forcst2a

 Copyright (C) 2008-2010 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/>.

0001 function yf=forcst2a(y0,dr,e)
0002 
0003 % Copyright (C) 2008-2010 Dynare Team
0004 %
0005 % This file is part of Dynare.
0006 %
0007 % Dynare is free software: you can redistribute it and/or modify
0008 % it under the terms of the GNU General Public License as published by
0009 % the Free Software Foundation, either version 3 of the License, or
0010 % (at your option) any later version.
0011 %
0012 % Dynare is distributed in the hope that it will be useful,
0013 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0014 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0015 % GNU General Public License for more details.
0016 %
0017 % You should have received a copy of the GNU General Public License
0018 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0019 
0020 global M_ options_
0021 
0022 Sigma_e_ = M_.Sigma_e;
0023 endo_nbr = M_.endo_nbr;
0024 exo_nbr = M_.exo_nbr;
0025 ykmin_ = M_.maximum_endo_lag;
0026 
0027 horizon = size(e,1);
0028 order = options_.order;
0029 
0030 k1 = [ykmin_:-1:1];
0031 k2 = dr.kstate(find(dr.kstate(:,2) <= ykmin_+1),[1 2]);
0032 k2 = k2(:,1)+(ykmin_+1-k2(:,2))*endo_nbr;
0033 
0034 yf = zeros(horizon+ykmin_,endo_nbr);
0035 yf(1:ykmin_,:) = y0';
0036 
0037 j = ykmin_*endo_nbr;
0038 for i=ykmin_+(1:horizon)
0039     tempx = yf(k1,:)';
0040     yf(i,:) = tempx(k2)'*dr.ghx';
0041     k1 = k1+1;
0042 end
0043 
0044 yf(:,dr.order_var) = yf;
0045