Miscellaneous contributions from Omar #47
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set deterministic ut0 shock
- remove any debugging code - unify the function signature between `irfs` and `irfs2` - call `irfs2` properly from `stoch_simul_core!`
Omar-Elrefaei
commented
Aug 23, 2023
| display_autocorrelation2(simulation_results, endogenous_names, m, options) | ||
| end | ||
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| function long_second_order_simulation(context; periods = 100_000, burning = 100) |
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long_second_order_simulation needs a better name but I didn't know what to name it given the context
Omar-Elrefaei
commented
Aug 23, 2023
| data = Matrix{Any}(undef, original_endo_nbr + 1, 4) | ||
| data[1, :] = ["VARIABLE", "MEAN", "STD. DEV.", "VARIANCE"] | ||
| data[2:end, 1] = endogenous_names[1:original_endo_nbr] | ||
| data[2:end, 2] .= map(mean, eachcol(sim_results)) |
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The mean calculated in display_mean_sd_variance2 differs significantly that the theoretical moments calculated in display_mean_sd_variance for first order solution.
Notice: the simulated 2nd order mean changes if the shock in the mod file is modified.
Michel argued that this should not be happening.
except of function names, most of this code is probably generalization to k-order solutions
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this is just a draft PR to keep track any issues or WIP tasks that need to be done before @Omar-Elrefaei 's work is merged