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function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
% function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
% plot the variance decomposition of shocks
%
% INPUTS
% M_: (struct) model structure
% options_: (struct) options
% vd: (matrix) variance decomposition
% figure_name: (string) graph name
%
% OPTIONAL INPUTS
% 'data': the actual data, TxK with K=number of data series
% 'steady': the steady state value, TxK
% 'shock_names': to specify the names of the shocks
% 'series_names': to specify the names of the different series
% 'dates': pass a date vector to use, otherwise will just index on 1:T
% 'colors': Jx3 list of the rgb colors to use for each shock
%
% 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/>.
if length(size(vd)) == 3
plot_ms_variance_decomposition_error_bands(M_, options_, vd, figure_name);
return;
end
nvars = M_.endo_nbr;
endo_names = M_.endo_names;
names = {};
tex_names = {};
m = 1;
for i=1:M_.orig_endo_nbr
tex_name = deblank(M_.endo_names_tex(i,:));
if ~isempty(tex_name)
names{m} = deblank(endo_names(i,:));
tex_names{m} = tex_name;
m = m + 1;
end
end
dims = size(vd);
if length(dims) == 3
T = dims(1);
K = dims(2);
J = dims(3);
shocks = vd;
else
T = dims(1);
K = nvars;
J = nvars;
temp_vd = zeros(T,K,J);
for i=1:nvars
for j=1:nvars
temp_vd(:,i,j) = vd(:,((j-1) + ((i-1)*nvars)+1));
end
end
shocks = temp_vd;
end
for i=1:nvars
shock_names{i} = endo_names(i,:);
series_names{i} = endo_names(i,:);
end
x = [1:T];
plot_dates = 0;
data = 0;
steady = 0;
colors = [ .1 .1 .75
.8 0 0
1 .7 .25
1 1 0
.5 1 .5
.7 .7 .1
.5 .6 .2
.1 .5 .1];
% overide the defaults with optional inputs
for i=1:length(varargin)
if strcmpi(varargin{i},'data')
data = varargin{i+1};
elseif strcmpi(varargin{i},'steady')
steady = varargin{i+1};
elseif strcmpi(varargin{i},'shock_names')
shock_names = varargin{i+1};
elseif strcmpi(varargin{i},'series_names')
series_names = varargin{i+1};
elseif strcmpi(varargin{i}, 'dates')
x = varargin{i+1}; plot_dates = 1;
elseif strcmpi(varargin{i},'colors')
colors = varargin{i+1};
end
end
% add an extra period to the time series
x(T+1) = x(T) + (x(T) - x(T-1));
figure('Name',figure_name)
for k=1:K
% Go through each series
subplot(K,1,k);
sshocks = shocks(:,k,:);
hold on
% plot the stacked shocks
for t=1:T
% step through each time period
pos_position = 0; neg_position = 0;
xt = [x(t) x(t) x(t+1) x(t+1)];
for j=1:J
% stack each shock
st = sshocks(t,1,j);
if st < 0
yi = st+neg_position;
y = [neg_position yi yi neg_position];
neg_position = yi;
else
yi = st+pos_position;
y = [pos_position yi yi pos_position];
pos_position = yi;
end
fill(xt,y,colors(j,:));
XY(t,j,:) = y;
end
end
if data
plot(x(2:end)',data(:,k),'k','LineWidth',2.5);
end
if steady
plot(x(2:end)',steady(:,k), '--k','LineWidth',2.25);
end
if k==K
if isoctave
legend(shock_names,'Location','SouthOutside');
else
legend(shock_names,'Location','BestOutside','Orientation','horizontal');
end
end
hold off
if plot_dates
datetick 'x';
end
xlim([min(x),max(x)])
ylim([0 , 1])
grid on
title(series_names{k});
end
dyn_save_graph([options_.ms.output_file_tag filesep 'Output' ...
filesep 'Variance_Decomposition'], 'MS-Variance-Decomposition', ...
options_.graph_save_formats, options_.TeX, names, tex_names, ...
'Variance decomposition');
end
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