dynare-common 4.4.1-1build1 / usr / share / dynare / matlab / forcst2a.m

function yf=forcst2a(y0,dr,e)

% Copyright (C) 2008-2010 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/>.

global M_ options_

Sigma_e_ = M_.Sigma_e;
endo_nbr = M_.endo_nbr;
exo_nbr = M_.exo_nbr;
ykmin_ = M_.maximum_endo_lag;

horizon = size(e,1);
order = options_.order;

k1 = [ykmin_:-1:1];
k2 = dr.kstate(find(dr.kstate(:,2) <= ykmin_+1),[1 2]);
k2 = k2(:,1)+(ykmin_+1-k2(:,2))*endo_nbr;

yf = zeros(horizon+ykmin_,endo_nbr);
yf(1:ykmin_,:) = y0';

j = ykmin_*endo_nbr;
for i=ykmin_+(1:horizon)
    tempx = yf(k1,:)';
    yf(i,:) = tempx(k2)'*dr.ghx';
    k1 = k1+1;
end

yf(:,dr.order_var) = yf;