reverse-shooting

Matlab scripts for reverse shooting
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padfall.m (648B)

      1 % padfall      padfall(y,maxlag,TF,tyes)
      2 
      3 function []=padfall(y,maxlag,TF,tyes);
      4 
      5 if tyes; disp 'Time Trends included';
      6 else;    disp 'No Time Trends'; end;
      7 
      8 fmt = '%4.0f %8.4f %8.2f %8.2f %8.2f %8.1f %8.1f %8.1f %8.4f';
      9 disp ' Lag     Rho       ts     tsll1    tsll2     T-se       T      T+se  SIC';
     10    for Lag=0:maxlag;
     11         diary off;
     12         [rho,ts,tsll1,tsll2,ic]= ...
     13                 panadf(y,Lag,TF-maxlag,tyes);
     14         se=(rho-1)/ts;
     15         T=-log(2)/log(rho);
     16         sef=-log(2)/(log(rho)^2)*1/rho*se;
     17         diary on;
     18         fprintf(1,fmt,[Lag rho ts tsll1 tsll2 T-sef T T+sef ic]); disp ' ';
     19    end;
     20    disp ' ';
     21    disp ' ';
     22