1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
|
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) 2011-2017 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
|
