CODE is not GENERATING I HAVE WAITED FOR 15 Mins :O
Show older comments
PVAR.irhor = 3*12;
PVAR.dates = DATES;
PVAR.sb = 1971+7/12;
PVAR.se = 2006.99;
PVAR.p = 12;
VARS = [log(DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'ORIG'})))./PLEVEL)...
log(DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'MDEBT'})))./PLEVEL)...
DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'CONV'})))...
DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'SBAA','TB3','GS10'})))...
log(DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'HPRICE'})))./PLEVEL)...
log(DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'HSTARTS'}))))...
log(DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'PCEPI'}))))...
DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'UNRATE'})))...
log(DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'PINC'})))./PLEVEL)...
log(index_m./index_f)...
log(index_re./index_m)...
log(GSE_index./index_m)...
NCOMM./X_ORIGT*100 ...
NPURC./X_ORIGT*100 ];
VARS(:,2) = VARS(:,2)-lagmatrix(VARS(:,2),1);
PVAR.vars = VARS((DATES>=PVAR.sb-PVAR.p/12)&(DATES<=PVAR.se),:);
MSHOCKS = DATASET.TSERIES(:,cell2mat(values(DATASET.MAP,{'RR'})));
PVAR.MSHOCKS = MSHOCKS((DATES>=PVAR.sb-PVAR.p/12)&(DATES<=PVAR.se),:);
units = [1 1 2 2 2 2 1 1 1 2 1 1 1 1 2 2 ] ;
PVAR.select_variables = {'ORIG','MDEBT','CONV','SBAA','TB3','GS10','HPRICE','HSTARTS','PCEPI','UNRATE','PINC','index_m','index_re','GSE_index','COM','NP'};
PVAR.MAP = containers.Map([PVAR.select_variables],[1:size(PVAR.vars,2)]);
PVAR.FIGLABELS = [DATASET.FIGLABELS{cell2mat(values(DATASET.MAP,PVAR.select_variables))}];
T = length(PVAR.vars);
PVAR.DET = [ones(T,1)];
nboot = 10000;
clevel = [95 68];
PVAR.shocksize = 1;
PVAR = doSVAR(PVAR);
PVARbs = doSVARbootstrap(PVAR,nboot,clevel);
FIG.stplot = [0 24];
FIG.fill =1;
for jj = [1 2 3 5 6 8]
FIG.figlabel = DATASET.FIGLABELS{cell2mat(values(DATASET.MAP,{PVAR.select_variables{jj}}))};
FIG.units = units(jj);
FIG.name = strcat('FigureXXIX_',PVAR.select_variables{jj});
FIG.shift = [0 0];
plot_irs(6.66*[PVAR.irs(:,jj) zeros(PVAR.irhor,2) PVARbs.irsH1(:,jj) PVARbs.irsL1(:,jj)...
zeros(PVAR.irhor,2) PVARbs.irsH2(:,jj) PVARbs.irsL2(:,jj)],FIG)
end
FIG.stplot = [0 36];
tt = 1:FIG.stplot(2);
sel = tt>=FIG.stplot(1);
FIG.legendpos = zeros(1,16);
FIG.legendpos([1 2 3 6 8]) = 3;
FIG.legendpos(5) = 1;
for jj = [1 2 3 5 6 8]
IRS(:,1) = PVAR.FEVD1(:,jj)*100;
IRS(:,2) = PVAR.FEVD2(:,jj)*100;
FIG.figlabel = DATASET.FIGLABELS{cell2mat(values(DATASET.MAP,{PVAR.select_variables{jj}}))};
FIG.units = 1;
FIG.name = strcat('FigureXXX_',PVAR.select_variables{jj});
FIG.legend = {'GSE excess returns shock','Monetary shock'};
figure
box off
hold on
p1=plot(tt(sel),IRS(sel,1),'LineWidth',2,'Color',[0 0 0.5]);
p2=plot(tt(sel),IRS(sel,2),'LineWidth',2,'Color',[0.9 0 0],'LineStyle','--');
l=legend([p1 p2],FIG.legend{1},FIG.legend{2});
hline(0,'k-')
if FIG.legendpos(jj)==0
set([l], 'FontName', 'AvantGarde','FontSize',12,'Box','off','Location','NorthWest');
elseif FIG.legendpos(jj)==1
set([l], 'FontName', 'AvantGarde','FontSize',12,'Box','off','Location','NorthEast');
elseif FIG.legendpos(jj)==2
set([l], 'FontName', 'AvantGarde','FontSize',12,'Box','off','Location','SouthWest');
elseif FIG.legendpos(jj)==3
set([l], 'FontName', 'AvantGarde','FontSize',12,'Box','off','Location','SouthEast');
end
ti=title(FIG.figlabel);
xl=xlabel('horizon (months)');
yl=ylabel('percent');
set(gca,'XTick',[0:6:48])
set([xl,yl], 'FontName', 'AvantGarde','FontSize',10);
set([ti], 'FontName', 'AvantGarde','FontSize',12);
set(gca,'LooseInset',get(gca,'TightInset'))
str=strcat('figures/',FIG.name);
saveas(gcf,str,'epsc');
end
1 Comment
Payam Morsali
on 18 Oct 2020
if it is remaining at "busy" state you can use ctrl+c
Answers (0)
Categories
Find more on Data Exploration in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!