IRIS Toolbox Reference Manual

# Model objects and functions

Model objects are created by loading a model file. Once a model object exists, you can use model functions and standard Matlab functions to write your own m-files to perform the desired tasks, such calibrate or estimate the model, find its steady state, solve and simulate it, produce forecasts, analyse its properties, and so on.

Model methods:

#### Constructor

- `model` - Create new model object based on model file.

#### Getting information about models

- `addparam` - Add model parameters to a database (struct).
- `autocaption` - Create captions for graphs of model variables or parameters.
- `autoexogenise` - Get or set variable/shock pairs for use in autoexogenised simulation plans.
- `comment` - Get or set user comments in an IRIS object.
- `eig` - Eigenvalues of the model transition matrix.
- `findeqtn` - Find equations by the labels.
- `findname` - Find names of variables, shocks, or parameters by their descriptors.
- `get` - Query model object properties.
- `iscompatible` - True if two models can occur together on the LHS and RHS in an assignment.
- `islinear` - True for models declared as linear.
- `islog` - True for log-linearised variables.
- `isnan` - Check for NaNs in model object.
- `isname` - True for valid names of variables, parameters, or shocks in model object.
- `issolved` - True if a model solution exists.
- `isstationary` - True if model or specified combination of variables is stationary.
- `length` - Number of alternative parameterisations.
- `omega` - Get or set the covariance matrix of shocks.
- `sspace` - State-space matrices describing the model solution.
- `system` - System matrices before model is solved.
- `userdata` - Get or set user data in an IRIS object.

#### Referencing model objects

- `subsasgn` - Subscripted assignment for model and systemfit objects.
- `subsref` - Subscripted reference for model and systemfit objects.

#### Changing model objects

- `alter` - Expand or reduce number of alternative parameterisations.
- `assign` - Assign parameters, steady states, std deviations or cross-correlations.
- `export` - Save carry-around files on the disk.
- `horzcat` - Combine two compatible model objects in one object with multiple parameterisations.
- `refresh` - Refresh dynamic links.
- `reset` - Reset specific values within model object.
- `stdscale` - Re-scale all std deviations by the same factor.
- `set` - Change modifiable model object property.
- `single` - Convert solution matrices to single precision.

#### Steady state

- `chksstate` - Check if equations hold for currently assigned steady0state values.
- `sstate` - Compute steady state or balance-growth path of the model.
- `sstatefile` - Create a steady-state file based on the model object's steady-state equations.

#### Solution, simulation and forecasting

- `diffsrf` - Differentiate shock response functions w.r.t. specified parameters.
- `expand` - Compute forward expansion of model solution for anticipated shocks.
- `jforecast` - Forecast with judgmental adjustments (conditional forecasts).
- `icrf` - Initial-condition response functions.
- `lhsmrhs` - Evaluate the discrepancy between the LHS and RHS for each model equation and given data.
- `resample` - Resample from the model implied distribution.
- `reporting` - Run reporting equations.
- `shockplot` - Short-cut for running and plotting plain shock simulation.
- `simulate` - Simulate model.
- `solve` - Calculate first-order accurate solution of the model.
- `srf` - Shock response functions.

#### Model data

- `data4lhsmrhs` - Prepare data array for running `lhsmrhs`.
- `emptydb` - Create model-specific database with variables, shocks, and parameters.
- `sstatedb` - Create model-specific steady-state or balanced-growth-path database.
- `zerodb` - Create model-specific zero-deviation database.

#### Stochastic properties

- `acf` - Autocovariance and autocorrelation functions for model variables.
- `ifrf` - Frequency response function to shocks.
- `fevd` - Forecast error variance decomposition for model variables.
- `ffrf` - Filter frequency response function of transition variables to measurement variables.
- `fmse` - Forecast mean square error matrices.
- `vma` - Vector moving average representation of the model.
- `xsf` - Power spectrum and spectral density of model variables.

#### Identification, estimation and filtering

- `bn` - Beveridge-Nelson trends.
- `diffloglik` - Approximate gradient and hessian of log-likelihood function.
- `estimate` - Estimate model parameters by optimising selected objective function.
- `evalsystempriors` - Evaluate minus log of system prior density.
- `filter` - Kalman smoother and estimator of out-of-likelihood parameters.
- `fisher` - Approximate Fisher information matrix in frequency domain.
- `lognormal` - Characteristics of log-normal distributions returned by filter of forecast.
- `loglik` - Evaluate minus the log-likelihood function in time or frequency domain.
- `neighbourhood` - Evaluate the local behaviour of the objective function around the estimated parameter values.
- `regress` - Centred population regression for selected model variables.
- `VAR` - Population VAR for selected model variables.

#### Getting on-line help on model functions

    help model
    help model/function_name

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.