impulse-response rates

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impulse-response rates

Postby vechoque » Wed Nov 04, 2015 3:08 pm

Hello everyone

I'm trying to put a percentage on ordinate axis of the graph of the FIR, and unfortunately took a long time on it and I still do not know what my mistake ....

if someone could check it ... I would be very grateful

I put in the .m file the following commands


ly_n = log(y_n);
ly_x = log(y_x);
lc = log(c);
l_n = log(_n);
li = log(i);
lk = log(k);
lk_x = log(k_x);
lk_n = log(k_n);
lR = log(R);
lImp = log(Imp);
lImpT = log(ImpT);
lDEF = log(DEF);
lr = log(r);
lTRG = log(TRG);
lPIB = log(PIB);
lA = log(A);
lq = log(q);
Attachments
octavo_log.m
(8.47 KiB) Downloaded 35 times
octavo_log.mod
(2.74 KiB) Downloaded 32 times
vechoque
 
Posts: 4
Joined: Tue Apr 21, 2015 8:03 pm

Re: impulse-response rates

Postby jpfeifer » Sun Nov 08, 2015 9:30 am

In this case, it is easiest to first set up the model in levels (without the exp). Make this run. When it runs, define a separate new variable e.g. log_y that stores the log of the level:
Code: Select all
log_y=log(y);

Then plot the IRFs for this variable.

In your current code, your model block has two end;.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Location: Cologne, Germany


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