Copyright (C) 2012 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 [vdec, cc, ac] = mc_moments(mm, ss, dr) 0002 0003 % Copyright (C) 2012 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 options_ M_ 0021 0022 [nr1, nc1, nsam] = size(mm); 0023 disp('Computing theoretical moments ...') 0024 h = dyn_waitbar(0,'Theoretical moments ...'); 0025 0026 for j=1:nsam, 0027 dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j); 0028 dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j); 0029 if ~isempty(ss), 0030 set_shocks_param(ss(j,:)); 0031 end 0032 [vdec(:,:,j), corr, autocorr, z, zz] = th_moments(dr,options_.varobs); 0033 cc(:,:,j)=triu(corr); 0034 dum=[]; 0035 for i=1:options_.ar 0036 dum=[dum, autocorr{i}]; 0037 end 0038 ac(:,:,j)=dum; 0039 dyn_waitbar(j/nsam,h) 0040 end 0041 dyn_waitbar_close(h) 0042 disp(' ') 0043 disp('... done !')