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Copy file name to clipboardExpand all lines: ext/StatsPlotsExt.jl
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@@ -4385,7 +4385,7 @@ If occasionally binding constraints are present in the model, they are not taken
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- `periods` [Default: `40`, Type: `Int`]: the total number of periods is the sum of the argument provided here and the maximum of periods of the shocks or conditions argument.
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- $PARAMETERS®
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- $(VARIABLES®(DEFAULT_VARIABLES_EXCLUDING_OBC))
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- `conditions_in_levels` [Default: `true`, Type: `Bool`]: indicator whether the conditions are provided in levels. If `true` the input to the conditions argument will have the non-stochastic steady state subtracted.
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- $CONDITIONS_IN_LEVELS®
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- $ALGORITHM®
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- `label` [Default: `1`, Type: `Union{Real, String, Symbol}`]: label to attribute to this function call in the plots.
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- $SHOW_PLOTS®
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- `periods` [Default: `40`, Type: `Int`]: the total number of periods is the sum of the argument provided here and the maximum of periods of the shocks or conditions argument.
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- $PARAMETERS®
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- $(VARIABLES®(DEFAULT_VARIABLES_EXCLUDING_OBC))
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- `conditions_in_levels` [Default: `true`, Type: `Bool`]: indicator whether the conditions are provided in levels. If `true` the input to the conditions argument will have the non-stochastic steady state subtracted.
const ALGORITHM® ="`algorithm` [Default: `$(DEFAULT_ALGORITHM)`, Type: `Symbol`]: algorithm to solve for the dynamics of the model. Available algorithms: `:first_order`, `:second_order`, `:pruned_second_order`, `:third_order`, `:pruned_third_order`"
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const FILTER® ="`filter` [Default: selector that chooses `$(DEFAULT_FILTER_SELECTOR(DEFAULT_ALGORITHM))` in case `algorithm = $(DEFAULT_ALGORITHM)` and `:inversion` otherwise, Type: `Symbol`]: filter used to compute the variables and shocks given the data, model, and parameters. The Kalman filter only works for linear problems, whereas the inversion filter (`:inversion`) works for linear and nonlinear models. If a nonlinear solution algorithm is selected and the default is used, the inversion filter is applied automatically."
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const LEVELS® ="return levels or absolute deviations from the relevant steady state corresponding to the solution algorithm (e.g. stochastic steady state for higher order solution algorithms)."
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const CONDITIONS® = "`conditions` [Type: `Union{Matrix{Union{Nothing,Float64}}, SparseMatrixCSC{Float64}, KeyedArray{Union{Nothing,Float64}}, KeyedArray{Float64}}`]: conditions for which to find the corresponding shocks. The input can have multiple formats, but for all types of entries the first dimension corresponds to variables and the second dimension to the number of periods. The conditions can be specified using a matrix of type `Matrix{Union{Nothing,Float64}}`. In this case the conditions are matrix elements of type `Float64` and all remaining (free) entries are `nothing`. You can also use a `SparseMatrixCSC{Float64}` as input. In this case only non-zero elements are taken as conditions. Note that you cannot condition variables to be zero using a `SparseMatrixCSC{Float64}` as input (use other input formats to do so). Another possibility to input conditions is by using a `KeyedArray`. The `KeyedArray` type is provided by the `AxisKeys` package. You can use a `KeyedArray{Union{Nothing,Float64}}` where, similar to `Matrix{Union{Nothing,Float64}}`, all entries of type `Float64` are recognised as conditions and all other entries have to be `nothing`. Furthermore, you can specify in the primary axis a subset of variables (of type `Symbol` or `String`) for which you specify conditions and all other variables are considered free. The same goes for the case when you use `KeyedArray{Float64}}` as input, whereas in this case the conditions for the specified variables bind for all periods specified in the `KeyedArray`, because there are no `nothing` entries permitted with this type."
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const SHOCK_CONDITIONS® = "`shocks` [Default: `nothing`, Type: `Union{Matrix{Union{Nothing,Float64}}, SparseMatrixCSC{Float64}, KeyedArray{Union{Nothing,Float64}}, KeyedArray{Float64}, Nothing}`]: known values of shocks. This argument allows the user to include certain shock values. By entering restrictions on the shocks in this way the problem to match the conditions on endogenous variables is restricted to the remaining free shocks in the respective period. The input can have multiple formats, but for all types of entries the first dimension corresponds to shocks and the second dimension to the number of periods. `shocks` can be specified using a matrix of type `Matrix{Union{Nothing,Float64}}`. In this case the shocks are matrix elements of type `Float64` and all remaining (free) entries are `nothing`. You can also use a `SparseMatrixCSC{Float64}` as input. In this case only non-zero elements are taken as certain shock values. Note that you cannot condition shocks to be zero using a `SparseMatrixCSC{Float64}` as input (use other input formats to do so). Another possibility to input known shocks is by using a `KeyedArray`. The `KeyedArray` type is provided by the `AxisKeys` package. You can use a `KeyedArray{Union{Nothing,Float64}}` where, similar to `Matrix{Union{Nothing,Float64}}`, all entries of type `Float64` are recognised as known shocks and all other entries have to be `nothing`. Furthermore, you can specify in the primary axis a subset of shocks (of type `Symbol` or `String`) for which you specify values and all other shocks are considered free. The same goes for the case when you use `KeyedArray{Float64}}` as input, whereas in this case the values for the specified shocks bind for all periods specified in the `KeyedArray`, because there are no `nothing` entries permitted with this type."
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const CONDITIONS® = "`conditions` [Type: `Union{Matrix{Union{Nothing,Float64}}, SparseMatrixCSC{Float64}, KeyedArray{Union{Nothing,Float64}}, KeyedArray{Float64}}`]: conditions for which to find the corresponding shocks. The input can have multiple formats, but for all types of entries, the first dimension corresponds to variables and the second dimension to the number of periods. The conditions can be specified using a matrix of type `Matrix{Union{Nothing,Float64}}`. In this case the conditions are matrix elements of type `Float64` and all remaining (free) entries are `nothing`. You can also use a `SparseMatrixCSC{Float64}` as input. In this case only non-zero elements are taken as conditions. Note that you cannot condition variables to be zero using a `SparseMatrixCSC{Float64}` as input (use other input formats to do so). Another possibility to input conditions is by using a `KeyedArray`. The `KeyedArray` type is provided by the `AxisKeys` package. You can use a `KeyedArray{Union{Nothing,Float64}}` where, similar to `Matrix{Union{Nothing,Float64}}`, all entries of type `Float64` are recognised as conditions and all other entries have to be `nothing`. Furthermore, you can specify in the primary axis a subset of variables (of type `Symbol` or `String`) for which you specify conditions and all other variables are considered free. The same goes for the case when you use `KeyedArray{Float64}}` as input, whereas in this case the conditions for the specified variables bind for all periods specified in the `KeyedArray`, because there are no `nothing` entries permitted with this type."
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const SHOCK_CONDITIONS® = "`shocks` [Default: `nothing`, Type: `Union{Matrix{Union{Nothing,Float64}}, SparseMatrixCSC{Float64}, KeyedArray{Union{Nothing,Float64}}, KeyedArray{Float64}, Nothing}`]: known values of shocks. This argument allows the user to include certain shock values. By entering restrictions on the shocks in this way the problem to match the conditions on endogenous variables is restricted to the remaining free shocks in the respective period. The input can have multiple formats, but for all types of entries, the first dimension corresponds to shocks and the second dimension to the number of periods. `shocks` can be specified using a matrix of type `Matrix{Union{Nothing,Float64}}`. In this case the shocks are matrix elements of type `Float64` and all remaining (free) entries are `nothing`. You can also use a `SparseMatrixCSC{Float64}` as input. In this case only non-zero elements are taken as certain shock values. Note that you cannot condition shocks to be zero using a `SparseMatrixCSC{Float64}` as input (use other input formats to do so). Another possibility to input known shocks is by using a `KeyedArray`. The `KeyedArray` type is provided by the `AxisKeys` package. You can use a `KeyedArray{Union{Nothing,Float64}}` where, similar to `Matrix{Union{Nothing,Float64}}`, all entries of type `Float64` are recognised as known shocks and all other entries have to be `nothing`. Furthermore, you can specify in the primary axis a subset of shocks (of type `Symbol` or `String`) for which you specify values and all other shocks are considered free. The same goes for the case when you use `KeyedArray{Float64}}` as input, whereas in this case the values for the specified shocks bind for all periods specified in the `KeyedArray`, because there are no `nothing` entries permitted with this type."
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const PARAMETER_DERIVATIVES® ="`parameter_derivatives` [Default: :all]: parameters for which to calculate partial derivatives. Inputs can be a parameter name passed on as either a `Symbol` or `String` (e.g. `:alpha`, or \"alpha\"), or `Tuple`, `Matrix` or `Vector` of `String` or `Symbol`. `:all` will include all parameters."
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const DATA® ="`data` [Type: `KeyedArray`]: data matrix with variables (`String` or `Symbol`) in rows and time in columns. `KeyedArray` is provided by the `AxisKeys` package."
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const SMOOTH® ="`smooth` [Default: selector that enables smoothing when `filter = $(DEFAULT_FILTER_SELECTOR(DEFAULT_ALGORITHM))` and disables it otherwise, Type: `Bool`]: whether to return smoothed (`true`) or filtered (`false`) shocks/variables. Smoothing is only available for the Kalman filter. The inversion filter only returns filtered shocks/variables, so the default turns smoothing off in that case."
const INITIAL_STATE®1 ="`initial_state` [Default: `$(DEFAULT_INITIAL_STATE)`, Type: `Vector{Float64}`]: The initial state defines the starting point for the model (in levels, not deviations). The state includes all variables as well as exogenous variables in leads or lags if present. `get_irf(𝓂, shocks = :none, variables = :all, periods = 1)` returns a `KeyedArray` with all variables. The `KeyedArray` type is provided by the `AxisKeys` package."
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const LABEL® ="`label` [Type: `Union{Real, String, Symbol}`]: label to attribute to this function call in the plots. The default is the number of previous function calls since the last call to the function version with ! + 1."
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const RENAME_DICTIONARY® ="`rename_dictionary` [Default: `Dict()`, Type: `Dict{Symbol, String}`]: dictionary mapping variable or shock symbols to custom display names in plots. For example: `Dict(:dinve => \"Investment growth\", :c => \"Consumption\")`. Variables/shocks not in the dictionary will use their default names."
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const CONDITIONS_IN_LEVELS® ="`conditions_in_levels` [Default: `true`, Type: `Bool`]: indicator whether the conditions are provided in levels. If `true` the input to the conditions argument will have the relevant steady state subtracted (non-stochastic or stochastic steady state depending on the solution algorithm)."
Copy file name to clipboardExpand all lines: src/get_functions.jl
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- `periods` [Default: `40`, Type: `Int`]: the total number of periods is the sum of the argument provided here and the maximum of periods of the shocks or conditions argument.
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- $PARAMETERS®
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- $(VARIABLES®(DEFAULT_VARIABLES_EXCLUDING_OBC))
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- `conditions_in_levels` [Default: `true`, Type: `Bool`]: indicator whether the conditions are provided in levels. If `true` the input to the conditions argument will have the non-stochastic steady state subtracted.
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