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function [z, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist)
% function plot_shock_decomposition(M_,oo_,options_,varlist)
% Plots the results of shock_decomposition
%
% INPUTS
% M_: [structure] Definition of the model
% oo_: [structure] Storage of results
% options_: [structure] Options
% varlist: [char] List of variables
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2016-2017 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/>.
options_.nodisplay = options_.plot_shock_decomp.nodisplay;
options_.graph_format = options_.plot_shock_decomp.graph_format;
% indices of endogenous variables
if size(varlist,1) == 0
varlist = M_.endo_names(1:M_.orig_endo_nbr,:);
end
[i_var,nvar,index_uniques] = varlist_indices(varlist,M_.endo_names);
varlist=varlist(index_uniques,:);
% number of variables
endo_nbr = M_.endo_nbr;
% number of shocks
nshocks = M_.exo_nbr;
% type = '';
fig_name='';
% detail_plot=0;
% realtime_=0; % 0 is standard; 1 is realtime (pool/vintage); 2 is conditional (pool/vintage); 3 is forecast (pool/vintage)
% vintage_=0; % 0 pool realtime/conditional; int: forecast/conditional shock decompositions
% forecast_=0;
% steadystate=0;
% write_xls=0;
if isfield(options_.plot_shock_decomp,'expand') % private trap for uimenu calls
expand=options_.plot_shock_decomp.expand;
else
expand=0;
options_.plot_shock_decomp.expand=0;
end
if ~isempty(options_.plot_shock_decomp.fig_name)
fig_name=[' ' options_.plot_shock_decomp.fig_name];
end
type=options_.plot_shock_decomp.type;
detail_plot=options_.plot_shock_decomp.detail_plot;
realtime_= options_.plot_shock_decomp.realtime;
vintage_ = options_.plot_shock_decomp.vintage;
forecast_ = options_.shock_decomp.forecast;
steadystate = options_.plot_shock_decomp.steadystate;
write_xls = options_.plot_shock_decomp.write_xls;
if vintage_
forecast_ = min(forecast_,options_.nobs-vintage_);
end
initial_date = options_.initial_date;
if isempty(initial_date)
if isempty(type)
% we assume annual model
initial_date = dates('1Y');
else
% we assume the sample starts in Q1
initial_date = dates('1Q1');
end
end
if isfield(options_.plot_shock_decomp,'q2a') % private trap for aoa calls
q2a=options_.plot_shock_decomp.q2a;
if isstruct(q2a) && isempty(fieldnames(q2a))
q2a=0;
end
else
q2a=0;
end
switch realtime_
case 0
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
z = oo_.shock_decomposition;
end
fig_name1=fig_name;
case 1 % realtime
if vintage_
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
z = oo_.realtime_shock_decomposition.(['time_' int2str(vintage_)]);
end
fig_name1=[fig_name ' realtime (vintage ' char(initial_date+vintage_-1) ')'];
else
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
z = oo_.realtime_shock_decomposition.pool;
end
fig_name1=[fig_name ' realtime (rolling)'];
end
case 2 % conditional
if vintage_
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
z = oo_.realtime_conditional_shock_decomposition.(['time_' int2str(vintage_)]);
end
initial_date = initial_date+vintage_-1;
fig_name1=[fig_name ' ' int2str(forecast_) '-step ahead conditional forecast (given ' char(initial_date) ')'];
else
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
z = oo_.conditional_shock_decomposition.pool;
end
fig_name1=[fig_name ' 1-step ahead conditional forecast (rolling)'];
end
case 3 % forecast
if vintage_
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
z = oo_.realtime_forecast_shock_decomposition.(['time_' int2str(vintage_)]);
end
initial_date = initial_date+vintage_-1;
fig_name1=[fig_name ' ' int2str(forecast_) '-step ahead forecast (given ' char(initial_date) ')'];
else
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
z = oo_.realtime_forecast_shock_decomposition.pool;
end
fig_name1=[fig_name ' 1-step ahead forecast (rolling)'];
end
end
if isfield(oo_.dr,'ys')
steady_state = oo_.dr.ys;
else
steady_state = oo_.steady_state;
end
if isequal(type,'aoa') && isstruct(q2a)
if (expand && isfield(options_.plot_shock_decomp,'zfull'))
za = options_.plot_shock_decomp.zfull;
genda = size(za,3);
endo_nbra = size(za,1);
[za, shock_names, M_] = make_the_groups(za,genda,endo_nbra,nshocks,M_, options_);
end
if realtime_
% take all dates where realtime is saved
qqq=options_.initial_date+options_.shock_decomp.save_realtime(:)-1;
% take the first Q4 of saved realtime
t0=min(options_.shock_decomp.save_realtime(qqq.time(:,2)==4));
if isempty(t0)
error('the realtime decompositions are not stored in Q4! Please check your dates and settings.')
end
if ~isfield(q2a,'var_type') % private trap for aoa calls
q2a.var_type=1;
end
if ~isfield(q2a,'islog') % private trap for aoa calls
q2a.islog=0;
end
if ~isfield(q2a,'GYTREND0') % private trap for aoa calls
q2a.GYTREND0=0;
end
if ~isfield(q2a,'aux') % private trap for aoa calls
q2a.aux=0;
end
if ~isfield(q2a,'cumfix') % private trap for aoa calls
q2a.cumfix=1;
end
if ~isfield(q2a,'plot') % private trap for aoa calls
q2a.plot=1; % growth rate
end
% if isstruct(q2a.aux) && ischar(q2a.aux.y)
% opts=options_;
% opts.plot_shock_decomp.type='qoq';
% [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,opts,q2a.aux.y);
% q2a.aux.y=y_aux;
% q2a.aux.yss=steady_state_aux;
% end
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
mygroup = options_.plot_shock_decomp.use_shock_groups;
options_.plot_shock_decomp.use_shock_groups='';
zafull = ...
annualized_shock_decomposition(oo_,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
options_.plot_shock_decomp.use_shock_groups = mygroup;
end
[za, endo_names, endo_names_tex, steady_state, i_var, oo_] = ...
annualized_shock_decomposition(oo_,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
end
% if realtime_<2
% initial_date = initial_date1;
% else
% initial_date = initial_date0;
% end
end
end
if ~expand
fig_name = fig_name1;
end
if options_.plot_shock_decomp.use_shock_groups
fig_name=[fig_name ' group ' options_.plot_shock_decomp.use_shock_groups];
if (expand && isfield(options_.plot_shock_decomp,'zfull'))
z = options_.plot_shock_decomp.zfull;
endo_names = options_.plot_shock_decomp.endo_names;
endo_names_tex = options_.plot_shock_decomp.endo_names_tex;
steady_state=steady_state(i_var);
i_var = 1;
if ~(isequal(type,'aoa') && isstruct(q2a))
gend = size(z,3);
endo_nbr = size(z,1);
[z, shock_names, M_] = make_the_groups(z,gend,endo_nbr,nshocks,M_,options_);
M_.endo_names = endo_names;
M_.endo_names_tex = endo_names_tex;
end
else
gend = size(z,3);
zfull = z;
[z, shock_names, M_] = make_the_groups(z,gend,endo_nbr,nshocks,M_,options_);
end
else
shock_names = M_.exo_names;
end
func = @(x) colorspace('RGB->Lab',x);
MAP = distinguishable_colors(size(z,2)-1,'w',func);
% MAP = [MAP; MAP(end,:)];
MAP(end,:) = [0.7 0.7 0.7];
% MAP = [MAP; [0.7 0.7 0.7]; [0.3 0.3 0.3]];
if isempty(options_.plot_shock_decomp.colormap)
options_.plot_shock_decomp.colormap = MAP;
end
switch type
case '' % default
case 'qoq'
case 'yoy'
z=z(:,:,1:end-3)+z(:,:,2:end-2)+z(:,:,3:end-1)+z(:,:,4:end);
if ~isempty(initial_date)
initial_date = initial_date+3;
else
initial_date = dates('1Q4');
end
steady_state = 4*steady_state;
case 'aoa'
if isempty(initial_date)
t0=1; % we assume the sample starts Q1 of 1st year
initial_date = dates('1Y');
else
initial_date0 = dates([int2str(initial_date.time(1)) 'Y']);
if initial_date.time(2)==1 % the first year is full
t0=1;
initial_date1=initial_date0;
else
t0=(4-initial_date.time(2)+2); % 1st period of the 1st full year in sample
initial_date1=initial_date0+1;
end
end
if realtime_ == 0
t0=t0+4-1; % we start in Q4 of the first full year
end
if isempty(options_.plot_shock_decomp.plot_init_date) && realtime_ == 0
options_.plot_shock_decomp.plot_init_date=initial_date+t0;
end
if isstruct(q2a)
if realtime_ == 0
if ~isfield(q2a,'var_type') % private trap for aoa calls
q2a.var_type=1;
end
if ~isfield(q2a,'islog') % private trap for aoa calls
q2a.islog=0;
end
if ~isfield(q2a,'GYTREND0') % private trap for aoa calls
q2a.GYTREND0=0;
end
if ~isfield(q2a,'aux') % private trap for aoa calls
q2a.aux=0;
end
if ~isfield(q2a,'cumfix') % private trap for aoa calls
q2a.cumfix=1;
end
if ~isfield(q2a,'plot') % private trap for aoa calls
q2a.plot=1; % growth rate
end
if ~(expand && isfield(options_.plot_shock_decomp,'zfull'))
if isstruct(q2a.aux) && ischar(q2a.aux.y)
opts=options_;
opts.plot_shock_decomp.type='qoq';
[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,opts,q2a.aux.y);
q2a.aux.y=y_aux;
q2a.aux.yss=steady_state_aux;
end
[za, endo_names, endo_names_tex, steady_state, i_var, oo_] = ...
annualized_shock_decomposition(z,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
mygroup = options_.plot_shock_decomp.use_shock_groups;
options_.plot_shock_decomp.use_shock_groups='';
zafull = ...
annualized_shock_decomposition(z,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
options_.plot_shock_decomp.use_shock_groups = mygroup;
end
end
end
z = za;
if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
zfull = zafull;
end
M_.endo_names = endo_names;
M_.endo_names_tex = endo_names_tex;
% endo_nbr = size(z,1);
if realtime_<2
initial_date = initial_date1;
else
initial_date = initial_date0;
end
else
% this is for quarterly-annualized variables already defined in model, so we can just take Q4
t0=4-initial_date.time(2)+1;
initial_date = initial_date0;
z=z(:,:,t0:4:end);
end
if ~isempty(options_.plot_shock_decomp.plot_init_date)
options_.plot_shock_decomp.plot_init_date = dates([int2str(options_.plot_shock_decomp.plot_init_date.time(1)) 'Y']);
end
if ~isempty(options_.plot_shock_decomp.plot_end_date)
options_.plot_shock_decomp.plot_end_date = dates([int2str(options_.plot_shock_decomp.plot_end_date.time(1)) 'Y']);
end
otherwise
error('plot_shock_decomposition:: Wrong type')
end
if steadystate
options_.plot_shock_decomp.steady_state=steady_state;
end
if nargout
z=z(i_var,:,:);
steady_state = steady_state(i_var);
return
end
% here we crop data if needed
my_initial_date = initial_date;
a = 1;
b = size(z,3);
if ~isempty(options_.plot_shock_decomp.plot_init_date)
my_initial_date = max(initial_date,options_.plot_shock_decomp.plot_init_date);
a = find((initial_date:initial_date+b-1)==options_.plot_shock_decomp.plot_init_date);
end
if ~isempty(options_.plot_shock_decomp.plot_end_date)
b = find((initial_date:initial_date+b-1)==options_.plot_shock_decomp.plot_end_date);
end
z = z(:,:,a:b);
% end crop data
options_.plot_shock_decomp.fig_name=fig_name;
options_.plot_shock_decomp.orig_varlist = varlist;
if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
options_.plot_shock_decomp.zfull = zfull;
end
if detail_plot
graph_decomp_detail(z,shock_names,M_.endo_names,i_var,my_initial_date,M_,options_)
else
graph_decomp(z,shock_names,M_.endo_names,i_var,my_initial_date,M_,options_);
end
if write_xls
WriteShockDecomp2Excel(z,shock_names,M_.endo_names,i_var,my_initial_date,M_,options_,options_.plot_shock_decomp);
end
end
function [z, shock_names, M_] = make_the_groups(z,gend,endo_nbr,nshocks,M_,options_)
shock_groups = M_.shock_groups.(options_.plot_shock_decomp.use_shock_groups);
shock_ind = fieldnames(shock_groups);
ngroups = length(shock_ind);
shock_names = shock_ind;
for i=1:ngroups
shock_names{i} = (shock_groups.(shock_ind{i}).label);
end
zz = zeros(endo_nbr,ngroups+2,gend);
kcum=[];
for i=1:ngroups
for j = shock_groups.(shock_ind{i}).shocks
k = find(strcmp(j,cellstr(M_.exo_names)));
zz(:,i,:) = zz(:,i,:) + z(:,k,:);
z(:,k,:) = 0;
kcum = [kcum k];
end
end
zothers = sum(z(:,1:nshocks,:),2);
shock_groups.(['group' int2str(ngroups+1)]).label = 'Others';
shock_groups.(['group' int2str(ngroups+1)]).shocks = cellstr(M_.exo_names(find(~ismember([1:M_.exo_nbr],kcum)),:))';
M_.shock_groups.(options_.plot_shock_decomp.use_shock_groups)=shock_groups;
if any(any(zothers))
shock_names = [shock_names; {'Others + Initial Values'}];
end
zz(:,ngroups+1,:) = sum(z(:,1:nshocks+1,:),2);
zz(:,ngroups+2,:) = z(:,nshocks+2,:);
z = zz;
end
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