Copyright (C) 2006-2008 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 forcs = mcforecast3(cL,H,mcValue,shocks,forcs,T,R,mv,mu) 0002 0003 % Copyright (C) 2006-2008 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 if cL 0021 e = zeros(size(mcValue,1),cL); 0022 for t = 1:cL 0023 e(:,t) = inv(mv*R*mu)*(mcValue(:,t)-mv*T*forcs(:,t)-mv*R*shocks(:,t)); 0024 forcs(:,t+1) = T*forcs(:,t)+R*(mu*e(:,t)+shocks(:,t)); 0025 end 0026 end 0027 for t = cL+1:H 0028 forcs(:,t+1) = T*forcs(:,t)+R*shocks(:,t); 0029 end