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function plot_ms_forecast(M_, options_, forecast, figure_name)
% function plot_ms_forecast(M_, options_, forecast, figure_name)
% plots the forecast from the output from a ms-sbvar
%
% INPUTS
% M_: (struct) model structure
% options_: (struct) options
% forecast: (matrix) in the form (percentile x horizon x nvar ), if banded otherwise
% ( horizon x nvar )
% figure_name: (string) title
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2011-2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% 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/>.
nc = 2;
nr = 2;
nvars = M_.endo_nbr;
endo_names = M_.endo_names;
var_list = endo_names(1:M_.orig_endo_nbr,:);
names = {};
tex_names = {};
m = 1;
for i = 1:size(var_list)
tmp = strmatch(var_list(i,:),endo_names,'exact');
if isempty(tmp)
error([var_list(i,:) ' isn''t and endogenous variable'])
end
tex_name = deblank(M_.endo_names_tex(i,:));
if ~isempty(tex_name)
names{m} = deblank(var_list(i,:));
tex_names{m} = tex_name;
m = m + 1;
end
end
dims = size(forecast);
if (length(dims) == 2)
% Point Forecast (horizon x nvars )
horizon = dims(1);
num_percentiles = 1;
elseif (length(dims) == 3)
% Banded Forecast
horizon = dims(2);
num_percentiles = dims(1);
else
error('The impulse response matrix passed to be plotted does not appear to be the correct size');
end
if num_percentiles == 1
plot_point_forecast(forecast, nvars, nr, nc, var_list, figure_name, ...
options_.graph_save_formats, options_.TeX, names, tex_names, ...
[options_.ms.output_file_tag filesep 'Output' filesep 'Forecast']);
else
plot_banded_forecast(forecast, nvars, nr, nc, var_list, num_percentiles, ...
figure_name, options_.graph_save_formats, options_.TeX, names, tex_names, ...
[options_.ms.output_file_tag filesep 'Output' filesep 'Forecast']);
end
end
function plot_point_forecast(forecast,nvars,nr,nc,endo_names,figure_name,save_graph_formats,TeX,names,tex_names,dirname)
if nvars > nr*nc
graph_name = ['MS (1) ' figure_name];
figure('Name', graph_name);
else
graph_name = figure_name;
figure('Name', graph_name);
end
m = 1;
n_fig = 1;
for j=1:nvars
if m > nr*nc
graph_name = ['MS (' int2str(n_fig) ') ' figure_name];
dyn_save_graph(dirname,['MS-forecast-' int2str(n_fig)],...
save_graph_formats,TeX,names,tex_names,graph_name);
n_fig =n_fig+1;
figure('Name', graph_name);
m = 1;
end
subplot(nr,nc,m);
vn = deblank(endo_names(j,:));
plot(forecast(:,j))
title(vn,'Interpreter','none');
grid on;
m = m+1;
end
if m > 1
dyn_save_graph(dirname,['MS-forecast-' int2str(n_fig)],...
save_graph_formats,TeX,names,tex_names,graph_name);
end
end
function plot_banded_forecast(forecast,nvars,nr,nc,endo_names,num_percentiles,figure_name,save_graph_formats,TeX,names,tex_names,dirname)
if nvars > nr*nc
graph_name = ['MS (1) ' figure_name];
figure('Name', graph_name);
else
graph_name = figure_name;
figure('Name', graph_name);
end
m = 1;
n_fig = 1;
for j=1:nvars
if m > nr*nc
graph_name = ['MS (' int2str(n_fig) ') ' figure_name];
dyn_save_graph(dirname,['MS-forecast-' int2str(n_fig)],...
save_graph_formats,TeX,names,tex_names,graph_name);
n_fig =n_fig+1;
figure('Name',graph_name);
m = 1;
end
subplot(nr,nc,m);
vn = deblank(endo_names(j,:));
for k=1:num_percentiles
if ceil(num_percentiles/2) == k
plot(forecast(k,:,j),'LineWidth',1.5)
else
plot(forecast(k,:,j),'LineWidth',1.1)
end
if k==1
hold on;
end
end
title(vn,'Interpreter','none');
hold off
grid on;
m = m+1;
end
if m > 1
dyn_save_graph(dirname,['MS-forecast-' int2str(n_fig)],...
save_graph_formats,TeX,names,tex_names,graph_name);
end
end
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