Added VAR estimation exercises #15
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| name: 'Windows ' | |
| on: | |
| push: | |
| branches: | |
| - main | |
| workflow_dispatch: | |
| jobs: | |
| dynare_6_2_matlab_r2024a_windows: | |
| runs-on: windows-latest | |
| steps: | |
| - name: Check out repository | |
| uses: actions/checkout@v4 | |
| - name: Set up MATLAB | |
| uses: matlab-actions/setup-matlab@v2 | |
| with: | |
| release: R2024a | |
| products: Symbolic_Math_Toolbox Statistics_and_Machine_Learning_Toolbox Optimization_Toolbox Econometrics_Toolbox Parallel_Computing_Toolbox Control_System_Toolbox Global_Optimization_Toolbox | |
| cache: true | |
| - name: Download and unzip Dynare 6.0 | |
| run: | | |
| curl -L "https://www.dynare.org/release/windows-zip/dynare-6.0-win.zip" -o "dynare-6.0-win.zip" | |
| Expand-Archive -Path "dynare-6.0-win.zip" -DestinationPath "D:\hostedtoolcache\windows" | |
| shell: pwsh | |
| - name: Run week 1 codes | |
| uses: matlab-actions/run-command@v2 | |
| with: | |
| command: | | |
| addpath("D:\hostedtoolcache\windows\dynare-6.0\matlab"); | |
| cd("progs/matlab"); | |
| quickTourMatlab; | |
| - name: Run week 2 codes | |
| uses: matlab-actions/run-command@v2 | |
| with: | |
| command: | | |
| addpath("D:\hostedtoolcache\windows\dynare-6.0\matlab"); | |
| cd("progs/matlab"); | |
| visualizingTimeSeriesDataNorway; | |
| definitionFrequenciesTimeSeriesData; | |
| whiteNoisePlots; | |
| plotsAR1; | |
| - name: Run week 3 codes | |
| uses: matlab-actions/run-command@v2 | |
| with: | |
| command: | | |
| addpath("D:\hostedtoolcache\windows\dynare-6.0\matlab"); | |
| cd("progs/matlab"); | |
| acfPlots_run; | |
| lawOfLargeNumbers; | |
| lawOfLargeNumbersAR1; | |
| centralLimitDependentData; | |
| - name: Run week 4 codes | |
| uses: matlab-actions/run-command@v2 | |
| with: | |
| command: | | |
| addpath("D:\hostedtoolcache\windows\dynare-6.0\matlab"); | |
| cd("progs/matlab"); | |
| AR4OLS; | |
| AR4ML; | |
| AR1MLLaplace; | |
| - name: Run week 5 codes | |
| uses: matlab-actions/run-command@v2 | |
| with: | |
| command: | | |
| addpath("D:\hostedtoolcache\windows\dynare-6.0\matlab"); | |
| cd("progs/matlab"); | |
| AR4LagSelection; | |
| portmanteauTest; | |
| bootstrapCIAR1; | |
| - name: Run week 6 codes | |
| uses: matlab-actions/run-command@v2 | |
| with: | |
| command: | | |
| addpath("D:\hostedtoolcache\windows\dynare-6.0\matlab"); | |
| cd("progs/matlab"); | |
| matrixAlgebraEigenvalues; | |
| matrixAlgebraKroneckerFormula; | |
| matrixAlgebraRotation; | |
| matrixAlgebraCholesky; | |
| matrixAlgebraLyapunovComparison; | |
| VARpDimensionsIllustration; | |
| threeVariableVAROLS; | |
| threeVariableVARML; |