block.m +++ b/matlab/dr_block.m @@ -685,6 +685,7 @@ for i = 1:Size dr.ghu(endo, exo) = ghu; data(i).pol.i_ghu = exo; end + if (verbose) disp('dr.ghx'); dr.ghx diff --git a/matlab/endogenous_prior_restrictions.m b/matlab/endogenous_prior_restrictions.m index b738ab0918..63db7b0be7 100644 --- a/matlab/endogenous_prior_restrictions.m +++ b/matlab/endogenous_prior_restrictions.m @@ -1,5 +1,4 @@ function [info, info_irf, info_moment, data_irf, data_moment] = endogenous_prior_restrictions(T,R,Model,DynareOptions,DynareResults) - % Check for prior (sign) restrictions on irf's and theoretical moments % % INPUTS diff --git a/matlab/flip_plan.m b/matlab/flip_plan.m index 14b470ab44..5daf19fc7d 100644 --- a/matlab/flip_plan.m +++ b/matlab/flip_plan.m @@ -98,4 +98,4 @@ plan.constrained_int_date_{i_ix} = [date(i1) - plan.date(1) + 1; plan.constraine plan.constrained_paths_{i_ix} = [value(i1)'; plan.constrained_paths_{i_ix}(i2)]; else error(['impossible case you have two conditional forecasts:\n - one involving ' plan.endo_names{plan.options_cond_fcst_.controlled_varexo(i_ix),:} ' as control and ' plan_exo_names{plan.constrained_vars_(ix_)} ' as constrined endogenous\n - the other involving ' plan.endo_names{plan.options_cond_fcst_.controlled_varexo(iy),:} ' as control and ' plan_exo_names{plan.constrained_vars_(ix)} ' as constrined endogenous\n']); -end \ No newline at end of file +end diff --git a/matlab/getH.m b/matlab/getH.m index 359e061320..895c9dcc4a 100644 --- a/matlab/getH.m +++ b/matlab/getH.m @@ -194,8 +194,8 @@ else [U,T] = ordschur(U,T,e1); T = T(k+1:end,k+1:end); dyssdtheta = -U(:,k+1:end)*(T\U(:,k+1:end)')*df; - if nargout>5, - for j=1:length(indx), + if nargout>5 + for j=1:length(indx) d2yssdtheta(:,:,j) = -U(:,k+1:end)*(T\U(:,k+1:end)')*d2f(:,:,j); end end diff --git a/matlab/gsa/pick.m b/matlab/gsa/pick.m index fb5ccbfe56..ed50f60cfe 100644 --- a/matlab/gsa/pick.m +++ b/matlab/gsa/pick.m @@ -2,7 +2,7 @@ function pick % % Copyright (C) 2001-2017 European Commission % Copyright (C) 2017 DynareTeam -% + % This file is part of GLUEWIN % GLUEWIN is a MATLAB code designed for analysing the output % of Monte Carlo runs when empirical observations of the model output are available diff --git a/matlab/gsa/prior_draw_gsa.m b/matlab/gsa/prior_draw_gsa.m index 1c3a187a8a..d772ae22a8 100644 --- a/matlab/gsa/prior_draw_gsa.m +++ b/matlab/gsa/prior_draw_gsa.m @@ -117,4 +117,4 @@ for i = 1:npar otherwise % Nothing to do here. end -end \ No newline at end of file +end diff --git a/matlab/init_plan.m b/matlab/init_plan.m index 2759dc9f16..2ae8017847 100644 --- a/matlab/init_plan.m +++ b/matlab/init_plan.m @@ -46,4 +46,4 @@ plan.shock_perfect_foresight_ = []; plan.options_cond_fcst_ = struct(); plan.options_cond_fcst_.parameter_set = 'calibration'; plan.options_cond_fcst_.simulation_type = 'deterministic'; -plan.options_cond_fcst_.controlled_varexo = []; \ No newline at end of file +plan.options_cond_fcst_.controlled_varexo = []; diff --git a/matlab/k_order_pert.m b/matlab/k_order_pert.m index 86763b9b3e..596dc100fd 100644 --- a/matlab/k_order_pert.m +++ b/matlab/k_order_pert.m @@ -207,4 +207,4 @@ for i=1:n1 m = m + 1; end end -end \ No newline at end of file +end diff --git a/matlab/lmmcp/catstruct.m b/matlab/lmmcp/catstruct.m index 3f1784367b..df4a9c05b5 100644 --- a/matlab/lmmcp/catstruct.m +++ b/matlab/lmmcp/catstruct.m @@ -168,4 +168,4 @@ else A = cell2struct(VAL, FN); A = reshape(A, sz0) ; % reshape into original format -end \ No newline at end of file +end diff --git a/matlab/ms-sbvar/msstart_setup.m b/matlab/ms-sbvar/msstart_setup.m index 08d502a683..b32b92da41 100644 --- a/matlab/ms-sbvar/msstart_setup.m +++ b/matlab/ms-sbvar/msstart_setup.m @@ -153,4 +153,4 @@ ndraws2=10*ndraws1; % 2nd part of Monte Carlo draws % end % nstarts=1 % number of starting points % imndraws = nstarts*ndraws2; % total draws for impulse responses or forecasts - %<<<<<<<<<<<<<<<<<<< \ No newline at end of file + %<<<<<<<<<<<<<<<<<<< diff --git a/matlab/occbin/map_regime.m b/matlab/occbin/map_regime.m index 1a8b8e796d..702b011f9f 100755 --- a/matlab/occbin/map_regime.m +++ b/matlab/occbin/map_regime.m @@ -21,4 +21,4 @@ end if (regime(end)==1) warning('Increase nperiods'); -endx \ No newline at end of file +end diff --git a/matlab/occbin/solve_no_constraint.m b/matlab/occbin/solve_no_constraint.m index f86d2c597f..db3d457455 100755 --- a/matlab/occbin/solve_no_constraint.m +++ b/matlab/occbin/solve_no_constraint.m @@ -46,4 +46,4 @@ wishlist = endog_; nwishes = length(wishlist); -zdata_ = mkdata(nperiods,decrulea,decruleb,endog_,exog_,wishlist,irfshock,shockssequence); \ No newline at end of file +zdata_ = mkdata(nperiods,decrulea,decruleb,endog_,exog_,wishlist,irfshock,shockssequence); diff --git a/matlab/occbin/solve_two_constraints.m b/matlab/occbin/solve_two_constraints.m index 06de6d46a8..33fea1c728 100755 --- a/matlab/occbin/solve_two_constraints.m +++ b/matlab/occbin/solve_two_constraints.m @@ -301,4 +301,4 @@ end zdatapiecewise_(ishock_+1:end,:)=zdatalinear_(2:nperiods_-ishock_+1,:); -zdatalinear_ = mkdata(nperiods_,decrulea,decruleb,endog_,exog_,wishlist_,irfshock_,shockssequence_,init_orig_); \ No newline at end of file +zdatalinear_ = mkdata(nperiods_,decrulea,decruleb,endog_,exog_,wishlist_,irfshock_,shockssequence_,init_orig_); diff --git a/matlab/occbin/tokenize.m b/matlab/occbin/tokenize.m index 1789d095a5..2cd8fb4103 100755 --- a/matlab/occbin/tokenize.m +++ b/matlab/occbin/tokenize.m @@ -51,4 +51,4 @@ else end end -end \ No newline at end of file +end diff --git a/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m b/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m index 8679a26272..000fff50f3 100644 --- a/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m +++ b/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m @@ -13,7 +13,7 @@ function [residuals,JJacobian] = perfect_foresight_mcp_problem(y, dynamic_functi % % INPUTS % y [double] N*1 array, terminal conditions for the endogenous variables -% dynamic_function [handle] function handle to the dynamic routine +% dynamic_function [handle] function handle to _dynamic-file % Y0 [double] N*1 array, initial conditions for the endogenous variables % YT [double] N*1 array, terminal conditions for the endogenous variables % exo_simul [double] nperiods*M_.exo_nbr matrix of exogenous variables (in declaration order) @@ -24,7 +24,7 @@ function [residuals,JJacobian] = perfect_foresight_mcp_problem(y, dynamic_functi % T [scalar] number of simulation periods % ny [scalar] number of endogenous variables % i_cols [double] indices of variables appearing in M.lead_lag_incidence -% and that need to be passed to the dynamic routine +% and that need to be passed to _dynamic-file % i_cols_J1 [double] indices of contemporaneous and forward looking variables % appearing in M.lead_lag_incidence % i_cols_1 [double] indices of contemporaneous and forward looking variables in diff --git a/matlab/perfect-foresight-models/perfect_foresight_problem.m b/matlab/perfect-foresight-models/perfect_foresight_problem.m index 00f7820384..c6c6f77a71 100644 --- a/matlab/perfect-foresight-models/perfect_foresight_problem.m +++ b/matlab/perfect-foresight-models/perfect_foresight_problem.m @@ -12,7 +12,7 @@ function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function, % % INPUTS % y [double] N*1 array, terminal conditions for the endogenous variables -% dynamic_function [handle] function handle to the dynamic routine +% dynamic_function [handle] function handle to _dynamic-file % Y0 [double] N*1 array, initial conditions for the endogenous variables % YT [double] N*1 array, terminal conditions for the endogenous variables % exo_simul [double] nperiods*M_.exo_nbr matrix of exogenous variables (in declaration order) @@ -23,7 +23,7 @@ function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function, % T [scalar] number of simulation periods % ny [scalar] number of endogenous variables % i_cols [double] indices of variables appearing in M.lead_lag_incidence -% and that need to be passed to the dynamic routine +% and that need to be passed to _dynamic-file % i_cols_J1 [double] indices of contemporaneous and forward looking variables % appearing in M.lead_lag_incidence % i_cols_1 [double] indices of contemporaneous and forward looking variables in diff --git a/matlab/perfect-foresight-models/private/initialize_stacked_problem.m b/matlab/perfect-foresight-models/private/initialize_stacked_problem.m index 4ef51c3ba9..f019805dc9 100644 --- a/matlab/perfect-foresight-models/private/initialize_stacked_problem.m +++ b/matlab/perfect-foresight-models/private/initialize_stacked_problem.m @@ -15,7 +15,7 @@ function [options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, . % - yT [double] N*1 array, terminal conditions for the endogenous variables % - z [double] T*M array, paths for the exogenous variables. % - i_cols [double] indices of variables appearing in M.lead_lag_incidence -% and that need to be passed to the dynamic routine +% and that need to be passed to _dynamic-file % - i_cols_J1 [double] indices of contemporaneous and forward looking variables % appearing in M.lead_lag_incidence % - i_cols_T [double] columns of dynamic Jacobian related to @@ -25,7 +25,7 @@ function [options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, . % in dynamic Jacobian (relevant in intermediate periods) % - i_cols_1 [double] indices of contemporaneous and forward looking variables in % M.lead_lag_incidence in dynamic Jacobian (relevant in first period) -% - dynamicmodel [handle] function handle to the dynamic routine +% - dynamicmodel [handle] function handle to _dynamic-file % Copyright (C) 2015-2017 Dynare Team % diff --git a/matlab/perfect-foresight-models/sim1.m b/matlab/perfect-foresight-models/sim1.m index 243f076fc8..f43d6df0d0 100644 --- a/matlab/perfect-foresight-models/sim1.m +++ b/matlab/perfect-foresight-models/sim1.m @@ -330,4 +330,4 @@ if any(~isreal(dyy)) disp('Last iteration provided complex number for the following variables:') fprintf('%s, ', endo_names{:}), fprintf('\n'), -end \ No newline at end of file +end diff --git a/matlab/rotated_slice_sampler.m b/matlab/rotated_slice_sampler.m index 79f4b267fb..6dbfded0f4 100644 --- a/matlab/rotated_slice_sampler.m +++ b/matlab/rotated_slice_sampler.m @@ -180,4 +180,4 @@ end % fxsim=[]; % end % end -end \ No newline at end of file +end diff --git a/matlab/score.m b/matlab/score.m index 89d4b512b9..06c01cc0d7 100644 --- a/matlab/score.m +++ b/matlab/score.m @@ -120,4 +120,4 @@ for ii = 1:k DP1(:,:,ii) = DT(:,:,ii)*tmp*T' + T*Dtmp*T' + T*tmp*DT(:,:,ii)' + DOm(:,:,ii); end -% end of computeDKalman \ No newline at end of file +% end of computeDKalman diff --git a/matlab/slice_sampler.m b/matlab/slice_sampler.m index 84ee4a6ded..8aa18fb1d4 100644 --- a/matlab/slice_sampler.m +++ b/matlab/slice_sampler.m @@ -66,7 +66,7 @@ for it=1:npar % ------------------------------------------------------- - % 1. DRAW Z = ln[f(X0)] - EXP(1) where EXP(1)=-ln(U(0,1)) + % 1. DRAW Z = ln[f(X0)] - EXP(1) where EXP(1)=-ln(U(0,1)) % THIS DEFINES THE SLICE S={x: z < ln(f(x))} % ------------------------------------------------------- fxold = -feval(objective_function,theta,varargin{:}); diff --git a/matlab/utilities/dataset/quarterly2annual.m b/matlab/utilities/dataset/quarterly2annual.m index f5d8bd7c8f..13c6bafd94 100644 --- a/matlab/utilities/dataset/quarterly2annual.m +++ b/matlab/utilities/dataset/quarterly2annual.m @@ -146,4 +146,4 @@ if islog ya=log(ya+yass); yass=log(yass); ya=ya-yass; -end \ No newline at end of file +end diff --git a/mex/sources/bytecode/testing/bytecode_debug.m b/mex/sources/bytecode/testing/bytecode_debug.m index e13535841b..7f2e8f9e59 100644 --- a/mex/sources/bytecode/testing/bytecode_debug.m +++ b/mex/sources/bytecode/testing/bytecode_debug.m @@ -4,18 +4,18 @@ fid = fopen([M_.fname '_options.txt'],'wt'); nfields = fieldnames(options_); fprintf(fid, '%d %d %d\n',size(nfields,1), size(options_,1), size(options_,2)); for i=1:size(nfields, 1) - disp(nfields(i)); - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - if iscell(AA) - AA = cell2mat(AA); - end; - fprintf(fid, '%s\n', AA); - Z = getfield(options_, AA); - print_object(fid, Z); + disp(nfields(i)); + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + if iscell(AA) + AA = cell2mat(AA); + end; + fprintf(fid, '%s\n', AA); + Z = getfield(options_, AA); + print_object(fid, Z); end; fclose(fid); @@ -23,14 +23,14 @@ fid = fopen([M_.fname '_M.txt'],'wt'); nfields = fields(M_); fprintf(fid, '%d %d %d\n',size(nfields,1), size(M_,1), size(M_,2)); for i=1:size(nfields, 1) - disp(nfields(i)); - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - fprintf(fid, '%s\n', AA); - print_object(fid, getfield(M_, AA)); + disp(nfields(i)); + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + fprintf(fid, '%s\n', AA); + print_object(fid, getfield(M_, AA)); end; fclose(fid); @@ -39,65 +39,65 @@ fid = fopen([M_.fname '_oo.txt'],'wt'); nfields = fields(oo_); fprintf(fid, '%d %d %d\n',size(nfields,1), size(oo_,1), size(oo_,2)); for i=1:size(nfields, 1) - disp(nfields(i)); - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - if iscell(AA) - AA = cell2mat(AA); - end; - fprintf(fid, '%s\n', AA); - print_object(fid, getfield(oo_, AA)); + disp(nfields(i)); + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + if iscell(AA) + AA = cell2mat(AA); + end; + fprintf(fid, '%s\n', AA); + print_object(fid, getfield(oo_, AA)); end; fclose(fid); function print_object(fid, object_arg) -if iscell(object_arg) - object = cell2mat(object_arg); -else - object = object_arg; -end; -if isa(object,'float') == 1 - fprintf(fid, '%d ', 0); - fprintf(fid, '%d %d\n',size(object,1), size(object,2)); - fprintf(fid, '%f\n', object); - %for i=1:size(object, 2) - %for j=1:size(object, 1) - %fprintf(fid, '%f\n', object(i,j)); - %end; - %end; -elseif isa(object,'char') == 1 - fprintf(fid, '%d ', 3); - fprintf(fid, '%d %d\n',size(object,1), size(object,2)); - %object - for i=1:size(object, 1) - %for i=1:size(object, 2) - fprintf(fid, '%s ', object(i,:)); - %end; - %fprintf(fid, '\n'); - end; - fprintf(fid, '\n'); -elseif isa(object,'struct') == 1 - fprintf(fid, '%d ', 5); - nfields = fields(object); - fprintf(fid, '%d %d %d\n',size(nfields,1), size(object,1), size(object,2)); - for j=1:size(object, 1) * size(object, 2) - nfields = fields(object(j)); - for i=1:size(nfields, 1) - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - fprintf(fid, '%s\n', AA); - print_object(fid, getfield(object, AA)); - end; - end; -else - disp(['type ' object 'note handle']); -end; + if iscell(object_arg) + object = cell2mat(object_arg); + else + object = object_arg; + end; + if isa(object,'float') == 1 + fprintf(fid, '%d ', 0); + fprintf(fid, '%d %d\n',size(object,1), size(object,2)); + fprintf(fid, '%f\n', object); + %for i=1:size(object, 2) + %for j=1:size(object, 1) + %fprintf(fid, '%f\n', object(i,j)); + %end; + %end; + elseif isa(object,'char') == 1 + fprintf(fid, '%d ', 3); + fprintf(fid, '%d %d\n',size(object,1), size(object,2)); + %object + for i=1:size(object, 1) + %for i=1:size(object, 2) + fprintf(fid, '%s ', object(i,:)); + %end; + %fprintf(fid, '\n'); + end; + fprintf(fid, '\n'); + elseif isa(object,'struct') == 1 + fprintf(fid, '%d ', 5); + nfields = fields(object); + fprintf(fid, '%d %d %d\n',size(nfields,1), size(object,1), size(object,2)); + for j=1:size(object, 1) * size(object, 2) + nfields = fields(object(j)); + for i=1:size(nfields, 1) + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + fprintf(fid, '%s\n', AA); + print_object(fid, getfield(object, AA)); + end; + end; + else + disp(['type ' object 'note handle']); + end; diff --git a/mex/sources/bytecode/testing/simulate_debug.m b/mex/sources/bytecode/testing/simulate_debug.m index 4c3e818f14..9384eb7fe9 100644 --- a/mex/sources/bytecode/testing/simulate_debug.m +++ b/mex/sources/bytecode/testing/simulate_debug.m @@ -2,7 +2,7 @@ function simulate_debug(steady_state) global M_ oo_ options_; fid = fopen([M_.fname '_options.txt'],'wt'); if steady_state~=1 - fprintf(fid,'%d\n',options_.periods); + fprintf(fid,'%d\n',options_.periods); end; fprintf(fid,'%d\n',options_.simul.maxit); fprintf(fid,'%6.20f\n',options_.slowc); @@ -17,11 +17,11 @@ fprintf(fid,'%d\n',M_.maximum_lead); fprintf(fid,'%d\n',M_.maximum_endo_lag); fprintf(fid,'%d\n',M_.param_nbr); if steady_state==1 - fprintf(fid,'%d\n',size(oo_.exo_steady_state, 1)); - fprintf(fid,'%d\n',size(oo_.exo_steady_state, 2)); + fprintf(fid,'%d\n',size(oo_.exo_steady_state, 1)); + fprintf(fid,'%d\n',size(oo_.exo_steady_state, 2)); else - fprintf(fid,'%d\n',size(oo_.exo_simul, 1)); - fprintf(fid,'%d\n',size(oo_.exo_simul, 2)); + fprintf(fid,'%d\n',size(oo_.exo_simul, 1)); + fprintf(fid,'%d\n',size(oo_.exo_simul, 2)); end; fprintf(fid,'%d\n',M_.endo_nbr); if steady_state==1 @@ -41,11 +41,11 @@ fprintf(fid,'%6.20f\n',M_.params); fclose(fid); fid = fopen([M_.fname '_oo.txt'],'wt'); if steady_state==1 - fprintf(fid,'%6.20f\n',oo_.steady_state); - fprintf(fid,'%6.20f\n',oo_.exo_steady_state); + fprintf(fid,'%6.20f\n',oo_.steady_state); + fprintf(fid,'%6.20f\n',oo_.exo_steady_state); else - fprintf(fid,'%6.20f\n',oo_.endo_simul); - fprintf(fid,'%6.20f\n',oo_.exo_simul); + fprintf(fid,'%6.20f\n',oo_.endo_simul); + fprintf(fid,'%6.20f\n',oo_.exo_simul); end; fprintf(fid,'%6.20f\n',oo_.steady_state); fprintf(fid,'%6.20f\n',oo_.exo_steady_state); diff --git a/mex/sources/k_order_perturbation/tests/first_order.m b/mex/sources/k_order_perturbation/tests/first_order.m index a282ae3c3b..f46631c220 100644 --- a/mex/sources/k_order_perturbation/tests/first_order.m +++ b/mex/sources/k_order_perturbation/tests/first_order.m @@ -51,20 +51,20 @@ off=off+ nu; n= ypart.ny+ypart.nboth; %TwoDMatrix matD=zeros(n,n); -% matD.place(fypzero,0,0); +% matD.place(fypzero,0,0); matD(1:n-ypart.nboth,1:ypart.npred)= fypzero; -% matD.place(fybzero,0,ypart.npred); +% matD.place(fybzero,0,ypart.npred); matD(1:n-ypart.nboth,ypart.npred+1:ypart.npred+ypart.nboth)=fybzero; -% matD.place(fyplus,0,ypart.nys()+ypart.nstat); +% matD.place(fyplus,0,ypart.nys()+ypart.nstat); matD(1:n-ypart.nboth,ypart.nys+ypart.nstat+1:ypart.nys+ypart.nstat+ypart.nyss)=fyplus; for i=1:ypart.nboth matD(ypart.ny()+i,ypart.npred+i)= 1.0; end matE=[fymins, fyszero, zeros(n-ypart.nboth,ypart.nboth), fyfzero; zeros(ypart.nboth,n)]; -% matE.place(fymins; -% matE.place(fyszero,0,ypart.nys()); -% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth); +% matE.place(fymins; +% matE.place(fyszero,0,ypart.nys()); +% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth); for i= 1:ypart.nboth matE(ypart.ny()+i,ypart.nys()+ypart.nstat+i)= -1.0; @@ -72,39 +72,39 @@ end matE=-matE; %matE.mult(-1.0); % vsl=zeros(n,n); -% vsr=zeros(n,n); -% lwork= 100*n+16; -% work=zeros(1,lwork); -% bwork=zeros(1,n); +% vsr=zeros(n,n); +% lwork= 100*n+16; +% work=zeros(1,lwork); +% bwork=zeros(1,n); %int info; -% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n, -% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(), -% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n, -% work.base(),&lwork,&(bwork[0]),&info); +% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n, +% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(), +% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n, +% work.base(),&lwork,&(bwork[0]),&info); [matE1,matD1,vsr,sdim,dr.eigval,info] = mjdgges(matE,matD,1); bk_cond= (sdim==ypart.nys); -% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys()); +% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys()); z11=vsr(1:ypart.nys,1:ypart.nys); -% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys()); +% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys()); z12=vsr(1:ypart.nys(),ypart.nys+1:end);%, n-ypart.nys); - % ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys()); + % ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys()); z21=vsr(ypart.nys+1:end,1:ypart.nys); -% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys()); +% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys()); z22=vsr(ypart.nys+1:end,ypart.nys+1:end); -% GeneralMatrix sfder(z12,"transpose"); +% GeneralMatrix sfder(z12,"transpose"); sfder=z12';%,"transpose"); - % z22.multInvLeftTrans(sfder); + % z22.multInvLeftTrans(sfder); sfder=z22'\sfder; sfder=-sfder;% .mult(-1); %s11(matE,0,0,ypart.nys(),ypart.nys()); s11=matE1(1:ypart.nys,1:ypart.nys); -% t11=(matD1,0,0,ypart.nys(),ypart.nys()); +% t11=(matD1,0,0,ypart.nys(),ypart.nys()); t11=matD1(1:ypart.nys,1:ypart.nys); dumm=(s11');%,"transpose"); %z11.multInvLeftTrans(dumm); @@ -115,15 +115,15 @@ preder=t11\preder; %preder.multLeft(z11); preder= z11*preder; -% gy.place(preder,ypart.nstat,0); -% gy=(zeros(ypart.nstat,size(preder,2)) ;preder); -% sder(sfder,0,0,ypart.nstat,ypart.nys()); +% gy.place(preder,ypart.nstat,0); +% gy=(zeros(ypart.nstat,size(preder,2)) ;preder); +% sder(sfder,0,0,ypart.nstat,ypart.nys()); sder=sfder(1:ypart.nstat,1:ypart.nys); -% gy.place(sder,0,0); -% gy(1:ypart.nstat, 1:ypart.nys)=sder; +% gy.place(sder,0,0); +% gy(1:ypart.nstat, 1:ypart.nys)=sder; % gy=[sder;preder]; -% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys()); +% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys()); fder=sfder(ypart.nstat+ypart.nboth+1:ypart.nstat+ypart.nboth+ypart.nforw,1:ypart.nys); -% gy.place(fder,ypart.nstat+ypart.nys(),0); -% gy(ypart.nstat+ypart.nys,1)=fder; +% gy.place(fder,ypart.nstat+ypart.nys(),0); +% gy(ypart.nstat+ypart.nys,1)=fder; gy=[sder;preder;fder]; diff --git a/tests/AIM/data_ca1.m b/tests/AIM/data_ca1.m index ca003056bd..c28fae1a28 100644 --- a/tests/AIM/data_ca1.m +++ b/tests/AIM/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... - 1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... - 1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... - 1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... - 1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... - 0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... - 1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... - 1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... - 0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... - 1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ... - 1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ... - -0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ... - 0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ... - 0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... - -0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... - 2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... - 1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... - 1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... - 1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ... - 1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ... - 1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ... - 0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ... - 0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ... - 1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ... - 0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ... - 0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ... - 0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ... - 0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ... - -0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ... - -0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ... - -0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ... - -1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ... - 0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ... - 0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ... - 0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ... - -0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ... - 0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ... - 0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ... - 0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ... - 0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ... - 0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ... - 0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ... - 0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... - 1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... - 1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... - 1.39783858087 2.22623066426 7 -0.80842319214 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+0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/AIM/fsdat.m b/tests/AIM/fsdat.m index ef1279c0b3..aba209b908 100644 --- a/tests/AIM/fsdat.m +++ b/tests/AIM/fsdat.m @@ -1,198 +1,198 @@ data_q = [ - 18.02 1474.5 150.2 - 17.94 1538.2 150.9 - 18.01 1584.5 151.4 - 18.42 1644.1 152 - 18.73 1678.6 152.7 - 19.46 1693.1 153.3 - 19.55 1724 153.9 - 19.56 1758.2 154.7 - 19.79 1760.6 155.4 - 19.77 1779.2 156 - 19.82 1778.8 156.6 - 20.03 1790.9 157.3 - 20.12 1846 158 - 20.1 1882.6 158.6 - 20.14 1897.3 159.2 - 20.22 1887.4 160 - 20.27 1858.2 160.7 - 20.34 1849.9 161.4 - 20.39 1848.5 162 - 20.42 1868.9 162.8 - 20.47 1905.6 163.6 - 20.56 1959.6 164.3 - 20.62 1994.4 164.9 - 20.78 2020.1 165.7 - 21 2030.5 166.5 - 21.2 2023.6 167.2 - 21.33 2037.7 167.9 - 21.62 2033.4 168.7 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0.91060772 - 0.92132842 - 0.91934854 - 0.92268418 - 0.92545127 - 0.91517169 - 0.90513459 - 0.90224212 - 0.87734878 - 0.88013667 - 0.86906494 - 0.84776403 - 0.83895869 - 0.81373437 - 0.78998314 - 0.77594176 - 0.77982695 - 0.77098321 - 0.76538611 - 0.76608075 - 0.77458654 - 0.78354767 - 0.81282389 - 0.83627649 - 0.82873051 - 0.83181309 - 0.83149903 - 0.83551261 - 0.83305985 - 0.84648418 - 0.86195421 - 0.88047436 - 0.90177533 - 0.93232215 - 0.94445051 - 0.9472487 - 0.94786015 - 0.95992178 - 0.95499149 - 0.95788581 - 0.9684288 - 0.97731917 - 0.98739379 - 1.0033879 - 1.0159673 - 1.0269931 - 1.0436661 - 1.0492034 - 1.0765292 - 1.0784865 - 1.0971624 - 1.1171737 - 1.1193675 - 1.1526119 - 1.1550265 - 1.1585277 - 1.1560166 - 1.1671172 - 1.1706294 - 1.1805791 - 1.1786896 - 1.1756876 - 1.1820789 - 1.171211 - 1.1637997 - 1.1636684 - 1.179719 - 1.1912538 - 1.2187959 - 1.2326986 - 1.2418602 - 1.2388704 - 1.2449963 - 1.2538678 - 1.2508929 - 1.2474781 - 1.255148 - 1.274482 - 1.2862757 - 1.2813665 - 1.2888943 - 1.2787436 - 1.2678886 - 1.274325 - 1.2720952 - 1.263492 - 1.2652139 - 1.2667561 - 1.264558 - 1.2680362 - 1.2660431 - 1.2909605 - 1.2927921 - 1.288932 - 1.2910852 - 1.3012725 - 1.3048721 - 1.3196515 - 1.3181903 - 1.321309 - 1.3431543 - 1.344136 - 1.3730377 - 1.3773695 - 1.3754742 - 1.3825964 - 1.3985574 - 1.3861412 - 1.3767823 - 1.3764309 - 1.3678747 - 1.3718554 - 1.3768022 - 1.3617199 - 1.3798267 - 1.3863533 - 1.3905803 - 1.4061004 - 1.4202788 - 1.4313191 - 1.4406155 - 1.4444837 - 1.4367244 - 1.4379653 - 1.4371881 - 1.4243012 - 1.41826 - 1.4133617 - 1.40181 - 1.3965683 - 1.3865729 - 1.3855433 - 1.3755111 - 1.3758609 - 1.3962625 - 1.3994012 - 1.4083656 - 1.4233002 - 1.4037932 - 1.3973604 - 1.4095657 - 1.4095764 - 1.4080055 - 1.4095882 - 1.4108374 - 1.4164143 - 1.4283402 - 1.4343939 - 1.4392909 - 1.4406097 - 1.4468355 - 1.4412132 - 1.4305562 - 1.4252445 - 1.4103094 - 1.4059847 - 1.4141106 - 1.4429769 - 1.4489679 - 1.4559263 - 1.4593079 - 1.4627911 - 1.453154 - 1.4416665 - 1.4101485 - 1.4175823 - 1.4266407 + 1 + 0.99948573 + 1.0068249 + 1.0141211 + 1.0073149 + 0.99884398 + 1.0237035 + 1.0349636 + 1.036819 + 1.0247366 + 1.0242391 + 1.0275737 + 1.0065684 + 0.99838346 + 0.97281734 + 0.95346302 + 0.9355791 + 0.9461152 + 0.94338882 + 0.92988921 + 0.9311862 + 0.93529467 + 0.93784681 + 0.91501401 + 0.92360522 + 0.91049302 + 0.90754698 + 0.91365103 + 0.91499228 + 0.92260749 + 0.92533824 + 0.90949431 + 0.91106924 + 0.90594116 + 0.90491334 + 0.9039891 + 0.91060772 + 0.92132842 + 0.91934854 + 0.92268418 + 0.92545127 + 0.91517169 + 0.90513459 + 0.90224212 + 0.87734878 + 0.88013667 + 0.86906494 + 0.84776403 + 0.83895869 + 0.81373437 + 0.78998314 + 0.77594176 + 0.77982695 + 0.77098321 + 0.76538611 + 0.76608075 + 0.77458654 + 0.78354767 + 0.81282389 + 0.83627649 + 0.82873051 + 0.83181309 + 0.83149903 + 0.83551261 + 0.83305985 + 0.84648418 + 0.86195421 + 0.88047436 + 0.90177533 + 0.93232215 + 0.94445051 + 0.9472487 + 0.94786015 + 0.95992178 + 0.95499149 + 0.95788581 + 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1.4371881 + 1.4243012 + 1.41826 + 1.4133617 + 1.40181 + 1.3965683 + 1.3865729 + 1.3855433 + 1.3755111 + 1.3758609 + 1.3962625 + 1.3994012 + 1.4083656 + 1.4233002 + 1.4037932 + 1.3973604 + 1.4095657 + 1.4095764 + 1.4080055 + 1.4095882 + 1.4108374 + 1.4164143 + 1.4283402 + 1.4343939 + 1.4392909 + 1.4406097 + 1.4468355 + 1.4412132 + 1.4305562 + 1.4252445 + 1.4103094 + 1.4059847 + 1.4141106 + 1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/block_bytecode/run_ls2003.m b/tests/block_bytecode/run_ls2003.m index d59d64cd2e..892f842290 100644 --- a/tests/block_bytecode/run_ls2003.m +++ b/tests/block_bytecode/run_ls2003.m @@ -20,12 +20,12 @@ function run_ls2003(block, bytecode, solve_algo, stack_solve_algo) disp(['TEST: ls2003 (block=' num2str(block) ', bytecode=' ... num2str(bytecode) ', solve_algo=' num2str(solve_algo) ... ', stack_solve_algo=' num2str(stack_solve_algo) ')...']); -fid = fopen('ls2003_tmp.mod', 'w'); -assert(fid > 0); -fprintf(fid, ['@#define block = %d\n@#define bytecode = %d\n' ... - '@#define solve_algo = %d\n@#define stack_solve_algo = %d\n' ... - '@#include \"ls2003.mod\"\n'], block, bytecode, ... - solve_algo, stack_solve_algo); -fclose(fid); -dynare('ls2003_tmp.mod','console') + fid = fopen('ls2003_tmp.mod', 'w'); + assert(fid > 0); + fprintf(fid, ['@#define block = %d\n@#define bytecode = %d\n' ... + '@#define solve_algo = %d\n@#define stack_solve_algo = %d\n' ... + '@#include \"ls2003.mod\"\n'], block, bytecode, ... + solve_algo, stack_solve_algo); + fclose(fid); + dynare('ls2003_tmp.mod','console') end diff --git a/tests/bvar_a_la_sims/bvar_sample.m b/tests/bvar_a_la_sims/bvar_sample.m index 3dd002e3b8..8093afe18f 100644 --- a/tests/bvar_a_la_sims/bvar_sample.m +++ b/tests/bvar_a_la_sims/bvar_sample.m @@ -1,1006 +1,1006 @@ bvar_data = [ - 0.00000000000, 0.00000000000; - -0.00485199480, -0.00034195121; - -0.00369702440, -0.01212953600; - 0.01577573000, -0.00131845390; - -0.01132415000, -0.00364839770; - 0.01158109800, -0.00262917340; - -0.00385969150, -0.00374515890; - -0.00605244640, 0.00760215990; - -0.00027881367, -0.01014485600; - 0.00328156560, -0.00358791610; - -0.01152432500, -0.00064990774; - -0.00417541420, -0.02726543200; - 0.01165937200, -0.01565713900; - 0.00327415420, -0.01403374100; - -0.00262015080, -0.01667459700; - -0.01146453600, -0.01088215300; - 0.00521521470, -0.02177149300; - 0.00767451980, -0.01671285200; - 0.01259883800, 0.00306304710; - -0.01790411600, -0.01240549400; - 0.00451096210, 0.00713706070; - 0.02171339100, -0.00405944740; - -0.00984485920, -0.00280935440; - 0.00303833090, -0.00658279110; - 0.00496516950, -0.00329239970; - 0.01425115100, -0.01417161800; - -0.00848068480, -0.01036798700; - 0.01384593500, 0.00307931740; - -0.00911261030, -0.00409005360; - 0.00104231040, -0.00503950650; - -0.01669998300, -0.00919063320; - 0.02192734300, -0.00900963420; - 0.00895830410, 0.00889444930; - -0.00078210473, 0.00303194750; - -0.00369206110, 0.00307427120; - 0.01569838000, -0.00494547550; - -0.00518999260, -0.02284842300; - 0.01668021700, -0.02845341900; - -0.02568046200, -0.03263100900; - 0.00662056690, -0.00759856640; - -0.00051553622, -0.00266545800; - 0.00588163920, 0.00553735730; - 0.00496782960, -0.00439611810; - -0.00917153500, -0.02059437900; - 0.01824072100, -0.01633834000; - 0.01007005900, -0.02248933700; - -0.00560011310, -0.02417716500; - -0.00769812730, -0.00017818698; - 0.00133784330, -0.00149211110; - -0.01435760300, 0.00692602660; - 0.00404759460, -0.01017014800; - -0.00663831950, -0.00315748290; - -0.00085548858, -0.02827386400; - 0.00421366420, -0.02999430500; - 0.00228340080, 0.00351766350; - 0.00067972662, 0.00394969830; - 0.00010249414, -0.00227112120; - 0.01352092200, 0.00054581385; - -0.01119695100, 0.01346546700; - 0.03037738600, 0.01926781500; - -0.00648092580, 0.03341492100; - 0.00742909040, 0.03054532700; - 0.00348382550, 0.01877144600; - 0.00246629280, 0.00970566090; - 0.01095858000, 0.01093582600; - -0.01513041900, 0.02512391700; - 0.00903471840, 0.03498919400; - -0.00618408790, 0.02227141800; - 0.01096205900, -0.00920153520; - 0.00262835580, -0.00765528570; - 0.01114218200, 0.00619863290; - -0.00919430790, 0.01755913200; - 0.01006375400, 0.01441648800; - -0.01990465700, 0.00916741770; - 0.00855497720, -0.00323036000; - -0.01369815600, 0.00361482240; - -0.00712474120, 0.01056456100; - -0.01264778000, 0.00232601930; - -0.01423405400, -0.00320915910; - -0.00016743283, 0.00840220560; - 0.00285416310, 0.01212758900; - -0.00345522980, -0.01240091400; - -0.01061054000, -0.00392867620; - -0.01603832900, 0.00257474180; - 0.00324895860, 0.01867151600; - -0.00291754020, 0.01065674500; - 0.02361004800, 0.01609781500; - -0.00318450010, 0.00712827010; - 0.02139297300, 0.01445064800; - 0.01460282300, -0.00449260470; - 0.00647488450, 0.02045964500; - 0.00854365700, -0.00148195210; - -0.02251529400, -0.00256425170; - 0.00222816500, -0.01526768300; - 0.02185776000, -0.00714712190; - -0.00455624340, -0.00160773030; - -0.01246960000, 0.00150635870; - 0.00924045130, -0.00910181770; - 0.00343446870, 0.01052361000; - 0.01349456500, -0.01018272900; - -0.00740446960, -0.00215583630; - 0.00813427010, 0.00314027880; - -0.00739251150, -0.01104516400; - -0.00135688900, -0.00758587260; - 0.01004834800, 0.00714729720; - 0.00071365274, 0.00981284720; - 0.00354068790, -0.01254811000; - -0.02248783700, 0.00397571800; - -0.00865090470, 0.00869799720; - 0.00755320970, -0.00274643140; - 0.00718197010, -0.01057977500; - -0.00890055570, -0.01187215200; - -0.00221861280, -0.00737277380; - -0.00176862730, -0.00544962520; - -0.01488865900, -0.00755715830; - -0.01003201200, -0.01536865400; - -0.00885387310, 0.00157814460; - -0.01057416100, -0.00872661580; - 0.00529372600, -0.02309533000; - -0.00129770280, 0.00439926800; - -0.00471011830, 0.00686916260; - 0.00221095220, 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1.0167109 + 1.0354878 + 1.0544782 + 1.0463762 + 1.0624445 + 1.0705737 + 1.0679484 + 1.0546356 + 1.0620691 + 1.0806955 + 1.0793581 + 1.1121124 + 1.0971458 + 1.1034869 + 1.1181859 + 1.1006634 + 1.1250883 + 1.1362214 + 1.1423343 + 1.1036061 + 1.1089288 + 1.1067125 + 1.0940906 + 1.0942197 + 1.0862174 + 1.06525 + 1.0511907 + 1.0598182 + 1.0513331 + 1.0212391 + 1.0057433 + 1.002663 + 0.97623167 + 0.97253165 + 0.97037865 + 0.97178055 + 0.95011397 + 0.95627969 + 0.96197747 + 0.97096053 + 0.98225794 + 1.0103595 + 1.0007597 + 1.003498 + 0.99246608 + 0.99656347 + 0.98804749 + 0.99122491 + 0.99522926 + 0.98731605 + 1.0145434 + 0.99330816 + 0.99759216 + 0.96814048 + 0.95296183 + 0.96362471 + 0.95925977 + 0.97682205 + 0.96993138 + 0.9743074 + 0.96821818 + 0.97413308 + 0.9741753 + 0.98237142 + 1.0054193 + 0.98044807 + 0.9716773 + 0.9730455 + 0.98405828 + 0.99220103 + 0.98444001 + 0.97919493 + 0.97205233 + 0.96728223 + 0.98529893 + 0.98452324 + 0.98299888 + 0.99145042 + 1.000933 + 0.99636447 + 0.98660883 + 0.98273271 + 0.98305518 + 0.98725774 + 0.99577549 + 1.002037 + 1.0060879 + 1.016075 + 1.0184118 + 1.0205711 + 1.0096961 + 1.0281337 + 1.0122963 + 1.0083497 + 0.99411874 + 0.976799 + 0.97146842 + 0.97464304 + 0.95587292 + 0.94779791 + 0.93266339 + 0.92720128 + 0.94105864 + 0.93277798 + 0.93393927 + 0.91216657 + 0.92045028 + 0.9099 + 0.90792098 + 0.90669634 + 0.91268867 + 0.91696661 + 0.91164685 + 0.91311495 + 0.92197825 + 0.92461222 + 0.94930422 + 0.9488119 + 0.95232353 + 0.97275278 + 0.96734995 + 0.95356817 + 0.96075548 + 0.96936594 + 0.97489002 + 0.97933106 + 0.96499412 + 0.96157973 + 0.97156334 + 0.95983765 + 0.93655215 + 0.95207909 + 0.96912862 + 0.97938462 + 0.95701655 + 0.94891457 + 0.95606317 + 0.95351125 + 0.95641767 + 0.94315807 + 0.94639265 + 0.96503697 + 0.95601693 + 0.93087851 + 0.92980141 + 0.92266844 + 0.92925206 + 0.93743628 + 0.92900826 + 0.9049711 + 0.90213859 + 0.91342916 + 0.91384707 + 0.91456681 + 0.91316822 + 0.92671976 + 0.92058549 + 0.92936541 + 0.93228212 + 0.91010921 + 0.89349322 + 0.90336005 + 0.90997873 + 0.91856328 + 0.91668007 + 0.92838606 + 0.932016 + 0.94545438 + 0.94070026 + 0.93172987 - ]; +]; P_obs =[ - 1 - 0.99948573 - 1.0068249 - 1.0141211 - 1.0073149 - 0.99884398 - 1.0237035 - 1.0349636 - 1.036819 - 1.0247366 - 1.0242391 - 1.0275737 - 1.0065684 - 0.99838346 - 0.97281734 - 0.95346302 - 0.9355791 - 0.9461152 - 0.94338882 - 0.92988921 - 0.9311862 - 0.93529467 - 0.93784681 - 0.91501401 - 0.92360522 - 0.91049302 - 0.90754698 - 0.91365103 - 0.91499228 - 0.92260749 - 0.92533824 - 0.90949431 - 0.91106924 - 0.90594116 - 0.90491334 - 0.9039891 - 0.91060772 - 0.92132842 - 0.91934854 - 0.92268418 - 0.92545127 - 0.91517169 - 0.90513459 - 0.90224212 - 0.87734878 - 0.88013667 - 0.86906494 - 0.84776403 - 0.83895869 - 0.81373437 - 0.78998314 - 0.77594176 - 0.77982695 - 0.77098321 - 0.76538611 - 0.76608075 - 0.77458654 - 0.78354767 - 0.81282389 - 0.83627649 - 0.82873051 - 0.83181309 - 0.83149903 - 0.83551261 - 0.83305985 - 0.84648418 - 0.86195421 - 0.88047436 - 0.90177533 - 0.93232215 - 0.94445051 - 0.9472487 - 0.94786015 - 0.95992178 - 0.95499149 - 0.95788581 - 0.9684288 - 0.97731917 - 0.98739379 - 1.0033879 - 1.0159673 - 1.0269931 - 1.0436661 - 1.0492034 - 1.0765292 - 1.0784865 - 1.0971624 - 1.1171737 - 1.1193675 - 1.1526119 - 1.1550265 - 1.1585277 - 1.1560166 - 1.1671172 - 1.1706294 - 1.1805791 - 1.1786896 - 1.1756876 - 1.1820789 - 1.171211 - 1.1637997 - 1.1636684 - 1.179719 - 1.1912538 - 1.2187959 - 1.2326986 - 1.2418602 - 1.2388704 - 1.2449963 - 1.2538678 - 1.2508929 - 1.2474781 - 1.255148 - 1.274482 - 1.2862757 - 1.2813665 - 1.2888943 - 1.2787436 - 1.2678886 - 1.274325 - 1.2720952 - 1.263492 - 1.2652139 - 1.2667561 - 1.264558 - 1.2680362 - 1.2660431 - 1.2909605 - 1.2927921 - 1.288932 - 1.2910852 - 1.3012725 - 1.3048721 - 1.3196515 - 1.3181903 - 1.321309 - 1.3431543 - 1.344136 - 1.3730377 - 1.3773695 - 1.3754742 - 1.3825964 - 1.3985574 - 1.3861412 - 1.3767823 - 1.3764309 - 1.3678747 - 1.3718554 - 1.3768022 - 1.3617199 - 1.3798267 - 1.3863533 - 1.3905803 - 1.4061004 - 1.4202788 - 1.4313191 - 1.4406155 - 1.4444837 - 1.4367244 - 1.4379653 - 1.4371881 - 1.4243012 - 1.41826 - 1.4133617 - 1.40181 - 1.3965683 - 1.3865729 - 1.3855433 - 1.3755111 - 1.3758609 - 1.3962625 - 1.3994012 - 1.4083656 - 1.4233002 - 1.4037932 - 1.3973604 - 1.4095657 - 1.4095764 - 1.4080055 - 1.4095882 - 1.4108374 - 1.4164143 - 1.4283402 - 1.4343939 - 1.4392909 - 1.4406097 - 1.4468355 - 1.4412132 - 1.4305562 - 1.4252445 - 1.4103094 - 1.4059847 - 1.4141106 - 1.4429769 - 1.4489679 - 1.4559263 - 1.4593079 - 1.4627911 - 1.453154 - 1.4416665 - 1.4101485 - 1.4175823 - 1.4266407 + 1 + 0.99948573 + 1.0068249 + 1.0141211 + 1.0073149 + 0.99884398 + 1.0237035 + 1.0349636 + 1.036819 + 1.0247366 + 1.0242391 + 1.0275737 + 1.0065684 + 0.99838346 + 0.97281734 + 0.95346302 + 0.9355791 + 0.9461152 + 0.94338882 + 0.92988921 + 0.9311862 + 0.93529467 + 0.93784681 + 0.91501401 + 0.92360522 + 0.91049302 + 0.90754698 + 0.91365103 + 0.91499228 + 0.92260749 + 0.92533824 + 0.90949431 + 0.91106924 + 0.90594116 + 0.90491334 + 0.9039891 + 0.91060772 + 0.92132842 + 0.91934854 + 0.92268418 + 0.92545127 + 0.91517169 + 0.90513459 + 0.90224212 + 0.87734878 + 0.88013667 + 0.86906494 + 0.84776403 + 0.83895869 + 0.81373437 + 0.78998314 + 0.77594176 + 0.77982695 + 0.77098321 + 0.76538611 + 0.76608075 + 0.77458654 + 0.78354767 + 0.81282389 + 0.83627649 + 0.82873051 + 0.83181309 + 0.83149903 + 0.83551261 + 0.83305985 + 0.84648418 + 0.86195421 + 0.88047436 + 0.90177533 + 0.93232215 + 0.94445051 + 0.9472487 + 0.94786015 + 0.95992178 + 0.95499149 + 0.95788581 + 0.9684288 + 0.97731917 + 0.98739379 + 1.0033879 + 1.0159673 + 1.0269931 + 1.0436661 + 1.0492034 + 1.0765292 + 1.0784865 + 1.0971624 + 1.1171737 + 1.1193675 + 1.1526119 + 1.1550265 + 1.1585277 + 1.1560166 + 1.1671172 + 1.1706294 + 1.1805791 + 1.1786896 + 1.1756876 + 1.1820789 + 1.171211 + 1.1637997 + 1.1636684 + 1.179719 + 1.1912538 + 1.2187959 + 1.2326986 + 1.2418602 + 1.2388704 + 1.2449963 + 1.2538678 + 1.2508929 + 1.2474781 + 1.255148 + 1.274482 + 1.2862757 + 1.2813665 + 1.2888943 + 1.2787436 + 1.2678886 + 1.274325 + 1.2720952 + 1.263492 + 1.2652139 + 1.2667561 + 1.264558 + 1.2680362 + 1.2660431 + 1.2909605 + 1.2927921 + 1.288932 + 1.2910852 + 1.3012725 + 1.3048721 + 1.3196515 + 1.3181903 + 1.321309 + 1.3431543 + 1.344136 + 1.3730377 + 1.3773695 + 1.3754742 + 1.3825964 + 1.3985574 + 1.3861412 + 1.3767823 + 1.3764309 + 1.3678747 + 1.3718554 + 1.3768022 + 1.3617199 + 1.3798267 + 1.3863533 + 1.3905803 + 1.4061004 + 1.4202788 + 1.4313191 + 1.4406155 + 1.4444837 + 1.4367244 + 1.4379653 + 1.4371881 + 1.4243012 + 1.41826 + 1.4133617 + 1.40181 + 1.3965683 + 1.3865729 + 1.3855433 + 1.3755111 + 1.3758609 + 1.3962625 + 1.3994012 + 1.4083656 + 1.4233002 + 1.4037932 + 1.3973604 + 1.4095657 + 1.4095764 + 1.4080055 + 1.4095882 + 1.4108374 + 1.4164143 + 1.4283402 + 1.4343939 + 1.4392909 + 1.4406097 + 1.4468355 + 1.4412132 + 1.4305562 + 1.4252445 + 1.4103094 + 1.4059847 + 1.4141106 + 1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m b/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m index dea593c266..4b4c0adde4 100644 --- a/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m +++ b/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m @@ -1,8 +1,8 @@ %read in the FV et al. policy functions derived from Mathematica if ~isoctave() && ~matlab_ver_less_than('8.4') - websave('FV_2011_policyfunctions.mat','http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat', weboptions('Timeout', 30)) + websave('FV_2011_policyfunctions.mat','http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat', weboptions('Timeout', 30)) else - urlwrite('http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat','FV_2011_policyfunctions.mat') + urlwrite('http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat','FV_2011_policyfunctions.mat') end load FV_2011_policyfunctions @@ -79,9 +79,9 @@ end gxxx_dyn=zeros(size(gxxx)); for endo_iter_1=1:nx for endo_iter_2=1:nx - for endo_iter_3=1:nx + for endo_iter_3=1:nx gxxx_dyn(nu+endo_iter_1,nu+endo_iter_2,nu+endo_iter_3,:)=dr.ghxxx(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nx+(FV_endo_state_order(endo_iter_2)-1)*nx+FV_endo_state_order(endo_iter_3)); - end + end end end @@ -95,21 +95,21 @@ end for endo_iter_1=1:nx for endo_iter_2=1:nx - for exo_iter=1:nu + for exo_iter=1:nu gxxx_dyn(nu+endo_iter_1,nu+endo_iter_2,exo_iter,:)=dr.ghxxu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nu+(FV_endo_state_order(endo_iter_2)-1)*nu+FV_exo_order(exo_iter)); gxxx_dyn(exo_iter,nu+endo_iter_2,nu+endo_iter_1,:)=dr.ghxxu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nu+(FV_endo_state_order(endo_iter_2)-1)*nu+FV_exo_order(exo_iter)); gxxx_dyn(nu+endo_iter_1,exo_iter,nu+endo_iter_2,:)=dr.ghxxu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nu+(FV_endo_state_order(endo_iter_2)-1)*nu+FV_exo_order(exo_iter)); - end + end end end for endo_iter_1=1:nx for exo_iter_1=1:nu - for exo_iter_2=1:nu + for exo_iter_2=1:nu gxxx_dyn(nu+endo_iter_1,exo_iter_1,exo_iter_2,:)=dr.ghxuu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nu*nu+(FV_exo_order(exo_iter_1)-1)*nu+FV_exo_order(exo_iter_2)); gxxx_dyn(exo_iter_1,nu+endo_iter_1,exo_iter_2,:)=dr.ghxuu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nu*nu+(FV_exo_order(exo_iter_1)-1)*nu+FV_exo_order(exo_iter_2)); gxxx_dyn(exo_iter_1,exo_iter_2,nu+endo_iter_1,:)=dr.ghxuu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nu*nu+(FV_exo_order(exo_iter_1)-1)*nu+FV_exo_order(exo_iter_2)); - end + end end end diff --git a/tests/ep/ar_steadystate.m b/tests/ep/ar_steadystate.m index d040472426..966331f8e2 100644 --- a/tests/ep/ar_steadystate.m +++ b/tests/ep/ar_steadystate.m @@ -1,8 +1,8 @@ function [ys, info] = ar_steadystate(ys, exogenous) % Steady state routine for ar.mod (First order autoregressive process) - + global M_ - + info = 0; ys(1)=M_.params(2); diff --git a/tests/ep/exact_solution.m b/tests/ep/exact_solution.m index 64b1aa7dc6..5b525797fa 100644 --- a/tests/ep/exact_solution.m +++ b/tests/ep/exact_solution.m @@ -1,30 +1,30 @@ function y=exact_solution(M,oo,n) -beta = M.params(1); -theta = M.params(2); -rho = M.params(3); -xbar = M.params(4); -sigma2 = M.Sigma_e; - -if beta*exp(theta*xbar+.5*theta^2*sigma2/(1-rho)^2)>1-eps - disp('The model doesn''t have a solution!') - return -end - -i = 1:n; -a = theta*xbar*i+(theta^2*sigma2)/(2*(1-rho)^2)*(i-2*rho*(1-rho.^i)/(1-rho)+rho^2*(1-rho.^(2*i))/(1-rho^2)); -b = theta*rho*(1-rho.^i)/(1-rho); - -x = oo.endo_simul(2,:); -xhat = x-xbar; - -n2 = size(x,2); - -y = zeros(1,n2); - - -for j=1:n2 - y(j) = sum(beta.^i.*exp(a+b*xhat(j))); -end - -disp(sum(beta.^i.*exp(theta*xbar*i))) -disp(sum(beta.^i.*exp(a))) \ No newline at end of file + beta = M.params(1); + theta = M.params(2); + rho = M.params(3); + xbar = M.params(4); + sigma2 = M.Sigma_e; + + if beta*exp(theta*xbar+.5*theta^2*sigma2/(1-rho)^2)>1-eps + disp('The model doesn''t have a solution!') + return + end + + i = 1:n; + a = theta*xbar*i+(theta^2*sigma2)/(2*(1-rho)^2)*(i-2*rho*(1-rho.^i)/(1-rho)+rho^2*(1-rho.^(2*i))/(1-rho^2)); + b = theta*rho*(1-rho.^i)/(1-rho); + + x = oo.endo_simul(2,:); + xhat = x-xbar; + + n2 = size(x,2); + + y = zeros(1,n2); + + + for j=1:n2 + y(j) = sum(beta.^i.*exp(a+b*xhat(j))); + end + + disp(sum(beta.^i.*exp(theta*xbar*i))) + disp(sum(beta.^i.*exp(a))) \ No newline at end of file diff --git a/tests/ep/rbcii_steady_state.m b/tests/ep/rbcii_steady_state.m index dd79d28a4b..5fc2dcb1ae 100644 --- a/tests/ep/rbcii_steady_state.m +++ b/tests/ep/rbcii_steady_state.m @@ -1,61 +1,61 @@ -function [ys_, params, info] = rbcii_steady_state(ys_, exo_, params) - -% Flag initialization (equal to zero if the deterministic steady state exists) -info = 0; - -% efficiency -ys_(13)=0; - -% Efficiency -ys_(12)=params(8); - -% Steady state ratios -Output_per_unit_of_Capital=((1/params(1)-1+params(6))/params(4))^(1/(1-params(5))); -Consumption_per_unit_of_Capital=Output_per_unit_of_Capital-params(6); -Labour_per_unit_of_Capital=(((Output_per_unit_of_Capital/ys_(12))^params(5)-params(4))/(1-params(4)))^(1/params(5)); -Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital; -Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital; - -% Steady state share of capital revenues in total revenues (calibration check) -ShareOfCapital=params(4)/(params(4)+(1-params(4))*Labour_per_unit_of_Capital^params(5)); - -% Steady state level of labour -ys_(3)=1/(1+Consumption_per_unit_of_Labour/((1-params(4))*params(2)/(1-params(2))*Output_per_unit_of_Labour^(1-params(5)))); - -% Steady state level of consumption -ys_(4)=Consumption_per_unit_of_Labour*ys_(3); - -% Steady state level of physical capital stock -ys_(1)=ys_(3)/Labour_per_unit_of_Capital; - -% Steady state level of output -ys_(2)=Output_per_unit_of_Capital*ys_(1); - -% Steady state level of investment -ys_(5)=params(6)*ys_(1); - -% Steady state level of the expected term appearing in the Euler equation -ys_(14)=(ys_(4)^params(2)*(1-ys_(3))^(1-params(2)))^(1-params(3))/ys_(4)*(1+params(4)*(ys_(2)/ys_(1))^(1-params(5))-params(6)); - -% Steady state level of output in the unconstrained regime (positive investment) -ys_(6)=ys_(2); - -% Steady state level of labour in the unconstrained regime -ys_(7)=ys_(3); - -% Steady state level of consumption in the unconstrained regime -ys_(8)=ys_(4); - -% Steady state level of labour in the constrained regime (noinvestment) -[lss,info] = l_solver(ys_(3),params(4),params(5),params(2),params(8),ys_(1),100); -if info, return, end -ys_(10) = lss; - -% Steady state level of consumption in the constrained regime -ys_(11)=params(8)*(params(4)*ys_(1)^params(5)+(1-params(4))*ys_(10)^params(5))^(1/params(5)); - -% Steady state level of output in the constrained regime -ys_(9)=ys_(11); +function [ys_, params, info] = rbcii_steadystate2(ys_, exo_, params) + + % Flag initialization (equal to zero if the deterministic steady state exists) + info = 0; + + % efficiency + ys_(13)=0; + + % Efficiency + ys_(12)=params(8); + + % Steady state ratios + Output_per_unit_of_Capital=((1/params(1)-1+params(6))/params(4))^(1/(1-params(5))); + Consumption_per_unit_of_Capital=Output_per_unit_of_Capital-params(6); + Labour_per_unit_of_Capital=(((Output_per_unit_of_Capital/ys_(12))^params(5)-params(4))/(1-params(4)))^(1/params(5)); + Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital; + Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital; + + % Steady state share of capital revenues in total revenues (calibration check) + ShareOfCapital=params(4)/(params(4)+(1-params(4))*Labour_per_unit_of_Capital^params(5)); + + % Steady state level of labour + ys_(3)=1/(1+Consumption_per_unit_of_Labour/((1-params(4))*params(2)/(1-params(2))*Output_per_unit_of_Labour^(1-params(5)))); + + % Steady state level of consumption + ys_(4)=Consumption_per_unit_of_Labour*ys_(3); + + % Steady state level of physical capital stock + ys_(1)=ys_(3)/Labour_per_unit_of_Capital; + + % Steady state level of output + ys_(2)=Output_per_unit_of_Capital*ys_(1); + + % Steady state level of investment + ys_(5)=params(6)*ys_(1); + + % Steady state level of the expected term appearing in the Euler equation + ys_(14)=(ys_(4)^params(2)*(1-ys_(3))^(1-params(2)))^(1-params(3))/ys_(4)*(1+params(4)*(ys_(2)/ys_(1))^(1-params(5))-params(6)); + + % Steady state level of output in the unconstrained regime (positive investment) + ys_(6)=ys_(2); + + % Steady state level of labour in the unconstrained regime + ys_(7)=ys_(3); + + % Steady state level of consumption in the unconstrained regime + ys_(8)=ys_(4); + + % Steady state level of labour in the constrained regime (noinvestment) + [lss,info] = l_solver(ys_(3),params(4),params(5),params(2),params(8),ys_(1),100); + if info, return, end + ys_(10) = lss; + + % Steady state level of consumption in the constrained regime + ys_(11)=params(8)*(params(4)*ys_(1)^params(5)+(1-params(4))*ys_(10)^params(5))^(1/params(5)); + + % Steady state level of output in the constrained regime + ys_(9)=ys_(11); end @@ -63,26 +63,26 @@ end function r = p0(labour,alpha,psi,theta,effstar,kstar) -r = labour * ( alpha*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-theta)/effstar^psi ) - theta*(1-alpha)/(1-theta)/effstar^psi; + r = labour * ( alpha*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-theta)/effstar^psi ) - theta*(1-alpha)/(1-theta)/effstar^psi; end - + function d = p1(labour,alpha,psi,theta,effstar,kstar) -d = alpha*(1-psi)*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-alpha)/effstar^psi; + d = alpha*(1-psi)*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-alpha)/effstar^psi; end function [labour,info] = l_solver(labour,alpha,psi,theta,effstar,kstar,maxiter) -iteration = 1; info = 0; -r = p0(labour,alpha,psi,theta,effstar,kstar); -condition = abs(r); -while condition - if iteration==maxiter - info = 1; - break - end - d = p1(labour,alpha,psi,theta,effstar,kstar); - labour = labour - r/d; + iteration = 1; info = 0; r = p0(labour,alpha,psi,theta,effstar,kstar); - condition = abs(r)>1e-9; - iteration = iteration + 1; -end + condition = abs(r); + while condition + if iteration==maxiter + info = 1; + break + end + d = p1(labour,alpha,psi,theta,effstar,kstar); + labour = labour - r/d; + r = p0(labour,alpha,psi,theta,effstar,kstar); + condition = abs(r)>1e-9; + iteration = iteration + 1; + end end \ No newline at end of file diff --git a/tests/estimation/fsdat_simul.m b/tests/estimation/fsdat_simul.m index 159612e577..d4f4a8066f 100644 --- a/tests/estimation/fsdat_simul.m +++ b/tests/estimation/fsdat_simul.m @@ -1,828 +1,828 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 0.96427632 - 1.0083272 - 1.0007882 - 0.99038262 - 1.0031336 - 0.99500213 - 0.98203716 - 0.9889452 - 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1.4095764 + 1.4080055 + 1.4095882 + 1.4108374 + 1.4164143 + 1.4283402 + 1.4343939 + 1.4392909 + 1.4406097 + 1.4468355 + 1.4412132 + 1.4305562 + 1.4252445 + 1.4103094 + 1.4059847 + 1.4141106 + 1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/expectations/expectation_ss_old_steadystate.m b/tests/expectations/expectation_ss_old_steadystate.m index 1b230e4b02..bfd46d82a7 100644 --- a/tests/expectations/expectation_ss_old_steadystate.m +++ b/tests/expectations/expectation_ss_old_steadystate.m @@ -1,12 +1,12 @@ function [ys_, check_] = expectation_ss_old_steadystate(ys_orig_, exo_) -ys_=zeros(6,1); -global M_ -ys_(4)=0; -ys_(6)=0; -ys_(5)=0.3333333333333333; -ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1)); -ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3); -ys_(2)=ys_(1)-M_.params(4)*ys_(3); -M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6))); -check_=0; + ys_=zeros(6,1); + global M_ + ys_(4)=0; + ys_(6)=0; + ys_(5)=0.3333333333333333; + ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1)); + ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3); + ys_(2)=ys_(1)-M_.params(4)*ys_(3); + M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6))); + check_=0; end diff --git a/tests/fataltest.m b/tests/fataltest.m index 1ea213403a..a23db43112 100644 --- a/tests/fataltest.m +++ b/tests/fataltest.m @@ -1,4 +1,4 @@ -function fataltest(a,b,n) -if max(max(abs(a)-abs(b))) > 1e-5 +function test(a,b,n) + if max(max(abs(a)-abs(b))) > 1e-5 error(['Test error in test ' int2str(n)]) -end \ No newline at end of file + end \ No newline at end of file diff --git a/tests/fs2000/fsdat_simul.m b/tests/fs2000/fsdat_simul.m index 159612e577..d4f4a8066f 100644 --- a/tests/fs2000/fsdat_simul.m +++ b/tests/fs2000/fsdat_simul.m @@ -1,828 +1,828 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 0.96427632 - 1.0083272 - 1.0007882 - 0.99038262 - 1.0031336 - 0.99500213 - 0.98203716 - 0.9889452 - 1.011632 - 0.99451949 - 0.97291047 - 0.98750871 - 0.99992418 - 0.97657318 - 0.99930448 - 1.0008515 - 1.0044064 - 0.98133792 - 1.0091702 - 1.0087023 - 1.0119876 - 1.0143019 - 1.0311061 - 0.99340471 - 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1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/fs2000/fsdat_simul_dseries.m b/tests/fs2000/fsdat_simul_dseries.m index 5fa6d19a3b..2dd9c2e2d6 100644 --- a/tests/fs2000/fsdat_simul_dseries.m +++ b/tests/fs2000/fsdat_simul_dseries.m @@ -7,822 +7,822 @@ NAMES__ = {'P_obs'; 'Y_obs'; 'gp_obs'; 'gy_obs'}; TEX__ = {'P\_obs'; 'Y\_obs'; 'gp\_obs'; 'gy\_obs'}; P_obs = [ - 1 - 0.99948573 - 1.0068249 - 1.0141211 - 1.0073149 - 0.99884398 - 1.0237035 - 1.0349636 - 1.036819 - 1.0247366 - 1.0242391 - 1.0275737 - 1.0065684 - 0.99838346 - 0.97281734 - 0.95346302 - 0.9355791 - 0.9461152 - 0.94338882 - 0.92988921 - 0.9311862 - 0.93529467 - 0.93784681 - 0.91501401 - 0.92360522 - 0.91049302 - 0.90754698 - 0.91365103 - 0.91499228 - 0.92260749 - 0.92533824 - 0.90949431 - 0.91106924 - 0.90594116 - 0.90491334 - 0.9039891 - 0.91060772 - 0.92132842 - 0.91934854 - 0.92268418 - 0.92545127 - 0.91517169 - 0.90513459 - 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a/tests/gsa/data_ca1.m b/tests/gsa/data_ca1.m index ca003056bd..c28fae1a28 100644 --- a/tests/gsa/data_ca1.m +++ b/tests/gsa/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... - 1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... - 1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... - 1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... - 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0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/kalman/likelihood/compare_kalman_routines.m b/tests/kalman/likelihood/compare_kalman_routines.m index 8650db0865..13022bbead 100644 --- a/tests/kalman/likelihood/compare_kalman_routines.m +++ b/tests/kalman/likelihood/compare_kalman_routines.m @@ -187,3 +187,4 @@ else disp(['percentage dev. = ' num2str((LIK3/LIK2-1)*100)]) end end + \ No newline at end of file diff --git a/tests/kalman/likelihood/simul_state_space_model.m b/tests/kalman/likelihood/simul_state_space_model.m index 5cc0e336c6..92d3450e06 100644 --- a/tests/kalman/likelihood/simul_state_space_model.m +++ b/tests/kalman/likelihood/simul_state_space_model.m @@ -1,25 +1,25 @@ function observed_data = simul_state_space_model(T,R,Q,mf,nobs,H) -pp = length(mf); -mm = length(T); -rr = length(Q); - -upper_cholesky_Q = chol(Q); -if nargin>5 - upper_cholesky_H = chol(H); -end - -state_data = zeros(mm,1); - -if (nargin==5) - for t = 1:nobs - state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); - observed_data(:,t) = state_data(mf); + pp = length(mf); + mm = length(T); + rr = length(Q); + + upper_cholesky_Q = chol(Q); + if nargin>5 + upper_cholesky_H = chol(H); end -elseif (nargin==6) - for t = 1:nobs - state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); - observed_data(:,t) = state_data(mf) + upper_cholesky_H * randn(pp,1); - end -else - error('simul_state_space_model:: I don''t understand what you want!!!') -end \ No newline at end of file + + state_data = zeros(mm,1); + + if (nargin==5) + for t = 1:nobs + state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); + observed_data(:,t) = state_data(mf); + end + elseif (nargin==6) + for t = 1:nobs + state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); + observed_data(:,t) = state_data(mf) + upper_cholesky_H * randn(pp,1); + end + else + error('simul_state_space_model:: I don''t understand what you want!!!') + end \ No newline at end of file diff --git a/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m b/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m index 1129467473..3e442115c2 100644 --- a/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m +++ b/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m @@ -1,830 +1,830 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 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3ec1c8cdff..2e633bc234 100644 --- a/tests/kalman_filter_smoother/testsmoother.m +++ b/tests/kalman_filter_smoother/testsmoother.m @@ -9,10 +9,10 @@ Pstar1(1,1) = 0; Pstar1(4,1) = 0; Pstar1(1,4) = 0; [alphahat1,epsilonhat1,etahat1,a11, aK1] = DiffuseKalmanSmootherH1(T,R,Q,H, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,epsilonhat2,etahat2,a12, aK2] = DiffuseKalmanSmootherH3(T,R,Q,H, ... - Pinf1,Pstar1,Y,trend, ... - pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend, ... + pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) max(max(abs(epsilonhat1-epsilonhat2))) max(max(abs(etahat1-etahat2))) @@ -21,10 +21,10 @@ max(max(abs(aK1-aK2))) return [alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,etahat2,a12, aK2] = DiffuseKalmanSmoother3(T,R,Q, ... - Pinf1,Pstar1,Y,trend, ... - pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend, ... + pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) @@ -35,10 +35,10 @@ max(max(abs(a11-a12))) H = zeros(size(H)); [alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,epsilonhat2,etahat2,a12, aK2] = DiffuseKalmanSmootherH1(T,R,Q,H, ... - Pinf1,Pstar1,Y,trend, ... - pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend, ... + pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) max(max(abs(etahat1-etahat2))) max(max(abs(a11-a12))) @@ -46,9 +46,9 @@ max(max(abs(a11-a12))) [alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother3(T,R,Q, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,epsilonhat2,etahat2,a12, aK2] = DiffuseKalmanSmootherH3(T,R,Q, H, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) max(max(abs(etahat1-etahat2))) diff --git a/tests/load_octave_packages.m b/tests/load_octave_packages.m index 62b6e3d3c4..886bf644b0 100644 --- a/tests/load_octave_packages.m +++ b/tests/load_octave_packages.m @@ -11,11 +11,11 @@ ## but WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. - ## - ## You should have received a copy of the GNU General Public License - ## along with Dynare. If not, see <http://www.gnu.org/licenses/>. +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see <http://www.gnu.org/licenses/>. - pkg load io - pkg load optim - pkg load control - pkg load statistics \ No newline at end of file +pkg load io +pkg load optim +pkg load control +pkg load statistics \ No newline at end of file diff --git a/tests/ls2003/data_ca1.m b/tests/ls2003/data_ca1.m index ca003056bd..c28fae1a28 100644 --- a/tests/ls2003/data_ca1.m +++ b/tests/ls2003/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 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2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/measurement_errors/data_ca1.m b/tests/measurement_errors/data_ca1.m index ca003056bd..c28fae1a28 100644 --- a/tests/measurement_errors/data_ca1.m +++ b/tests/measurement_errors/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 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1.8213700853 0.592593586195 ... - 1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... - 0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... - 0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... - 0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... - -0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... - 0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... - 1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... - 1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... - 0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... - ]; - +-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... +-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... +-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... +-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... +-0.882182844512 8.54559460406 15 0.419579139481 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-1.39895866711 0.0971444398216 ... +0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... +-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... +2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... +1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... +1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... +1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ... +1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ... +1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ... +0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ... +0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ... +1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ... +0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ... +0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ... +0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ... 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5.75 2.62066711305 -1.29237304034 ... +0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... +1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... +1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... +1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... +0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... +0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... +-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... +0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m b/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m index f6ad30c85b..56c0e4cd56 100644 --- a/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m +++ b/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m @@ -1,416 +1,416 @@ % Generated data, used by fs2000.mod gy_obs =[ - 1.0030045 - 1.0002599 - 0.99104664 - 1.0321162 - 1.0223545 - 1.0043614 - 0.98626929 - 1.0092127 - 1.0357197 - 1.0150827 - 1.0051548 - 0.98465775 - 0.99132132 - 0.99904153 - 1.0044641 - 1.0179198 - 1.0113462 - 0.99409421 - 0.99904293 - 1.0448336 - 0.99932433 - 1.0057004 - 0.99619787 - 1.0267504 - 1.0077645 - 1.0058026 - 1.0025891 - 0.9939097 - 0.99604693 - 0.99908569 - 1.0151094 - 0.99348134 - 1.0039124 - 1.0145805 - 0.99800868 - 0.98578138 - 1.0065771 - 0.99843919 - 0.97979062 - 0.98413351 - 0.96468174 - 1.0273857 - 1.0225211 - 0.99958667 - 1.0111157 - 1.0099585 - 0.99480311 - 1.0079265 - 0.98924573 - 1.0070613 - 1.0075706 - 0.9937151 - 1.0224711 - 1.0018891 - 0.99051863 - 1.0042944 - 1.0184055 - 0.99419508 - 0.99756624 - 1.0015983 - 0.9845772 - 1.0004407 - 1.0116237 - 0.9861885 - 1.0073094 - 0.99273355 - 1.0013224 - 0.99777979 - 1.0301686 - 0.96809556 - 0.99917088 - 0.99949253 - 0.96590004 - 1.0083938 - 0.96662298 - 1.0221454 - 1.0069792 - 1.0343996 - 1.0066531 - 1.0072525 - 0.99743563 - 0.99723703 - 1.000372 - 0.99013917 - 1.0095223 - 0.98864268 - 0.98092242 - 0.98886488 - 1.0030341 - 1.01894 - 0.99155059 - 0.99533235 - 0.99734316 - 1.0047356 - 1.0082737 - 0.98425116 - 0.99949212 - 1.0055899 - 1.0065075 - 0.99385069 - 0.98867975 - 0.99804843 - 1.0184038 - 0.99301902 - 1.0177222 - 1.0051924 - 1.0187852 - 1.0098985 - 1.0097172 - 1.0145811 - 0.98721038 - 1.0361722 - 1.0105821 - 0.99469309 - 0.98626785 - 1.013871 - 0.99858924 - 0.99302637 - 1.0042186 - 0.99623745 - 0.98545708 - 1.0225435 - 1.0011861 - 1.0130321 - 0.97861347 - 1.0228193 - 0.99627435 - 1.0272779 - 1.0075172 - 1.0096762 - 1.0129306 - 0.99966549 - 1.0262882 - 1.0026914 - 1.0061475 - 1.009523 - 1.0036127 - 0.99762992 - 0.99092634 - 1.0058469 - 0.99887292 - 1.0060653 - 0.98673557 - 0.98895709 - 0.99111967 - 0.990118 - 0.99788054 - 0.97054709 - 1.0099157 - 1.0107431 - 0.99518695 - 1.0114048 - 0.99376019 - 1.0023369 - 0.98783327 - 1.0051727 - 1.0100462 - 0.98607387 - 1.0000064 - 0.99692442 - 1.012225 - 0.99574078 - 0.98642833 - 0.99008207 - 1.0197359 - 1.0112849 - 0.98711069 - 0.99402748 - 1.0242141 - 1.0135349 - 0.99842505 - 1.0130714 - 0.99887044 - 1.0059058 - 1.0185998 - 1.0073314 - 0.98687706 - 1.0084551 - 0.97698964 - 0.99482714 - 1.0015302 - 1.0105331 - 1.0261767 - 1.0232822 - 1.0084176 - 0.99785167 - 0.99619733 - 1.0055223 - 1.0076326 - 0.99205461 - 1.0030587 - 1.0137012 - 1.0145878 - 1.0190297 - 1.0000681 - 1.0153894 - 1.0140649 - 1.0007236 - 0.97961463 - 1.0125257 - 1.0169503 - 1.0197363 - 1.0221185 + 1.0030045 + 1.0002599 + 0.99104664 + 1.0321162 + 1.0223545 + 1.0043614 + 0.98626929 + 1.0092127 + 1.0357197 + 1.0150827 + 1.0051548 + 0.98465775 + 0.99132132 + 0.99904153 + 1.0044641 + 1.0179198 + 1.0113462 + 0.99409421 + 0.99904293 + 1.0448336 + 0.99932433 + 1.0057004 + 0.99619787 + 1.0267504 + 1.0077645 + 1.0058026 + 1.0025891 + 0.9939097 + 0.99604693 + 0.99908569 + 1.0151094 + 0.99348134 + 1.0039124 + 1.0145805 + 0.99800868 + 0.98578138 + 1.0065771 + 0.99843919 + 0.97979062 + 0.98413351 + 0.96468174 + 1.0273857 + 1.0225211 + 0.99958667 + 1.0111157 + 1.0099585 + 0.99480311 + 1.0079265 + 0.98924573 + 1.0070613 + 1.0075706 + 0.9937151 + 1.0224711 + 1.0018891 + 0.99051863 + 1.0042944 + 1.0184055 + 0.99419508 + 0.99756624 + 1.0015983 + 0.9845772 + 1.0004407 + 1.0116237 + 0.9861885 + 1.0073094 + 0.99273355 + 1.0013224 + 0.99777979 + 1.0301686 + 0.96809556 + 0.99917088 + 0.99949253 + 0.96590004 + 1.0083938 + 0.96662298 + 1.0221454 + 1.0069792 + 1.0343996 + 1.0066531 + 1.0072525 + 0.99743563 + 0.99723703 + 1.000372 + 0.99013917 + 1.0095223 + 0.98864268 + 0.98092242 + 0.98886488 + 1.0030341 + 1.01894 + 0.99155059 + 0.99533235 + 0.99734316 + 1.0047356 + 1.0082737 + 0.98425116 + 0.99949212 + 1.0055899 + 1.0065075 + 0.99385069 + 0.98867975 + 0.99804843 + 1.0184038 + 0.99301902 + 1.0177222 + 1.0051924 + 1.0187852 + 1.0098985 + 1.0097172 + 1.0145811 + 0.98721038 + 1.0361722 + 1.0105821 + 0.99469309 + 0.98626785 + 1.013871 + 0.99858924 + 0.99302637 + 1.0042186 + 0.99623745 + 0.98545708 + 1.0225435 + 1.0011861 + 1.0130321 + 0.97861347 + 1.0228193 + 0.99627435 + 1.0272779 + 1.0075172 + 1.0096762 + 1.0129306 + 0.99966549 + 1.0262882 + 1.0026914 + 1.0061475 + 1.009523 + 1.0036127 + 0.99762992 + 0.99092634 + 1.0058469 + 0.99887292 + 1.0060653 + 0.98673557 + 0.98895709 + 0.99111967 + 0.990118 + 0.99788054 + 0.97054709 + 1.0099157 + 1.0107431 + 0.99518695 + 1.0114048 + 0.99376019 + 1.0023369 + 0.98783327 + 1.0051727 + 1.0100462 + 0.98607387 + 1.0000064 + 0.99692442 + 1.012225 + 0.99574078 + 0.98642833 + 0.99008207 + 1.0197359 + 1.0112849 + 0.98711069 + 0.99402748 + 1.0242141 + 1.0135349 + 0.99842505 + 1.0130714 + 0.99887044 + 1.0059058 + 1.0185998 + 1.0073314 + 0.98687706 + 1.0084551 + 0.97698964 + 0.99482714 + 1.0015302 + 1.0105331 + 1.0261767 + 1.0232822 + 1.0084176 + 0.99785167 + 0.99619733 + 1.0055223 + 1.0076326 + 0.99205461 + 1.0030587 + 1.0137012 + 1.0145878 + 1.0190297 + 1.0000681 + 1.0153894 + 1.0140649 + 1.0007236 + 0.97961463 + 1.0125257 + 1.0169503 + 1.0197363 + 1.0221185 - ]; +]; gp_obs =[ - 1.0079715 - 1.0115853 - 1.0167502 - 1.0068957 - 1.0138189 - 1.0258364 - 1.0243817 - 1.017373 - 1.0020171 - 1.0003742 - 1.0008974 - 1.0104804 - 1.0116393 - 1.0114294 - 0.99932124 - 0.99461459 - 1.0170349 - 1.0051446 - 1.020639 - 1.0051964 - 1.0093042 - 1.007068 - 1.01086 - 0.99590086 - 1.0014883 - 1.0117332 - 0.9990095 - 1.0108284 - 1.0103672 - 1.0036722 - 1.0005124 - 1.0190331 - 1.0130978 - 1.007842 - 1.0285436 - 1.0322054 - 1.0213403 - 1.0246486 - 1.0419306 - 1.0258867 - 1.0156316 - 0.99818589 - 0.9894107 - 1.0127584 - 1.0146882 - 1.0136529 - 1.0340107 - 1.0343652 - 1.02971 - 1.0077932 - 1.0198114 - 1.013971 - 1.0061083 - 1.0089573 - 1.0037926 - 1.0082071 - 0.99498155 - 0.99735772 - 0.98765026 - 1.006465 - 1.0196088 - 1.0053233 - 1.0119974 - 1.0188066 - 1.0029302 - 1.0183459 - 1.0034218 - 1.0158799 - 0.98824798 - 1.0274357 - 1.0168832 - 1.0180641 - 1.0294657 - 0.98864091 - 1.0358326 - 0.99889969 - 1.0178322 - 0.99813566 - 1.0073549 - 1.0215985 - 1.0084245 - 1.0080939 - 1.0157021 - 1.0075815 - 1.0032633 - 1.0117871 - 1.0209276 - 1.0077569 - 0.99680958 - 1.0120266 - 1.0017625 - 1.0138811 - 1.0198358 - 1.0059629 - 1.0115416 - 1.0319473 - 1.0167074 - 1.0116111 - 1.0048627 - 1.0217622 - 1.0125221 - 1.0142045 - 0.99792469 - 0.99823971 - 0.99561547 - 0.99850373 - 0.9898464 - 1.0030963 - 1.0051373 - 1.0004213 - 1.0144117 - 0.97185592 - 0.9959518 - 1.0073529 - 1.0051603 - 0.98642572 - 0.99433423 - 1.0112131 - 1.0007695 - 1.0176867 - 1.0134363 - 0.99926191 - 0.99879835 - 0.99878754 - 1.0331374 - 1.0077797 - 1.0127221 - 1.0047393 - 1.0074106 - 0.99784213 - 1.0056495 - 1.0057708 - 0.98817494 - 0.98742176 - 0.99930555 - 1.0000687 - 1.0129754 - 1.009529 - 1.0226731 - 1.0149534 - 1.0164295 - 1.0239469 - 1.0293458 - 1.026199 - 1.0197525 - 1.0126818 - 1.0054473 - 1.0254423 - 1.0069461 - 1.0153135 - 1.0337515 - 1.0178187 - 1.0240469 - 1.0079489 - 1.0186953 - 1.0008628 - 1.0113799 - 1.0140118 - 1.0168007 - 1.011441 - 0.98422774 - 0.98909729 - 1.0157859 - 1.0151586 - 0.99756232 - 0.99497777 - 1.0102841 - 1.0221659 - 0.9937759 - 0.99877193 - 1.0079433 - 0.99667692 - 1.0095959 - 1.0128804 - 1.0156949 - 1.0111951 - 1.0228887 - 1.0122083 - 1.0190197 - 1.0074927 - 1.0268096 - 0.99689352 - 0.98948474 - 1.0024938 - 1.0105543 - 1.014116 - 1.0141217 - 1.0056504 - 1.0101026 - 1.0105069 - 0.99619053 - 1.0059439 - 0.99449473 - 0.99482458 - 1.0037702 - 1.0068087 - 0.99575975 - 1.0030815 - 1.0334014 - 0.99879386 - 0.99625634 - 1.0171195 - 0.99233844 + 1.0079715 + 1.0115853 + 1.0167502 + 1.0068957 + 1.0138189 + 1.0258364 + 1.0243817 + 1.017373 + 1.0020171 + 1.0003742 + 1.0008974 + 1.0104804 + 1.0116393 + 1.0114294 + 0.99932124 + 0.99461459 + 1.0170349 + 1.0051446 + 1.020639 + 1.0051964 + 1.0093042 + 1.007068 + 1.01086 + 0.99590086 + 1.0014883 + 1.0117332 + 0.9990095 + 1.0108284 + 1.0103672 + 1.0036722 + 1.0005124 + 1.0190331 + 1.0130978 + 1.007842 + 1.0285436 + 1.0322054 + 1.0213403 + 1.0246486 + 1.0419306 + 1.0258867 + 1.0156316 + 0.99818589 + 0.9894107 + 1.0127584 + 1.0146882 + 1.0136529 + 1.0340107 + 1.0343652 + 1.02971 + 1.0077932 + 1.0198114 + 1.013971 + 1.0061083 + 1.0089573 + 1.0037926 + 1.0082071 + 0.99498155 + 0.99735772 + 0.98765026 + 1.006465 + 1.0196088 + 1.0053233 + 1.0119974 + 1.0188066 + 1.0029302 + 1.0183459 + 1.0034218 + 1.0158799 + 0.98824798 + 1.0274357 + 1.0168832 + 1.0180641 + 1.0294657 + 0.98864091 + 1.0358326 + 0.99889969 + 1.0178322 + 0.99813566 + 1.0073549 + 1.0215985 + 1.0084245 + 1.0080939 + 1.0157021 + 1.0075815 + 1.0032633 + 1.0117871 + 1.0209276 + 1.0077569 + 0.99680958 + 1.0120266 + 1.0017625 + 1.0138811 + 1.0198358 + 1.0059629 + 1.0115416 + 1.0319473 + 1.0167074 + 1.0116111 + 1.0048627 + 1.0217622 + 1.0125221 + 1.0142045 + 0.99792469 + 0.99823971 + 0.99561547 + 0.99850373 + 0.9898464 + 1.0030963 + 1.0051373 + 1.0004213 + 1.0144117 + 0.97185592 + 0.9959518 + 1.0073529 + 1.0051603 + 0.98642572 + 0.99433423 + 1.0112131 + 1.0007695 + 1.0176867 + 1.0134363 + 0.99926191 + 0.99879835 + 0.99878754 + 1.0331374 + 1.0077797 + 1.0127221 + 1.0047393 + 1.0074106 + 0.99784213 + 1.0056495 + 1.0057708 + 0.98817494 + 0.98742176 + 0.99930555 + 1.0000687 + 1.0129754 + 1.009529 + 1.0226731 + 1.0149534 + 1.0164295 + 1.0239469 + 1.0293458 + 1.026199 + 1.0197525 + 1.0126818 + 1.0054473 + 1.0254423 + 1.0069461 + 1.0153135 + 1.0337515 + 1.0178187 + 1.0240469 + 1.0079489 + 1.0186953 + 1.0008628 + 1.0113799 + 1.0140118 + 1.0168007 + 1.011441 + 0.98422774 + 0.98909729 + 1.0157859 + 1.0151586 + 0.99756232 + 0.99497777 + 1.0102841 + 1.0221659 + 0.9937759 + 0.99877193 + 1.0079433 + 0.99667692 + 1.0095959 + 1.0128804 + 1.0156949 + 1.0111951 + 1.0228887 + 1.0122083 + 1.0190197 + 1.0074927 + 1.0268096 + 0.99689352 + 0.98948474 + 1.0024938 + 1.0105543 + 1.014116 + 1.0141217 + 1.0056504 + 1.0101026 + 1.0105069 + 0.99619053 + 1.0059439 + 0.99449473 + 0.99482458 + 1.0037702 + 1.0068087 + 0.99575975 + 1.0030815 + 1.0334014 + 0.99879386 + 0.99625634 + 1.0171195 + 0.99233844 - ]; +]; diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m index 11a132b648..ce6156c7b9 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,47 +77,47 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 2; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 -1 0 0 - 0 1 0 0 -1 0 - 0 0 1 0 0 -1 - - 0 0 0 0 1 0 - 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 -1 0 0 + 0 1 0 0 -1 0 + 0 0 1 0 0 -1 + + 0 0 0 0 1 0 + 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 - 0 0 1 0 0 0 - - 0 0 0 0 1 0 - 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 + 0 0 1 0 0 0 + + 0 0 0 0 1 0 + 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -125,61 +125,61 @@ end eqninx = 2; nreseqn = 1; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 -1 0 0 - 0 1 0 0 -1 0 - 0 0 1 0 0 -1 - - 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 -1 0 0 + 0 1 0 0 -1 0 + 0 0 1 0 0 -1 + + 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 - - 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end - - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 + + 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end + + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -187,42 +187,42 @@ end eqninx = 3; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 -1 0 0 - 0 1 0 0 -1 0 - 0 0 1 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 -1 0 0 + 0 1 0 0 -1 0 + 0 0 1 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m index 7af810db3a..bc3215cdeb 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,51 +77,51 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 3; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 - - 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 + + 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 0 0 - 0 0 1 0 0 0 0 0 - 0 0 0 1 0 0 0 0 - - 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 0 0 + 0 0 1 0 0 0 0 0 + 0 0 0 1 0 0 0 0 + + 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -129,65 +129,65 @@ end eqninx = 2; nreseqn = 2; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 - - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 + + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 0 0 - 0 0 0 1 0 0 0 0 - - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end - - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 0 0 + 0 0 0 1 0 0 0 0 + + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end + + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -195,44 +195,44 @@ end eqninx = 3; nreseqn = 1; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 - - 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 + + 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 1 0 0 0 0 - - 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 1 0 0 0 0 + + 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -240,36 +240,36 @@ end eqninx = 4; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -324,8 +324,8 @@ end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m index 932e927454..389109df7a 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,59 +77,59 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 5; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -138,56 +138,56 @@ end eqninx = 2; nreseqn = 4; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -195,70 +195,70 @@ end eqninx = 3; nreseqn = 3; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end - - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end + + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -266,49 +266,49 @@ end eqninx = 4; nreseqn = 2; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -316,46 +316,46 @@ end eqninx = 5; nreseqn = 1; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 0 1 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 0 1 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -363,38 +363,38 @@ end eqninx = 6; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -448,8 +448,8 @@ end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m index eb2e80c695..de818ab905 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,63 +77,63 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 6; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 1 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 1 0 0 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 0 0 0 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 1 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 0 0 0 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 1 0 0 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -141,60 +141,60 @@ end eqninx = 2; nreseqn = 5; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -202,57 +202,57 @@ end eqninx = 3; nreseqn = 4; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -261,71 +261,71 @@ end eqninx = 4; nreseqn = 3; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end - - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end + + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -333,50 +333,50 @@ end eqninx = 5; nreseqn = 2; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -384,47 +384,47 @@ end eqninx = 6; nreseqn = 1; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -432,39 +432,39 @@ end eqninx = 7; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -518,8 +518,8 @@ end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m b/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m index 2c9f434475..2b24a786ab 100644 --- a/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m +++ b/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m @@ -1,4 +1,4 @@ -function [Ui,Vi,n0,np,ixmC0Pres] = ftd_RSvensson_4v(lags,nvar,nexo,indxC0Pres) +function [Ui,Vi,n0,np,ixmC0Pres] = ftd_reac_function_4v(lags,nvar,nexo,indxC0Pres) % vlist = [ff+ch fh dpgdp ffr) % % Exporting orthonormal matrices for the deterministic linear restrictions (equation by equation) @@ -50,17 +50,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -75,13 +75,13 @@ Qi(1:3,:,1) = [ 0 1 0 0 0 0 1 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:2,:,2) = [ 0 0 1 0 0 0 0 1 - ]; + ]; %======== The third equation =========== NOTE THAT WE FORBID A %CONTEMPORANEOUS IMPACT OF OUTPUTON PRICES TO AVOID A CONSTRAINT THAT @@ -90,7 +90,7 @@ Qi(1:3,:,3) = [ 1 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== @@ -98,34 +98,34 @@ Qi(1:3,:,3) = [ % Restrictions on the A+ in order to focus strictly on the reaction fucntion % indicates free parameterers X i -% Ap = [ +% Ap = [ % X X X X -% X X X X +% X X X X % -a1 -b1 X X % a1 b1 0 X (1st lag) % X X X X -% X X X X +% X X X X % -a2 -b2 X X % b2 b2 0 X (2nd lag) % X 0 X X -% X X X X +% X X X X % -a3 -b3 X X % a3 a3 0 X (3rd lag) % X X X X -% X X X X +% X X X X % -a4 -b4 X X % a4 b4 0 X (4th lag) % X X X X (constant terms) -% ]; +% ]; k=nvar*lags+nexo; Ri = zeros(k,k,nvar); % constraints on IS curve /conso+corporate investment for nv=1:2 - for ll=1:lags - Ri(ll,3+lags*(ll-1),nv)=1; - Ri(ll,4+lags*(ll-1),nv)=1; - end +for ll=1:lags +Ri(ll,3+lags*(ll-1),nv)=1; +Ri(ll,4+lags*(ll-1),nv)=1; +end end % constraints on IS curve /conso+corporate investment only on the long run @@ -140,15 +140,15 @@ end % constraints on Ph curve / inflation does not react to interest rates for ll=1:lags - Ri(ll,4+lags*(ll-1),3)=1; +Ri(ll,4+lags*(ll-1),3)=1; end for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -159,30 +159,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_cholesky.m b/tests/ms-sbvar/archive-files/ftd_cholesky.m index 7c89c38eab..42126015ab 100644 --- a/tests/ms-sbvar/archive-files/ftd_cholesky.m +++ b/tests/ms-sbvar/archive-files/ftd_cholesky.m @@ -47,17 +47,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -69,146 +69,146 @@ Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations %The restrictions considered here are in the following form where X means unrestricted: % A0 = [ % X 0 X X -% 0 X X X -% 0 0 X X -% 0 0 0 X -% ]; -% Ap = [ +% 0 X X X +% 0 0 X X +% 0 0 0 X +% ]; +% Ap = [ % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (1st lag) % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (2nd lag) % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (3rd lag) % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (4th lag) % 0 X 0 0 (constant terms) -% ]; +% ]; if (0) - %------------------------ Lower triangular A0 ------------------------------ - %======== The first equation =========== - - - %======== The second equation =========== - Qi(1:1,:,2) = [ - 1 0 0 0 - ]; - - %======== The third equation =========== - Qi(1:2,:,3) = [ - 1 0 0 0 - 0 1 0 0 - ]; - - %======== The fourth equation =========== - Qi(1:3,:,4) = [ - 1 0 0 0 - 0 1 0 0 - 0 0 1 0 - ]; + %------------------------ Lower triangular A0 ------------------------------ + %======== The first equation =========== + + + %======== The second equation =========== + Qi(1:1,:,2) = [ + 1 0 0 0 + ]; + + %======== The third equation =========== + Qi(1:2,:,3) = [ + 1 0 0 0 + 0 1 0 0 + ]; + + %======== The fourth equation =========== + Qi(1:3,:,4) = [ + 1 0 0 0 + 0 1 0 0 + 0 0 1 0 + ]; else - %------------------------ Upper triangular A0 ------------------------------ - %======== The first equation =========== - Qi(2:4,:,1) = [ - 0 1 0 0 - 0 0 1 0 - 0 0 0 1 - ]; - - %======== The second equation =========== - Qi([1 3:4],:,2) = [ - 1 0 0 0 - 0 0 1 0 - 0 0 0 1 - ]; - - %======== The third equation =========== - Qi(4:4,:,3) = [ - 0 0 0 1 - ]; - - %======== The fourth equation =========== + %------------------------ Upper triangular A0 ------------------------------ + %======== The first equation =========== + Qi(2:4,:,1) = [ + 0 1 0 0 + 0 0 1 0 + 0 0 0 1 + ]; + + %======== The second equation =========== + Qi([1 3:4],:,2) = [ + 1 0 0 0 + 0 0 1 0 + 0 0 0 1 + ]; + + %======== The third equation =========== + Qi(4:4,:,3) = [ + 0 0 0 1 + ]; + + %======== The fourth equation =========== end %-------------------------- Lag restrictions. ------------------------------------------ if (1) - %--- Lag restrictions. - indxeqn = 1; %Which equation. - nrestrs = (nvar-1)*lags+1; %Number of restrictions. - vars_restr = [2:nvar]; %Variables that are restricted: id, ik, and y. - blags = zeros(nrestrs,k); %k=nvar*lags+1 - cnt = 0; - for ki = 1:lags - for kj=vars_restr - cnt = cnt+1; - blags(cnt,nvar*(ki-1)+kj) = 1; - end - end - %--- Keep constant zero. - cnt = cnt+1; - blags(cnt,end) = 1; %Constant = 0. - if cnt~=nrestrs - error('Check lagged restrictions in 1st equation!') - end - Ri(1:nrestrs,:,indxeqn) = blags; - - %--- Lag restrictions. - indxeqn = 2; %Which equation. - nrestrs = (nvar-1)*lags; %Number of restrictions. - vars_restr = [1 3:nvar]; %Variables that are restricted: id, ik, and y. - blags = zeros(nrestrs,k); %k=nvar*lags+1 - cnt = 0; - for ki = 1:lags - for kj=vars_restr - cnt = cnt+1; - blags(cnt,nvar*(ki-1)+kj) = 1; - end - end - Ri(1:nrestrs,:,indxeqn) = blags; - - %--- Lag restrictions. - indxeqn = 3; %Which equation. - nrestrs = 1; %Number of restrictions. - blags = zeros(nrestrs,k); - cnt = 0; - %--- Keep constant zero. - cnt = cnt+1; - blags(cnt,end) = 1; %Constant = 0. - if cnt~=nrestrs - error('Check lagged restrictions in 1st equation!') - end - Ri(1:nrestrs,:,indxeqn) = blags; - - %--- Lag restrictions. - indxeqn = 4; %Which equation. - nrestrs = 1; %Number of restrictions. - blags = zeros(nrestrs,k); - cnt = 0; - %--- Keep constant zero. - cnt = cnt+1; - blags(cnt,end) = 1; %Constant = 0. - if cnt~=nrestrs - error('Check lagged restrictions in 1st equation!') - end - Ri(1:nrestrs,:,indxeqn) = blags; + %--- Lag restrictions. + indxeqn = 1; %Which equation. + nrestrs = (nvar-1)*lags+1; %Number of restrictions. + vars_restr = [2:nvar]; %Variables that are restricted: id, ik, and y. + blags = zeros(nrestrs,k); %k=nvar*lags+1 + cnt = 0; + for ki = 1:lags + for kj=vars_restr + cnt = cnt+1; + blags(cnt,nvar*(ki-1)+kj) = 1; + end + end + %--- Keep constant zero. + cnt = cnt+1; + blags(cnt,end) = 1; %Constant = 0. + if cnt~=nrestrs + error('Check lagged restrictions in 1st equation!') + end + Ri(1:nrestrs,:,indxeqn) = blags; + + %--- Lag restrictions. + indxeqn = 2; %Which equation. + nrestrs = (nvar-1)*lags; %Number of restrictions. + vars_restr = [1 3:nvar]; %Variables that are restricted: id, ik, and y. + blags = zeros(nrestrs,k); %k=nvar*lags+1 + cnt = 0; + for ki = 1:lags + for kj=vars_restr + cnt = cnt+1; + blags(cnt,nvar*(ki-1)+kj) = 1; + end + end + Ri(1:nrestrs,:,indxeqn) = blags; + + %--- Lag restrictions. + indxeqn = 3; %Which equation. + nrestrs = 1; %Number of restrictions. + blags = zeros(nrestrs,k); + cnt = 0; + %--- Keep constant zero. + cnt = cnt+1; + blags(cnt,end) = 1; %Constant = 0. + if cnt~=nrestrs + error('Check lagged restrictions in 1st equation!') + end + Ri(1:nrestrs,:,indxeqn) = blags; + + %--- Lag restrictions. + indxeqn = 4; %Which equation. + nrestrs = 1; %Number of restrictions. + blags = zeros(nrestrs,k); + cnt = 0; + %--- Keep constant zero. + cnt = cnt+1; + blags(cnt,end) = 1; %Constant = 0. + if cnt~=nrestrs + error('Check lagged restrictions in 1st equation!') + end + Ri(1:nrestrs,:,indxeqn) = blags; end for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -222,30 +222,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m b/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m index ba328cb3de..e9fbeb4099 100644 --- a/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m +++ b/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m @@ -1,4 +1,4 @@ -function [Ui,Vi,n0,np,ixmC0Pres] = ftd_non_rec_5v(lags,nvar,nexo,indxC0Pres) +function [Ui,Vi,n0,np,ixmC0Pres] = ftd_upperchol5v(lags,nvar,nexo,indxC0Pres) % vlist = [127 124 93 141 21]; % 1: GDP; 2: GDP deflator 124 (consumption deflator 79); 3: R; 4: M3 141 (M2 140); 5: exchange rate 21. % varlist={'y', 'P', 'R', 'M3', 'Ex'}; % @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -71,20 +71,20 @@ Qi(1:4,:,1) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:3,:,2) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:2,:,3) = [ 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== @@ -99,7 +99,7 @@ Qi(1:3,:,5) = [ 1 0 0 0 0 0 1 0 0 0 0 0 1 0 0 - ]; + ]; @@ -149,10 +149,10 @@ Qi(1:3,:,5) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -163,30 +163,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_simszha5v.m b/tests/ms-sbvar/archive-files/ftd_simszha5v.m index a48168fc6a..0a0034a9d0 100644 --- a/tests/ms-sbvar/archive-files/ftd_simszha5v.m +++ b/tests/ms-sbvar/archive-files/ftd_simszha5v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -75,30 +75,30 @@ Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations % 0 0 0 0 1 % ]; % Respond to Pcom. Qi(1:3,:,2) = [ - 1 0 0 0 0 - 0 0 0 1 0 - 0 0 0 0 1 - ]; % Not respond to Pcom. + 1 0 0 0 0 + 0 0 0 1 0 + 0 0 0 0 1 + ]; % Not respond to Pcom. %======== The third equation: money demand =========== Qi(1,:,3) = [ - 1 0 0 0 0 - ]; + 1 0 0 0 0 + ]; %======== The fourth equation: y equation =========== Qi(1:4,:,4) = [ - 1 0 0 0 0 - 0 1 0 0 0 - 0 0 1 0 0 - 0 0 0 0 1 - ]; + 1 0 0 0 0 + 0 1 0 0 0 + 0 0 1 0 0 + 0 0 0 0 1 + ]; %======== The fifth equation: p equation =========== Qi(1:3,:,5) = [ - 1 0 0 0 0 - 0 1 0 0 0 - 0 0 1 0 0 - ]; + 1 0 0 0 0 + 0 1 0 0 0 + 0 0 1 0 0 + ]; %===== Lagged restrictions in foreign (Granger causing) block @@ -147,10 +147,10 @@ Qi(1:3,:,5) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -161,30 +161,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol3v.m b/tests/ms-sbvar/archive-files/ftd_upperchol3v.m index 4c221df74f..a5c19f79e8 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol3v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol3v.m @@ -44,17 +44,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -69,12 +69,12 @@ Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations Qi(1:2,:,1) = [ 0 1 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:1,:,2) = [ 0 0 1 - ]; + ]; %======== The third equation =========== @@ -127,10 +127,10 @@ Qi(1:1,:,2) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -141,30 +141,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol4v.m b/tests/ms-sbvar/archive-files/ftd_upperchol4v.m index db0b9c371a..aadac9512f 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol4v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol4v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -70,18 +70,18 @@ Qi(1:3,:,1) = [ 0 1 0 0 0 0 1 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:2,:,2) = [ 0 0 1 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:1,:,3) = [ 0 0 0 1 - ]; + ]; %======== The fourth equation =========== @@ -135,10 +135,10 @@ Qi(1:1,:,3) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -149,30 +149,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol5v.m b/tests/ms-sbvar/archive-files/ftd_upperchol5v.m index 948d0c0d19..b41a60c174 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol5v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol5v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -71,26 +71,26 @@ Qi(1:4,:,1) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:3,:,2) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:2,:,3) = [ 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== Qi(1:1,:,4) = [ 0 0 0 0 1 - ]; + ]; %======== The fifth equation =========== @@ -144,10 +144,10 @@ Qi(1:1,:,4) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -158,30 +158,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol6v.m b/tests/ms-sbvar/archive-files/ftd_upperchol6v.m index 462704c240..c6560ffd98 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol6v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol6v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -72,7 +72,7 @@ Qi(1:5,:,1) = [ 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:4,:,2) = [ @@ -80,27 +80,27 @@ Qi(1:4,:,2) = [ 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:3,:,3) = [ 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== Qi(1:2,:,4) = [ 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The fifth equation =========== Qi(1:1,:,5) = [ 0 0 0 0 0 1 - ]; + ]; %======== The sixth equation =========== @@ -151,10 +151,10 @@ Qi(1:1,:,5) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -165,30 +165,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol7v.m b/tests/ms-sbvar/archive-files/ftd_upperchol7v.m index dc7db34acc..d0dc7969c4 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol7v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol7v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -73,7 +73,7 @@ Qi(1:6,:,1) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:5,:,2) = [ @@ -82,7 +82,7 @@ Qi(1:5,:,2) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:4,:,3) = [ @@ -90,27 +90,27 @@ Qi(1:4,:,3) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== Qi(1:3,:,4) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The fifth equation =========== Qi(1:2,:,5) = [ 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The sixth equation =========== Qi(1:1,:,6) = [ 0 0 0 0 0 0 1 - ]; + ]; %======== The seventh equation =========== @@ -161,10 +161,10 @@ Qi(1:1,:,6) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -175,30 +175,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; - - - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions - - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; + + +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions + +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/data.m b/tests/ms-sbvar/data.m index d8a7c94125..6f738015c7 100644 --- a/tests/ms-sbvar/data.m +++ b/tests/ms-sbvar/data.m @@ -1,193 +1,193 @@ sbvar_data = [ - -9.3174834887745916e-003, 1.7994658843431877e-002, 2.5699999999999997e-002; - 7.7668705855149511e-003, 6.0096276044880881e-003, 3.0800000000000001e-002; - -1.9541593158383108e-003, 1.1443694953360728e-002, 3.5799999999999998e-002; - -7.3230760374594084e-003, 1.6080663886388402e-002, 3.9900000000000005e-002; - 5.7366104256297845e-003, 9.6254961625830138e-003, 3.9300000000000002e-002; - -8.3093609995312789e-003, 1.7721697565065142e-002, 3.7000000000000005e-002; - -1.5818734568909143e-002, 1.8802248364432783e-002, 2.9399999999999999e-002; - -3.8114188274117389e-002, 1.7753163941062411e-002, 2.3000000000000000e-002; - -4.1399862204639426e-002, 4.5389998028741996e-003, 2.0000000000000000e-002; - -3.2217707697825837e-002, 7.3753322217300354e-003, 1.7299999999999999e-002; - -2.5646357007195419e-002, 1.0583418386522991e-002, 1.6799999999999999e-002; - -1.4897222570872337e-002, 1.0366269881014523e-002, 2.4000000000000000e-002; - -6.6220480083236666e-003, 2.3042923285839567e-002, 2.4600000000000000e-002; - -5.3027079623060303e-003, 1.0468178907987236e-002, 2.6099999999999998e-002; - -5.7275387773225717e-003, 1.0815248301383029e-002, 2.8500000000000001e-002; - -1.2909019643277730e-002, 1.3963993831495269e-002, 2.9200000000000000e-002; - -9.6082193296807006e-003, 1.1306915202373702e-002, 2.9700000000000001e-002; - -6.9847294194245180e-003, 4.0554812275257479e-003, 2.9600000000000001e-002; - 1.8176103434601742e-003, 7.3752799189321649e-003, 3.3300000000000003e-002; - -4.5038023245602687e-004, 2.3887283546807359e-002, 3.4500000000000003e-002; - 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0.590822458953444 + 1.892736021185325 0.318399928224863 0.544712037197812 + 1.817727518077365 0.313890597043592 0.493800641801013 + 1.732818354432900 0.308638151751227 0.436587334970866 + 1.709712053275818 0.307294092052731 0.421979569450315 + 1.560777278572816 0.297457158767192 0.322157189475494 + 1.678355925543266 0.305618851041591 0.403484108249424] ; set_dynare_seed('default'); diff --git a/tests/printMakeCheckMatlabErrMsg.m b/tests/printMakeCheckMatlabErrMsg.m index ef9895d853..a72b55401b 100644 --- a/tests/printMakeCheckMatlabErrMsg.m +++ b/tests/printMakeCheckMatlabErrMsg.m @@ -1,9 +1,9 @@ function printMakeCheckMatlabErrMsg(modfilename, exception) -fprintf('\n********************************************\n'); -disp('*** DYNARE-TEST-MATLAB ERROR ENCOUNTERED ***'); -disp('********************************************'); -disp([' WHILE RUNNING MODFILE: ' modfilename]); -fprintf('\n'); -disp(getReport(exception)); -fprintf('*************************************\n\n\n'); + fprintf('\n********************************************\n'); + disp('*** DYNARE-TEST-MATLAB ERROR ENCOUNTERED ***'); + disp('********************************************'); + disp([' WHILE RUNNING MODFILE: ' modfilename]); + fprintf('\n'); + disp(getReport(exception)); + fprintf('*************************************\n\n\n'); end diff --git a/tests/printMakeCheckOctaveErrMsg.m b/tests/printMakeCheckOctaveErrMsg.m index b64bb4bb0e..84e19d00ed 100644 --- a/tests/printMakeCheckOctaveErrMsg.m +++ b/tests/printMakeCheckOctaveErrMsg.m @@ -1,14 +1,14 @@ function printMakeCheckOctaveErrMsg(modfilename, err) -printf("\n"); -printf("********************************************\n"); -printf("*** DYNARE-TEST-OCTAVE ERROR ENCOUNTERED ***\n"); -printf("********************************************\n"); -printf(" WHILE RUNNING MODFILE: %s\n", modfilename); -printf(" MSG: %s\n", err.message); -if (isfield(err, 'stack')) - printf(" IN FILE: %s\n", err.stack(1).file); - printf(" IN FUNCTION: %s\n", err.stack(1).name); - printf(" ON LINE and COLUMN: %d and %d\n",err.stack(1).line,err.stack(1).column); -end -printf("*************************************\n\n\n"); + printf("\n"); + printf("********************************************\n"); + printf("*** DYNARE-TEST-OCTAVE ERROR ENCOUNTERED ***\n"); + printf("********************************************\n"); + printf(" WHILE RUNNING MODFILE: %s\n", modfilename); + printf(" MSG: %s\n", err.message); + if (isfield(err, 'stack')) + printf(" IN FILE: %s\n", err.stack(1).file); + printf(" IN FUNCTION: %s\n", err.stack(1).name); + printf(" ON LINE and COLUMN: %d and %d\n",err.stack(1).line,err.stack(1).column); + end + printf("*************************************\n\n\n"); end diff --git a/tests/recursive/data_ca1.m b/tests/recursive/data_ca1.m index ca003056bd..c28fae1a28 100644 --- a/tests/recursive/data_ca1.m +++ b/tests/recursive/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... - 1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... - 1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... - 1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... - 1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... - 0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... - 1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... - 1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... - 0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... - 1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ... - 1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ... - -0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ... - 0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ... - 0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... - -0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... - 2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... - 1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... - 1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... - 1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ... - 1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ... - 1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ... - 0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ... - 0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ... - 1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ... - 0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ... - 0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ... - 0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ... - 0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ... - -0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ... - -0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ... - -0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ... - -1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ... - 0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ... - 0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ... - 0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ... - -0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ... - 0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ... - 0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ... - 0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ... - 0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ... - 0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ... - 0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ... - 0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... - 1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... - 1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... - 1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... - 0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... - 0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... - -0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... - 0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... - 0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... - 0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... - 0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... - 1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... - 0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... - 0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... - 1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... - 1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... - 0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... - 1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... - 0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... - 1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... - 1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... - 1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... - 1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... - 1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... - 1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... - 1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... - 0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... - 1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... - 0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... - 0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... - 0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... - -0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... - 0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... - 1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... - 1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... - 0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... - ]; - +-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... +-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... +-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... +-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... +-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... +-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... +1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... +2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... +1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... +1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... +1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... +1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... +0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... +1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... +1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... +0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... +1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ... +1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ... +-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ... +0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ... +0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... +-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... +2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... +1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... +1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... +1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ... +1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ... +1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ... +0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ... +0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ... +1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ... +0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ... +0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ... +0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ... +0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ... +-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ... +-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ... +-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ... +-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ... +0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ... +0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ... +0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ... +-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ... +0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ... +0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ... +0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ... +0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ... +0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ... +0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ... +0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... +1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... +1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... +1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... +0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... +0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... +-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... +0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/reporting/ResidTablePage.m b/tests/reporting/ResidTablePage.m index c4e25e3051..c283429a0d 100644 --- a/tests/reporting/ResidTablePage.m +++ b/tests/reporting/ResidTablePage.m @@ -50,7 +50,7 @@ rep = rep.addTable('title', countryName, ... for i=1:length(seriesNames) if (any(strcmp(countryAbbr, otherThree)) && ... - any(strcmp(seriesNames{i}{1}, notForOtherThree))) || ... + any(strcmp(seriesNames{i}{1}, notForOtherThree))) || ... (any(strcmp(countryAbbr, 'US')) && any(strcmp(seriesNames{i}{1}, notForUS))) || ... (any(strcmp(countryAbbr, firstThree)) && any(strcmp(seriesNames{i}{1}, notForFirstThree))) continue diff --git a/tests/reporting/runDynareReport.m b/tests/reporting/runDynareReport.m index c54691fa2c..fe07d3d1c0 100644 --- a/tests/reporting/runDynareReport.m +++ b/tests/reporting/runDynareReport.m @@ -202,13 +202,13 @@ rep = rep.addPage('title', {'Jan1 vs Jan2', 'World Oil and Food Prices'}, ... 'titleFormat', {'\large\bfseries', '\large'}); rep = rep.addSection('cols', 1); rep = rep.addParagraph('text', 'Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.', ... - 'cols', 2, ... - 'heading', '\textbf{My First Paragraph Has Two Columns}'); + 'cols', 2, ... + 'heading', '\textbf{My First Paragraph Has Two Columns}'); rep = rep.addSection('cols', 1); rep = rep.addParagraph('text', 'Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat.\newline', ... - 'heading', '\textbf{My Next Paragraphs Only Have One}', ... - 'indent', false); + 'heading', '\textbf{My Next Paragraphs Only Have One}', ... + 'indent', false); rep = rep.addParagraph('text', 'Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.\newline'); rep = rep.addSection('cols', 2); diff --git a/tests/run_all_unitary_tests.m b/tests/run_all_unitary_tests.m index e01aa29502..49ddb307cd 100644 --- a/tests/run_all_unitary_tests.m +++ b/tests/run_all_unitary_tests.m @@ -73,14 +73,14 @@ else fid = fopen('run_all_unitary_tests.m.trs', 'w+'); end if length(failedtests) > 0 - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: %d\n', counter); - fprintf(fid,':number-failed-tests: %d\n', length(failedtests)); - fprintf(fid,':list-of-failed-tests: %s\n', failedtests{:}); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: %d\n', counter); + fprintf(fid,':number-failed-tests: %d\n', length(failedtests)); + fprintf(fid,':list-of-failed-tests: %s\n', failedtests{:}); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: %d\n', counter); - fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: %d\n', counter); + fprintf(fid,':number-failed-tests: 0\n'); end fprintf(fid,':elapsed-time: %f\n',0.0); fclose(fid); diff --git a/tests/run_block_byte_tests_matlab.m b/tests/run_block_byte_tests_matlab.m index 8d6d149740..b3e017c56e 100644 --- a/tests/run_block_byte_tests_matlab.m +++ b/tests/run_block_byte_tests_matlab.m @@ -29,7 +29,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); % Test Dynare Version if ~strcmp(dynare_version(), getenv('DYNARE_VERSION')) - error('Incorrect version of Dynare is being tested') + error('Incorrect version of Dynare is being tested') end % Test block_bytecode/ls2003.mod with various combinations of @@ -134,14 +134,14 @@ delete('wsMat.mat') cd(getenv('TOP_TEST_DIR')); fid = fopen('run_block_byte_tests_matlab.m.trs', 'w+'); if size(failedBlock,2) > 0 - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: %d\n', num_block_tests); - fprintf(fid,':number-failed-tests: %d\n', size(failedBlock,2)); - fprintf(fid,':list-of-failed-tests: %s\n', failedBlock{:}); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: %d\n', num_block_tests); + fprintf(fid,':number-failed-tests: %d\n', size(failedBlock,2)); + fprintf(fid,':list-of-failed-tests: %s\n', failedBlock{:}); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: %d\n', num_block_tests); - fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: %d\n', num_block_tests); + fprintf(fid,':number-failed-tests: 0\n'); end fprintf(fid,':elapsed-time: %f\n', ecput); fclose(fid); diff --git a/tests/run_block_byte_tests_octave.m b/tests/run_block_byte_tests_octave.m index 2b0890783f..31f8c66b76 100644 --- a/tests/run_block_byte_tests_octave.m +++ b/tests/run_block_byte_tests_octave.m @@ -27,7 +27,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); ## Test Dynare Version if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) - error("Incorrect version of Dynare is being tested") + error("Incorrect version of Dynare is being tested") endif ## Ask gnuplot to create graphics in text mode @@ -42,92 +42,92 @@ num_block_tests = 0; cd([top_test_dir filesep 'block_bytecode']); tic; for blockFlag = 0:1 - for bytecodeFlag = 0:1 - default_solve_algo = 2; - default_stack_solve_algo = 0; - if !blockFlag && !bytecodeFlag - solve_algos = 0:4; - stack_solve_algos = [0 6]; - elseif blockFlag && !bytecodeFlag - solve_algos = [0:4 6:8]; - stack_solve_algos = 0:4; - else - solve_algos = 0:8; - stack_solve_algos = 0:5; - endif + for bytecodeFlag = 0:1 + default_solve_algo = 2; + default_stack_solve_algo = 0; + if !blockFlag && !bytecodeFlag + solve_algos = 0:4; + stack_solve_algos = [0 6]; + elseif blockFlag && !bytecodeFlag + solve_algos = [0:4 6:8]; + stack_solve_algos = 0:4; + else + solve_algos = 0:8; + stack_solve_algos = 0:5; + endif - sleep(1) # Workaround for strange race condition related to the _static.m file + sleep(1) # Workaround for strange race condition related to the _static.m file - for i = 1:length(solve_algos) - num_block_tests = num_block_tests + 1; - if !blockFlag && !bytecodeFlag && (i == 1) - ## This is the reference simulation path against which all - ## other simulations will be tested - try - old_path = path; - save wsOct - run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) - load wsOct - path(old_path); - y_ref = oo_.endo_simul; - save('test.mat','y_ref'); - catch - load wsOct - path(old_path); - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); - end_try_catch - else - try - old_path = path; - save wsOct - run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) - load wsOct - path(old_path); - ## Test against the reference simulation path - load('test.mat','y_ref'); - diff = oo_.endo_simul - y_ref; - if(abs(diff) > options_.dynatol.x) - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; - differr.message = ["ERROR: simulation path differs from the reference path" ]; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], differr); - endif - catch - load wsOct - e = lasterror(); # The path() command alters the lasterror, because of io package - path(old_path); - lasterror(e); - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); - end_try_catch - endif - endfor - for i = 1:length(stack_solve_algos) - num_block_tests = num_block_tests + 1; - try - old_path = path; - save wsOct - run_ls2003(blockFlag, bytecodeFlag, default_solve_algo, stack_solve_algos(i)) - load wsOct - path(old_path); - ## Test against the reference simulation path - load('test.mat','y_ref'); - diff = oo_.endo_simul - y_ref; - if(abs(diff) > options_.dynatol.x) - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; - differr.message = ["ERROR: simulation path differs from the reference path" ]; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], differr); - endif - catch - load wsOct - e = lasterror(); # The path() command alters the lasterror, because of io package - path(old_path); - lasterror(e); - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], lasterror); - end_try_catch + for i = 1:length(solve_algos) + num_block_tests = num_block_tests + 1; + if !blockFlag && !bytecodeFlag && (i == 1) + ## This is the reference simulation path against which all + ## other simulations will be tested + try + old_path = path; + save wsOct + run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) + load wsOct + path(old_path); + y_ref = oo_.endo_simul; + save('test.mat','y_ref'); + catch + load wsOct + path(old_path); + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); + end_try_catch + else + try + old_path = path; + save wsOct + run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) + load wsOct + path(old_path); + ## Test against the reference simulation path + load('test.mat','y_ref'); + diff = oo_.endo_simul - y_ref; + if(abs(diff) > options_.dynatol.x) + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; + differr.message = ["ERROR: simulation path differs from the reference path" ]; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], differr); + endif + catch + load wsOct + e = lasterror(); # The path() command alters the lasterror, because of io package + path(old_path); + lasterror(e); + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); + end_try_catch + endif + endfor + for i = 1:length(stack_solve_algos) + num_block_tests = num_block_tests + 1; + try + old_path = path; + save wsOct + run_ls2003(blockFlag, bytecodeFlag, default_solve_algo, stack_solve_algos(i)) + load wsOct + path(old_path); + ## Test against the reference simulation path + load('test.mat','y_ref'); + diff = oo_.endo_simul - y_ref; + if(abs(diff) > options_.dynatol.x) + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; + differr.message = ["ERROR: simulation path differs from the reference path" ]; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], differr); + endif + catch + load wsOct + e = lasterror(); # The path() command alters the lasterror, because of io package + path(old_path); + lasterror(e); + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], lasterror); + end_try_catch + endfor endfor - endfor endfor ecput = toc; delete('wsOct'); diff --git a/tests/run_m_script.m b/tests/run_m_script.m index 09840efcad..f40fc242c0 100644 --- a/tests/run_m_script.m +++ b/tests/run_m_script.m @@ -22,31 +22,31 @@ top_test_dir = getenv('TOP_TEST_DIR'); cd(directory); try - mscript; - testFailed = false; + mscript; + testFailed = false; catch exception - printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); - testFailed = true; + printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); + testFailed = true; end cd(top_test_dir); name = strtok(getenv('FILESTEM')); fid = fopen([name '.m.tls'], 'w'); if fid < 0 - wd = pwd - filestep = getenv('FILESTEM') - error(['ERROR: problem opening file ' name '.m.tls for writing....']); + wd = pwd + filestep = getenv('FILESTEM') + error(['ERROR: problem opening file ' name '.m.tls for writing....']); end if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); end fclose(fid); exit; \ No newline at end of file diff --git a/tests/run_o_script.m b/tests/run_o_script.m index 723df2e1b1..3edba05829 100644 --- a/tests/run_o_script.m +++ b/tests/run_o_script.m @@ -11,42 +11,42 @@ ## but WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. - ## - ## You should have received a copy of the GNU General Public License - ## along with Dynare. If not, see <http://www.gnu.org/licenses/>. +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see <http://www.gnu.org/licenses/>. - load_octave_packages +load_octave_packages - top_test_dir = getenv('TOP_TEST_DIR'); - [mfile, name] = strtok(getenv('FILESTEM')); +top_test_dir = getenv('TOP_TEST_DIR'); +[mfile, name] = strtok(getenv('FILESTEM')); - [directory, mscript, ext] = fileparts([top_test_dir '/' mfile]); - cd(directory); +[directory, mscript, ext] = fileparts([top_test_dir '/' mfile]); +cd(directory); - try - mscript; - testFailed = false; - catch - printMakeCheckOctaveErrMsg(getenv('FILESTEM'), lasterror); - testFailed = true; - end_try_catch +try + mscript; + testFailed = false; +catch + printMakeCheckOctaveErrMsg(getenv('FILESTEM'), lasterror); + testFailed = true; +end_try_catch - cd(top_test_dir); - name = strtok(getenv('FILESTEM')); - fid = fopen([name '.o.tls'], 'w+'); - if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); - else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); - end - fclose(fid); +cd(top_test_dir); +name = strtok(getenv('FILESTEM')); +fid = fopen([name '.o.tls'], 'w+'); +if testFailed + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); +else + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); +end +fclose(fid); - ## Local variables: - ## mode: Octave - ## End: +## Local variables: +## mode: Octave +## End: diff --git a/tests/run_reporting_test_matlab.m b/tests/run_reporting_test_matlab.m index c716aa4140..00b3356e77 100644 --- a/tests/run_reporting_test_matlab.m +++ b/tests/run_reporting_test_matlab.m @@ -21,7 +21,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); % Test Dynare Version if ~strcmp(dynare_version(), getenv('DYNARE_VERSION')) - error('Incorrect version of Dynare is being tested') + error('Incorrect version of Dynare is being tested') end % To add default directories, empty dseries objects @@ -44,15 +44,15 @@ end cd(getenv('TOP_TEST_DIR')); fid = fopen('run_reporting_test_matlab.m.trs', 'w+'); if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: run_reporting_test_matlab.m\n'); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: run_reporting_test_matlab.m\n'); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: run_reporting_test_matlab.m\n'); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: run_reporting_test_matlab.m\n'); end fprintf(fid,':elapsed-time: %f\n',0.0); fclose(fid); diff --git a/tests/run_reporting_test_octave.m b/tests/run_reporting_test_octave.m index abcee07a33..a992b9a468 100644 --- a/tests/run_reporting_test_octave.m +++ b/tests/run_reporting_test_octave.m @@ -11,58 +11,58 @@ ## but WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. - ## - ## You should have received a copy of the GNU General Public License - ## along with Dynare. If not, see <http://www.gnu.org/licenses/>. +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see <http://www.gnu.org/licenses/>. - load_octave_packages +load_octave_packages - top_test_dir = getenv('TOP_TEST_DIR'); - addpath(top_test_dir); - addpath([top_test_dir filesep '..' filesep 'matlab']); +top_test_dir = getenv('TOP_TEST_DIR'); +addpath(top_test_dir); +addpath([top_test_dir filesep '..' filesep 'matlab']); - ## Test Dynare Version - if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) - error("Incorrect version of Dynare is being tested") - endif +## Test Dynare Version +if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) + error("Incorrect version of Dynare is being tested") +endif - ## Ask gnuplot to create graphics in text mode - ## Note that setenv() was introduced in Octave 3.0.2, for compatibility - ## with MATLAB - putenv("GNUTERM", "dumb") +## Ask gnuplot to create graphics in text mode +## Note that setenv() was introduced in Octave 3.0.2, for compatibility +## with MATLAB +putenv("GNUTERM", "dumb") - ## To add default directories, empty dseries objects - dynare_config([], 0); +## To add default directories, empty dseries objects +dynare_config([], 0); - printf("\n*** TESTING: run_reporting_test_octave.m ***\n"); - try - cd([top_test_dir filesep 'reporting']); - db_a = dseries('db_a.csv'); - db_q = dseries('db_q.csv'); - dc_a = dseries('dc_a.csv'); - dc_q = dseries('dc_q.csv'); - runDynareReport(dc_a, dc_q, db_a, db_q); - testFailed = false; - catch - testFailed = true; - end +printf("\n*** TESTING: run_reporting_test_octave.m ***\n"); +try + cd([top_test_dir filesep 'reporting']); + db_a = dseries('db_a.csv'); + db_q = dseries('db_q.csv'); + dc_a = dseries('dc_a.csv'); + dc_q = dseries('dc_q.csv'); + runDynareReport(dc_a, dc_q, db_a, db_q); + testFailed = false; +catch + testFailed = true; +end - cd(getenv('TOP_TEST_DIR')); - fid = fopen('run_reporting_test_octave.o.trs', 'w+'); - if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: run_reporting_test_octave.m\n'); - else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: run_reporting_test_octave.m\n'); - end - fprintf(fid,':elapsed-time: %f\n',0.0); - fclose(fid); +cd(getenv('TOP_TEST_DIR')); +fid = fopen('run_reporting_test_octave.o.trs', 'w+'); +if testFailed + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: run_reporting_test_octave.m\n'); +else + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: run_reporting_test_octave.m\n'); +end +fprintf(fid,':elapsed-time: %f\n',0.0); +fclose(fid); - ## Local variables: - ## mode: Octave - ## End: +## Local variables: +## mode: Octave +## End: diff --git a/tests/run_test_matlab.m b/tests/run_test_matlab.m index c1922d86ea..7727032f7e 100644 --- a/tests/run_test_matlab.m +++ b/tests/run_test_matlab.m @@ -21,7 +21,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); % Test Dynare Version if ~strcmp(dynare_version(), getenv('DYNARE_VERSION')) - error('Incorrect version of Dynare is being tested') + error('Incorrect version of Dynare is being tested') end % Test MOD files listed in Makefile.am @@ -35,11 +35,11 @@ disp(['*** TESTING: ' modfile ' ***']); tic; save(['wsMat' testfile '.mat']); try - dynare([testfile ext], 'console') - testFailed = false; + dynare([testfile ext], 'console') + testFailed = false; catch exception - printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); - testFailed = true; + printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); + testFailed = true; end top_test_dir = getenv('TOP_TEST_DIR'); [modfile, name] = strtok(getenv('FILESTEM')); @@ -52,20 +52,20 @@ cd(top_test_dir); name = strtok(getenv('FILESTEM')); fid = fopen([name '.m.trs'], 'w'); if fid < 0 - wd = pwd - filestep = getenv('FILESTEM') - error(['ERROR: problem opening file ' name '.m.trs for writing....']); + wd = pwd + filestep = getenv('FILESTEM') + error(['ERROR: problem opening file ' name '.m.trs for writing....']); end if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); end fprintf(fid,':elapsed-time: %f\n', ecput); fclose(fid); diff --git a/tests/run_test_octave.m b/tests/run_test_octave.m index 21987f11e2..4a7854dda2 100644 --- a/tests/run_test_octave.m +++ b/tests/run_test_octave.m @@ -11,70 +11,70 @@ ## but WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. - ## - ## You should have received a copy of the GNU General Public License - ## along with Dynare. If not, see <http://www.gnu.org/licenses/>. +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see <http://www.gnu.org/licenses/>. - ## Implementation notes: - ## - ## Before every call to Dynare, the contents of the workspace is saved in - ## 'wsOct', and reloaded after Dynare has finished (this is necessary since - ## Dynare does a 'clear -all'). +## Implementation notes: +## +## Before every call to Dynare, the contents of the workspace is saved in +## 'wsOct', and reloaded after Dynare has finished (this is necessary since +## Dynare does a 'clear -all'). - load_octave_packages +load_octave_packages - top_test_dir = getenv('TOP_TEST_DIR'); - addpath(top_test_dir); - addpath([top_test_dir filesep '..' filesep 'matlab']); +top_test_dir = getenv('TOP_TEST_DIR'); +addpath(top_test_dir); +addpath([top_test_dir filesep '..' filesep 'matlab']); - ## Test Dynare Version - if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) - error("Incorrect version of Dynare is being tested") - endif +## Test Dynare Version +if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) + error("Incorrect version of Dynare is being tested") +endif - ## Ask gnuplot to create graphics in text mode - graphics_toolkit gnuplot; - setenv("GNUTERM", "dumb"); +## Ask gnuplot to create graphics in text mode +graphics_toolkit gnuplot; +setenv("GNUTERM", "dumb"); - ## Test MOD files listed in Makefile.am - name = getenv("FILESTEM"); - [directory, testfile, ext] = fileparts([top_test_dir '/' name]); - cd(directory); +## Test MOD files listed in Makefile.am +name = getenv("FILESTEM"); +[directory, testfile, ext] = fileparts([top_test_dir '/' name]); +cd(directory); - printf("\n*** TESTING: %s ***\n", name); +printf("\n*** TESTING: %s ***\n", name); - tic; - save(['wsOct' testfile '.mat']); - try - dynare([testfile ext]) - testFailed = false; - catch - printMakeCheckOctaveErrMsg(getenv("FILESTEM"), lasterror); - testFailed = true; - end_try_catch - top_test_dir = getenv('TOP_TEST_DIR'); - name = getenv("FILESTEM"); - [directory, testfile, ext] = fileparts([top_test_dir '/' name]); - load(['wsOct' testfile '.mat']); - ecput = toc; - delete(['wsOct' testfile '.mat']); +tic; +save(['wsOct' testfile '.mat']); +try + dynare([testfile ext]) + testFailed = false; +catch + printMakeCheckOctaveErrMsg(getenv("FILESTEM"), lasterror); + testFailed = true; +end_try_catch +top_test_dir = getenv('TOP_TEST_DIR'); +name = getenv("FILESTEM"); +[directory, testfile, ext] = fileparts([top_test_dir '/' name]); +load(['wsOct' testfile '.mat']); +ecput = toc; +delete(['wsOct' testfile '.mat']); - cd(top_test_dir); - fid = fopen([name '.o.trs'], 'w+'); - if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); - else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); - end - fprintf(fid,':elapsed-time: %f\n', ecput); - fclose(fid); +cd(top_test_dir); +fid = fopen([name '.o.trs'], 'w+'); +if testFailed + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); +else + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); +end +fprintf(fid,':elapsed-time: %f\n', ecput); +fclose(fid); - ## Local variables: - ## mode: Octave - ## End: +## Local variables: +## mode: Octave +## End: diff --git a/tests/shock_decomposition/fsdat_simul.m b/tests/shock_decomposition/fsdat_simul.m index 159612e577..d4f4a8066f 100644 --- a/tests/shock_decomposition/fsdat_simul.m +++ b/tests/shock_decomposition/fsdat_simul.m @@ -1,828 +1,828 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 0.96427632 - 1.0083272 - 1.0007882 - 0.99038262 - 1.0031336 - 0.99500213 - 0.98203716 - 0.9889452 - 1.011632 - 0.99451949 - 0.97291047 - 0.98750871 - 0.99992418 - 0.97657318 - 0.99930448 - 1.0008515 - 1.0044064 - 0.98133792 - 1.0091702 - 1.0087023 - 1.0119876 - 1.0143019 - 1.0311061 - 0.99340471 - 1.0057428 - 0.99197259 - 1.0071019 - 0.99448853 - 1.0061819 - 1.0070088 - 0.9950913 - 1.0302318 - 0.9817693 - 1.0072885 - 0.97355282 - 0.98782586 - 1.0136674 - 0.99863956 - 1.0205668 - 0.99611384 - 1.0073805 - 0.99691529 - 1.0089194 - 1.0030467 - 1.0112006 - 1.0260523 - 0.97803331 - 0.99423374 - 1.0043727 - 1.0140173 - 1.0111473 - 0.99524348 - 0.99775943 - 0.9958619 - 0.9982344 - 1.0210212 - 1.0022288 - 1.0014801 - 1.011456 - 1.0124871 - 0.99843599 - 0.99324886 - 0.99912838 - 1.003327 - 1.0072071 - 1.0115223 - 1.009266 - 1.0070554 - 1.0129916 - 1.0053413 - 1.0051638 - 0.99212952 - 1.0214422 - 0.98716707 - 0.99905788 - 0.98877357 - 0.98568476 - 0.99767393 - 1.0061791 - 0.98423439 - 0.99492949 - 0.98786999 - 0.99754239 - 1.0168619 - 0.99472384 - 1.0041658 - 0.98123181 - 1.0112882 - 0.99245422 - 1.0010255 - 1.0017799 - 1.0089968 - 1.0072824 - 0.99768475 - 1.0044726 - 1.0118678 - 1.0056385 - 1.0276965 - 1.0025122 - 1.0065161 - 1.0234338 - 0.99760167 - 0.98922272 - 1.0101918 - 1.011615 - 1.0085286 - 1.0074455 - 0.98866757 - 0.99959012 - 1.0129881 - 0.99127881 - 0.97971901 - 1.0185314 - 1.020054 - 1.0132605 - 0.98063643 - 0.99490253 - 1.0101531 - 1.0004526 - 1.0059109 - 0.98974491 - 1.0062391 - 1.0216488 - 0.99398446 - 0.97786609 - 1.0019274 - 0.99587153 - 1.0095881 - 1.0111887 - 0.99457649 - 0.97896734 - 1.000172 - 1.0142951 - 1.0034224 - 1.0037242 - 1.0016059 - 1.016556 - 0.99687023 - 1.0117844 - 1.0059212 - 0.98083159 - 0.98638851 - 1.0128713 - 1.0096232 - 1.0115891 - 1.0011213 - 1.0147105 - 1.0066344 - 1.0164429 - 0.99825038 - 0.99403411 + 1.0030045 + 0.99990934 + 1.0172778 + 0.99464043 + 1.0253423 + 1.0150215 + 0.97772557 + 0.97832186 + 1.0159561 + 1.0085937 + 1.0102649 + 1.0007604 + 1.0112596 + 1.0163279 + 1.0173204 + 1.0103896 + 1.0006493 + 0.99447124 + 1.0196405 + 1.0089304 + 0.99650737 + 1.0139707 + 0.97865842 + 1.0192225 + 0.99139628 + 1.0141362 + 1.0196612 + 0.97483476 + 0.99686151 + 0.99594464 + 1.0000642 + 1.0172243 + 1.0025773 + 0.97199728 + 1.0217815 + 1.0219949 + 0.99490252 + 1.0190728 + 1.0111337 + 1.0003792 + 0.98969164 + 1.010438 + 1.0216309 + 1.0016671 + 1.0357588 + 0.98803787 + 1.0093457 + 1.0177035 + 0.98548204 + 1.0274294 + 1.0141377 + 1.0091174 + 0.96427632 + 1.0083272 + 1.0007882 + 0.99038262 + 1.0031336 + 0.99500213 + 0.98203716 + 0.9889452 + 1.011632 + 0.99451949 + 0.97291047 + 0.98750871 + 0.99992418 + 0.97657318 + 0.99930448 + 1.0008515 + 1.0044064 + 0.98133792 + 1.0091702 + 1.0087023 + 1.0119876 + 1.0143019 + 1.0311061 + 0.99340471 + 1.0057428 + 0.99197259 + 1.0071019 + 0.99448853 + 1.0061819 + 1.0070088 + 0.9950913 + 1.0302318 + 0.9817693 + 1.0072885 + 0.97355282 + 0.98782586 + 1.0136674 + 0.99863956 + 1.0205668 + 0.99611384 + 1.0073805 + 0.99691529 + 1.0089194 + 1.0030467 + 1.0112006 + 1.0260523 + 0.97803331 + 0.99423374 + 1.0043727 + 1.0140173 + 1.0111473 + 0.99524348 + 0.99775943 + 0.9958619 + 0.9982344 + 1.0210212 + 1.0022288 + 1.0014801 + 1.011456 + 1.0124871 + 0.99843599 + 0.99324886 + 0.99912838 + 1.003327 + 1.0072071 + 1.0115223 + 1.009266 + 1.0070554 + 1.0129916 + 1.0053413 + 1.0051638 + 0.99212952 + 1.0214422 + 0.98716707 + 0.99905788 + 0.98877357 + 0.98568476 + 0.99767393 + 1.0061791 + 0.98423439 + 0.99492949 + 0.98786999 + 0.99754239 + 1.0168619 + 0.99472384 + 1.0041658 + 0.98123181 + 1.0112882 + 0.99245422 + 1.0010255 + 1.0017799 + 1.0089968 + 1.0072824 + 0.99768475 + 1.0044726 + 1.0118678 + 1.0056385 + 1.0276965 + 1.0025122 + 1.0065161 + 1.0234338 + 0.99760167 + 0.98922272 + 1.0101918 + 1.011615 + 1.0085286 + 1.0074455 + 0.98866757 + 0.99959012 + 1.0129881 + 0.99127881 + 0.97971901 + 1.0185314 + 1.020054 + 1.0132605 + 0.98063643 + 0.99490253 + 1.0101531 + 1.0004526 + 1.0059109 + 0.98974491 + 1.0062391 + 1.0216488 + 0.99398446 + 0.97786609 + 1.0019274 + 0.99587153 + 1.0095881 + 1.0111887 + 0.99457649 + 0.97896734 + 1.000172 + 1.0142951 + 1.0034224 + 1.0037242 + 1.0016059 + 1.016556 + 0.99687023 + 1.0117844 + 1.0059212 + 0.98083159 + 0.98638851 + 1.0128713 + 1.0096232 + 1.0115891 + 1.0011213 + 1.0147105 + 1.0066344 + 1.0164429 + 0.99825038 + 0.99403411 - ]; +]; gp_obs =[ - 1.0079715 - 1.0074573 - 1.0153107 - 1.0152677 - 1.0011653 - 0.99950061 - 1.0328311 - 1.0192317 - 1.009827 - 0.99588916 - 1.007474 - 1.0113061 - 0.98696624 - 0.99978663 - 0.98240542 - 0.98861723 - 0.99008763 - 1.0185076 - 1.0052452 - 0.99447194 - 1.0092685 - 1.01208 - 1.0105237 - 0.98513875 - 1.0165628 - 0.99485934 - 1.0050255 - 1.0140756 - 1.0093128 - 1.0155868 - 1.0107023 - 0.99212762 - 1.0095465 - 1.0028435 - 1.0069437 - 1.0070473 - 1.0145902 - 1.0186922 - 1.0059917 - 1.0113072 - 1.0107386 - 0.99769196 - 0.99793444 - 1.0050791 - 0.98307821 - 1.0107594 - 0.99689982 - 0.98667064 - 0.9991662 - 0.98274722 - 0.98422032 - 0.99393016 - 1.0118567 - 0.99912781 - 1.0023744 - 1.0086662 - 1.0164773 - 1.0169327 - 1.0372478 - 1.0314242 - 1.0004256 - 1.0110541 - 1.0076575 - 1.0119851 - 1.0055188 - 1.0213959 - 1.0234416 - 1.0264917 - 1.0292725 - 1.0385184 - 1.0200999 - 1.0107697 - 1.008583 - 1.0200332 - 1.0030413 - 1.0108659 - 1.0185145 - 1.0168619 - 1.0180462 - 1.0239657 - 1.0205509 - 1.0189973 - 1.0246446 - 1.0135089 - 1.0352973 - 1.0099289 - 1.0266474 - 1.0279829 - 1.0101653 - 1.041216 - 1.0103861 - 1.0114727 - 1.0054605 - 1.0190722 - 1.0114837 - 1.0179213 - 1.006082 - 1.0049696 - 1.0143629 - 0.9971036 - 1.0005602 - 1.0078403 - 1.0240222 - 1.0195063 - 1.0355136 - 1.0218743 - 1.0171331 - 1.0049817 - 1.0140974 - 1.0168431 - 1.0049966 - 1.0045568 - 1.0156414 - 1.0273055 - 1.0197653 - 1.0030624 - 1.0154993 - 0.99782084 - 0.99711648 - 1.014408 - 1.0057417 - 0.99936837 - 1.0096934 - 1.0095138 - 1.0057734 - 1.0114497 - 1.0059784 - 1.0328889 - 1.0098032 - 1.0041114 - 1.0101247 - 1.0181588 - 1.0115712 - 1.0227509 - 1.0065104 - 1.0110902 - 1.0298169 - 1.0089532 - 1.0368733 - 1.0123033 - 1.0060763 - 1.0150937 - 1.0239325 - 0.99555536 - 0.99861271 - 1.0076201 - 0.99941535 - 1.0119522 - 1.0129183 - 0.99288924 - 1.0260784 - 1.0144982 - 1.0121985 - 1.0234916 - 1.02215 - 1.0190118 - 1.0172679 - 1.0118398 - 1.0002123 - 1.0092124 - 1.0071943 - 0.99508468 - 1.0019303 - 1.0030733 - 0.9964198 - 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]; +]; diff --git a/tests/smoother2histval/fsdat_simul.m b/tests/smoother2histval/fsdat_simul.m index ed7853c80b..face0f579b 100644 --- a/tests/smoother2histval/fsdat_simul.m +++ b/tests/smoother2histval/fsdat_simul.m @@ -1,390 +1,390 @@ gp_obs = [ - 1.0193403 - 1.0345762 - 1.0011701 - 1.0147224 - 1.008392 - 1.0488327 - 1.0153551 - 1.0099775 - 1.0260561 - 1.0172218 - 1.0014374 - 1.0184572 - 1.0179988 - 1.0060339 - 1.0019536 - 0.99179578 - 1.004346 - 1.0345153 - 1.0004432 - 0.98327074 - 1.0007585 - 1.0034378 - 1.010532 - 1.0121367 - 1.0097161 - 1.0166682 - 1.0089513 - 1.0194821 - 1.0192704 - 1.0220258 - 1.020915 - 1.0176156 - 1.0040708 - 1.0157694 - 1.0357484 - 1.0256259 - 1.0240583 - 1.0095152 - 1.0241605 - 1.0115295 - 1.003636 - 1.0222399 - 1.0250969 - 1.0068969 - 1.0009829 - 1.0166179 - 1.0252018 - 1.0211178 - 0.99867851 - 0.99594002 - 0.9908135 - 0.99762919 - 0.99616309 - 1.0058679 - 0.99323315 - 1.0132879 - 0.98718922 - 0.99739822 - 0.97858594 - 0.99128769 - 0.98624299 - 0.98447966 - 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1.0114349 - 0.95979862 - 1.0203958 - 1.0071401 - 1.0539221 - 0.95944922 - 1.0051974 - 1.0354593 - 0.98747321 - 1.02788 - 1.0112772 - 1.0052673 - 1.0104239 - 1.013491 - 1.0066127 - 1.0173802 - 0.98273662 - 0.95581791 - 1.0353011 - 1.0346887 - 0.9785853 - 1.0039954 - 0.99275146 - 1.0031733 - 1.0276747 - 0.978159 - 0.98248359 - 1.0192328 - 0.99057865 - 0.99776689 - 0.98890201 - 1.0163644 - 1.0300873 - 0.96109456 - 0.98850646 - 1.0115635 - 1.0010548 - 0.98951687 - 0.98151347 - 1.0106021 - 1.0310697 - 0.990769 - 0.97940286 - 1.0279158 - 1.0070844 - 0.97456591 - 1.0235486 - 0.99211813 - 0.99808011 - 1.0038972 - 1.0178385 - 1.0008656 - 1.0012176 - 1.0120603 - 1.0277974 - 0.95512181 - 1.0341867 - 1.0291133 - 1.0062875 - 0.99385308 - 1.0518127 - 1.0167908 - 0.97311489 - 1.0324251 - 1.0185255 - 0.98698556 - 0.97985038 - 1.0220522 - 0.98358428 - 1.0085008 - 1.0095106 - 0.96544852 - 1.0014508 - 0.99673838 - 0.9703847 - 1.0245765 - 1.0031506 - 1.009074 - 0.98601129 - 0.99799441 - 1.0078514 - 0.98192982 - 1.0371426 - 0.97563731 - 0.99473616 - 0.99510009 - 0.98135322 - 1.0224481 - 0.99779603 - 0.98590478 - 0.98366338 - 0.99767204 - 1.0208174 - 0.97633411 - 1.0138123 - 1.0032682 - 0.99039426 - 1.0087413 - 1.0285208 - 0.98783907 - 1.0007856 - 1.0265034 - 0.99713746 - 1.0032946 - 1.0027628 - 0.99316893 - 0.99241067 - 0.99845423 - 1.0057718 - 1.029354 - 0.9717329 - 1.0218727 - 0.98185255 - 0.99861261 - 1.0114349 - 1.0052126 - 0.9852852 - 0.99669175 - 1.0131849 - 0.99253202 - 0.98255644 - 1.0164264 - 1.0070027 - 0.99306997 - 1.004557 - 0.99064231 - 1.0100364 - 0.99857545 - 1.0365648 - 1.0323947 - 0.99584546 - 0.98641189 - 1.0200377 - 1.0167671 - 0.99615647 - 1.0067481 - 1.0201624 - 1.0012265 - 0.97564063 - 1.0141995 - 1.0260671 - 0.99697599 - 1.0127951 - 0.98922525 - 1.0268872 - 1.0048837 - 1.0124301 - 1.0020776 - 0.95526625 - 0.98592847 - 1.0303405 - 1.007508 - 1.0041718 - 1.0039668 - 1.0119603 - 1.0153073 - 0.99318888 - 0.96711969 - 0.99946578 - 1.0307262 - 0.97737468 - 1.0029169 - 1.0148043 - 0.97950296 - 0.97038701 - 1.010492 - 1.0087364 - 0.99717614 - 1.0375848 - 0.94419511 - 0.98325812 - 1.0350878 - 0.99049883 - 0.98795832 - 1.0191223 - 1.0148155 - 0.97941641 - 1.0395356 - 1.0005804 - 0.99178697 - 1.0024326 - 1.0312638 - 1.0100942 - 0.98526311 - 1.0029873 - 0.9836127 - 0.99747718 - 1.0193064 - 0.99270511 - 0.96646656 - 1.0575586 - 0.98945919 - ]; + 1.0114349 + 0.95979862 + 1.0203958 + 1.0071401 + 1.0539221 + 0.95944922 + 1.0051974 + 1.0354593 + 0.98747321 + 1.02788 + 1.0112772 + 1.0052673 + 1.0104239 + 1.013491 + 1.0066127 + 1.0173802 + 0.98273662 + 0.95581791 + 1.0353011 + 1.0346887 + 0.9785853 + 1.0039954 + 0.99275146 + 1.0031733 + 1.0276747 + 0.978159 + 0.98248359 + 1.0192328 + 0.99057865 + 0.99776689 + 0.98890201 + 1.0163644 + 1.0300873 + 0.96109456 + 0.98850646 + 1.0115635 + 1.0010548 + 0.98951687 + 0.98151347 + 1.0106021 + 1.0310697 + 0.990769 + 0.97940286 + 1.0279158 + 1.0070844 + 0.97456591 + 1.0235486 + 0.99211813 + 0.99808011 + 1.0038972 + 1.0178385 + 1.0008656 + 1.0012176 + 1.0120603 + 1.0277974 + 0.95512181 + 1.0341867 + 1.0291133 + 1.0062875 + 0.99385308 + 1.0518127 + 1.0167908 + 0.97311489 + 1.0324251 + 1.0185255 + 0.98698556 + 0.97985038 + 1.0220522 + 0.98358428 + 1.0085008 + 1.0095106 + 0.96544852 + 1.0014508 + 0.99673838 + 0.9703847 + 1.0245765 + 1.0031506 + 1.009074 + 0.98601129 + 0.99799441 + 1.0078514 + 0.98192982 + 1.0371426 + 0.97563731 + 0.99473616 + 0.99510009 + 0.98135322 + 1.0224481 + 0.99779603 + 0.98590478 + 0.98366338 + 0.99767204 + 1.0208174 + 0.97633411 + 1.0138123 + 1.0032682 + 0.99039426 + 1.0087413 + 1.0285208 + 0.98783907 + 1.0007856 + 1.0265034 + 0.99713746 + 1.0032946 + 1.0027628 + 0.99316893 + 0.99241067 + 0.99845423 + 1.0057718 + 1.029354 + 0.9717329 + 1.0218727 + 0.98185255 + 0.99861261 + 1.0114349 + 1.0052126 + 0.9852852 + 0.99669175 + 1.0131849 + 0.99253202 + 0.98255644 + 1.0164264 + 1.0070027 + 0.99306997 + 1.004557 + 0.99064231 + 1.0100364 + 0.99857545 + 1.0365648 + 1.0323947 + 0.99584546 + 0.98641189 + 1.0200377 + 1.0167671 + 0.99615647 + 1.0067481 + 1.0201624 + 1.0012265 + 0.97564063 + 1.0141995 + 1.0260671 + 0.99697599 + 1.0127951 + 0.98922525 + 1.0268872 + 1.0048837 + 1.0124301 + 1.0020776 + 0.95526625 + 0.98592847 + 1.0303405 + 1.007508 + 1.0041718 + 1.0039668 + 1.0119603 + 1.0153073 + 0.99318888 + 0.96711969 + 0.99946578 + 1.0307262 + 0.97737468 + 1.0029169 + 1.0148043 + 0.97950296 + 0.97038701 + 1.010492 + 1.0087364 + 0.99717614 + 1.0375848 + 0.94419511 + 0.98325812 + 1.0350878 + 0.99049883 + 0.98795832 + 1.0191223 + 1.0148155 + 0.97941641 + 1.0395356 + 1.0005804 + 0.99178697 + 1.0024326 + 1.0312638 + 1.0100942 + 0.98526311 + 1.0029873 + 0.9836127 + 0.99747718 + 1.0193064 + 0.99270511 + 0.96646656 + 1.0575586 + 0.98945919 +]; diff --git a/tests/steady_state/walsh1_old_ss_steadystate.m b/tests/steady_state/walsh1_old_ss_steadystate.m index 380a4737b0..cc09a2d2f0 100644 --- a/tests/steady_state/walsh1_old_ss_steadystate.m +++ b/tests/steady_state/walsh1_old_ss_steadystate.m @@ -12,26 +12,26 @@ check = 0; %% Enter model equations here - -pi = thetass-1; -en = 1/3; -eR = 1/betta; -y_k = (1/alphha)*(1/betta-1+delta); -ek = en*y_k^(-1/(1-alphha)); -ec = ek*(y_k-delta); -em = ec*(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^(-1/b); -ey = ek*y_k; -Xss = a*ec^(1-b)*(1+(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^((b-1)/b)); -Psi = (1-alphha)*(ey/en)*Xss^((b-phi1)/(1-b))*a*ec^(-b)*(1-en)^eta; -n = log(en); -k = log(ek); -m = log(em); -c = log(ec); -y = log(ey); -R = log(eR); -z = 0; -u = 0; - + + pi = thetass-1; + en = 1/3; + eR = 1/betta; + y_k = (1/alphha)*(1/betta-1+delta); + ek = en*y_k^(-1/(1-alphha)); + ec = ek*(y_k-delta); + em = ec*(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^(-1/b); + ey = ek*y_k; + Xss = a*ec^(1-b)*(1+(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^((b-1)/b)); + Psi = (1-alphha)*(ey/en)*Xss^((b-phi1)/(1-b))*a*ec^(-b)*(1-en)^eta; + n = log(en); + k = log(ek); + m = log(em); + c = log(ec); + y = log(ey); + R = log(eR); + z = 0; + u = 0; + %% end own model equations for iter = 1:length(M_.params) %update parameters set in the file -- GitLab