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function forecast_graphs(var_list,M_, oo_,options_)
% function forecast_graphs(var_list,M_, oo_,options_)
% Plots the classical forecasts created by dyn_forecast.m
%
% Inputs:
% o var_list character array with variable names
% o M_ model structure
% o oo_ outputs structure
% o options_ options structure
% Copyright (C) 2008-2018 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 = 4;
nr = 3;
endo_names = M_.endo_names;
fname = M_.fname;
dname = M_.dname;
yf = oo_.forecast.Mean;
hpdinf = oo_.forecast.HPDinf;
hpdsup = oo_.forecast.HPDsup;
if isempty(var_list)
var_list = endo_names(1:M_.orig_endo_nbr);
end
i_var = [];
for i = 1:length(var_list)
tmp = strmatch(var_list{i}, endo_names, 'exact');
if isempty(tmp)
error([var_list{i} ' isn''t an endogenous variable'])
end
i_var = [i_var; tmp];
end
nvar = length(i_var);
% create subdirectory <dname>/graphs if id doesn't exist
if ~exist(dname, 'dir')
mkdir('.',dname);
end
if ~exist([dname '/graphs'],'dir')
mkdir(dname,'graphs');
end
if options_.TeX && any(strcmp('eps', cellstr(options_.graph_format)))
fidTeX = write_LaTeX_header([M_.dname '/graphs/', fname, '_forcst.tex']);
end
m = 1;
n_fig = 1;
hh = dyn_figure(options_.nodisplay, 'Name', 'Forecasts (I)');
for j= 1:nvar
if m > nc*nr
dyn_saveas(hh,[ dname '/graphs/forcst' int2str(n_fig)], options_.nodisplay, options_.graph_format);
if options_.TeX && any(strcmp('eps', cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/forcst%d}\n',dname,n_fig);
fprintf(fidTeX,'\\label{Fig:forcst:%d}\n',n_fig);
fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals}\n',options_.forecasts.conf_sig*100);
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
n_fig =n_fig+1;
eval(['hh=dyn_figure(options_.nodisplay,''Name'',''Forecasts (' int2str(n_fig) ')'');']);
m = 1;
end
subplot(nr, nc, m);
vn = endo_names{i_var(j)};
obs = 0;
plot([NaN(obs,1); yf.(vn)],'b-');
hold on
plot([NaN(obs,1); hpdinf.(vn)],'b-');
hold on
plot([NaN(obs,1); hpdsup.(vn)],'b-');
title(vn,'Interpreter','none');
xlim([1 obs+length(hpdsup.(vn))])
hold off
m = m + 1;
end
if m > 1
dyn_saveas(hh,[dname '/graphs/forcst' int2str(n_fig)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/forcst%d}\n',dname,n_fig);
fprintf(fidTeX,'\\label{Fig:forcst:%d}\n',n_fig);
fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals}\n',options_.forecasts.conf_sig*100);
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
write_LaTeX_footer(fidTeX);
end
if isfield(oo_.forecast,'HPDinf_ME')
var_names=fieldnames(oo_.forecast.HPDinf_ME);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fidTeX=write_LaTeX_header([M_.dname '/graphs/',fname,'_forcst_ME.tex']);
end
m = 1;
n_fig = 1;
hh=dyn_figure(options_.nodisplay,'Name','Forecasts including ME (I)');
for j= 1:length(var_names)
if m > nc*nr
dyn_saveas(hh,[ dname '/graphs/forcst_ME' int2str(n_fig)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s/graphs/forcst_ME%d}\n',options_.figures.textwidth*min((m-1)/nc,1),dname,n_fig);
fprintf(fidTeX,'\\label{Fig:forcst_ME:%d}\n',n_fig);
fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals accounting for measurement error}\n',options_.forecasts.conf_sig*100);
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
n_fig =n_fig+1;
eval(['hh=dyn_figure(options_.nodisplay,''Name'',''Forecasts (' int2str(n_fig) ')'');']);
m = 1;
end
subplot(nr,nc,m);
vn = var_names{j};
obs = 0;
plot([NaN(obs,1); yf.(vn)],'b-');
hold on
plot([NaN(obs,1); oo_.forecast.HPDinf_ME.(vn)],'b-');
hold on
plot([NaN(obs,1); oo_.forecast.HPDsup_ME.(vn)],'b-');
title(vn,'Interpreter','none');
xlim([1 obs+length(oo_.forecast.HPDsup_ME.(vn))])
hold off
m = m + 1;
end
if m > 1
dyn_saveas(hh,[dname '/graphs/forcst_ME' int2str(n_fig)],options_.nodisplay,options_.graph_format);
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s/graphs/forcst_ME%d}\n',options_.figures.textwidth*min((m-1)/nc,1),dname,n_fig);
fprintf(fidTeX,'\\label{Fig:forcst_ME:%d}\n',n_fig);
fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals accounting for measurement error}\n',options_.forecasts.conf_sig*100);
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
end
if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
write_LaTeX_footer(fidTeX);
end
end
function fidTeX=write_LaTeX_header(fname)
%% write LaTeX-Header
fidTeX = fopen(fname,'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare''s forecast_graphs.m.\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
function write_LaTeX_footer(fidTeX)
%% write LaTeX-Footer
fprintf(fidTeX,' \n');
fprintf(fidTeX,'%% End of TeX file.\n');
fclose(fidTeX);
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