forecast_graphs

 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 forecast_graphs(var_list)
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_ oo_ options_
0021 
0022 nc = 4;
0023 nr = 3;
0024 exo_nbr = M_.exo_nbr;
0025 endo_names = M_.endo_names;
0026 fname = M_.fname;
0027 % $$$     varobs = options_.varobs;
0028 % $$$     y = oo_.SmoothedVariables;
0029 % $$$     ys = oo_.dr.ys;
0030 % $$$     gend = size(y,2);
0031 yf = oo_.forecast.Mean;
0032 hpdinf = oo_.forecast.HPDinf;
0033 hpdsup = oo_.forecast.HPDsup;
0034 if isempty(var_list)
0035     varlist = endo_names(1:M_.orig_endo_nbr,:);
0036 end
0037 i_var = [];
0038 for i = 1:size(var_list)
0039     tmp = strmatch(var_list(i,:),endo_names,'exact');
0040     if isempty(tmp)
0041         error([var_list(i,:) ' isn''t and endogenous variable'])
0042     end
0043     i_var = [i_var; tmp];
0044 end
0045 nvar = length(i_var);
0046 
0047 % $$$     % build trend for smoothed variables if necessary
0048 % $$$     trend = zeros(size(varobs,1),10);
0049 % $$$     if isfield(oo_.Smoother,'TrendCoeffs')
0050 % $$$         trend_coeffs = oo_.Smoother.TrendCoeffs;
0051 % $$$         trend = trend_coeffs*(gend-9:gend);
0052 % $$$     end
0053 
0054 % create subdirectory <fname>/graphs if id doesn't exist
0055 if ~exist(fname, 'dir')
0056     mkdir('.',fname);
0057 end
0058 if ~exist([fname '/graphs'])
0059     mkdir(fname,'graphs');
0060 end
0061 
0062 m = 1;
0063 n_fig = 1;
0064 hh=dyn_figure(options_,'Name','Forecasts (I)');
0065 for j= 1:nvar
0066     if m > nc*nr; 
0067         dyn_saveas(hh,[ fname '/graphs/forcst' int2str(n_fig)],options_);
0068         
0069         n_fig =n_fig+1;
0070         eval(['hh=dyn_figure(options_,''Name'',''Forecast (' int2str(n_fig) ')'');']);
0071         m = 1;
0072     end
0073     subplot(nr,nc,m);
0074     vn = deblank(endo_names(i_var(j),:));
0075     obs = 0;
0076 % $$$         k = strmatch(vn,varobs,'exact');
0077 % $$$   if ~isempty(k)
0078 % $$$       yy = y.(vn)(end-9:end) + repmat(ys(i_var(j)),10,1)+trend(k,:)';
0079 % $$$       plot(yy);
0080 % $$$       hold on
0081 % $$$       obs = 10;
0082 % $$$   end
0083     plot([NaN(obs,1); yf.(vn)]);
0084     hold on
0085     plot([NaN(obs,1); hpdinf.(vn)]);
0086     hold on
0087     plot([NaN(obs,1); hpdsup.(vn)]);
0088     title(vn,'Interpreter','none');
0089     hold off
0090     m = m + 1;
0091 end
0092 
0093 if m > 1
0094     dyn_saveas(hh,[fname '/graphs/forcst' int2str(n_fig)],options_);
0095 end