Simulation meta plans

SimulationPlan objects are used to set up meta information about conditioning assumptions for simulations of Simultaneous or Sequential models. The simulation plans specify

• what variables to exogenize in what periods
• what shocks to endogenized in what periods (Simultaneous models only)
• what anticipation status to assign (Simultaneous models only)

The plans only contain meta information, not the actual data points for the exogenized variables. The actual data points are expected to be included in the input databox when the simulation is run.

Categorical list of functions

Creating new simulation plans

Function	Description
SimulationPlan	Create new simulation plan object

Defining exogenized and endogenized data points in Simultaneous simulations

Function	Description
endogenize_anticipated	Endogenize certain quantities at certain dates
endogenize_unanticipated	Endogenize certain quantities at certain dates
exogenize_anticipated	Exogenize certain quantities at certain dates
exogenize_unanticipated	Exogenize certain quantities at certain dates as unanticipated

Defining exogenized and endogenized data points in Sequential simulations

Function	Description
exogenize	Exogenize certain LHS quantities at certain dates

Getting information about simulation plans

Function	Description
print_table	Print the SimulationPlan as a table

Getting information about simulation plans for Simultaneous models

Function	Description
get_endogenized_anticipated_in_period	Get names endogenized as anticipated in a certain period
get_endogenized_unanticipated_in_period	Get names endogenized as unanticipated in a certain period
get_exogenized_anticipated_in_period	Get names exogenized as anticipated in a certain period
get_exogenized_unanticipated_in_period	Get names exogenized as unanticipated in a certain period

Getting information about simulation plans for Sequential models

Function	Description
get_exogenized_in_period	Get names exogenized in a certain period

Directly accessible properties

Property	Description
end	End date of the simulation span
frequency	Date frequency of the simulation span
num_periods	Number of periods in the simulation span
start	Start date of the simulation span

☐ SimulationPlan

Create new simulation plan object

self = SimulationPlan(model, time_span, )

Create a new simulation plan object for a Simultaneous or Sequential model.

Input arguments

model

A Simultaneous or Sequential model that will be simulated.

time_span

A date range on which the model will be simulated.

Returns

self

A new empty simulation plan object.

☐ endogenize_anticipated

Endogenize certain quantities at certain dates

☐ endogenize_unanticipated

Endogenize certain quantities at certain dates

☐ exogenize

Exogenize certain LHS quantities at certain dates

Exogenize certain LHS quantities at specified dates, setting them as predetermined values within the simulation of a Sequential model. This method is used to control how the model behaves during simulations by fixing certain variables to known values.

self.exogenize(
    dates,
    names,
    *,
    transform=None,
    when_data=False,
)

Input arguments

self

The simulation plan in which data points will be exogenized.

dates

A list of dates or ... to apply to all dates at which the quantities will be exogenized.

names

A list of names or a single name, or ... to apply to all names that specifies which quantities to set as predetermined at the specified dates.

transform

Specifies the transformation to apply to the exogenized quantities. If not specified, no transformation is applied. Available transformations include:

• None: Exogenize the LHS variables as they are with no transformation.

• "log": Exogenize the natural logarithm of the LHS variables. Input time series needs to be prefixed with log_.

• "diff": Exogenize the first difference of the LHS variables. Input time series needs to be prefixed with diff_.

• "diff_log": Exogenize the first difference of the natural logarithm of the LHS variables. Input time series needs to be prefixed with diff_log_.

• "roc": The gross rate of change of the LHS variables from one period to the next. Input time series needs to be prefixed with roc_.

• "pct": The percentage change of the LHS variables from one period to the next. Input time series needs to be prefixed with pct_.

when_data

Specifies whether the exogenization should only occur if a valid value exists in the input data.

Returns

None

This method modifies self in-place and does not return a value.

☐ exogenize_anticipated

Exogenize certain quantities at certain dates

self.exogenize_anticipated(
    dates,
    names,
)

Input arguments

dates

Dates at which the names will be exogenized; use ... for all simulation dates.

names

Names of quantities to exogenize at the dates; use ... for all exogenizable quantities.

☐ exogenize_unanticipated

Exogenize certain quantities at certain dates as unanticipated

self.exogenize_unanticipated(
    dates, names,
    /,
    transform=None,
    when_data=False,
)

Input arguments

dates

Dates at which the names will be exogenized; use ... for all simulation dates.

names

Names of quantities to exogenize at the dates; use ... for all exogenizable quantities.

Input arguments available only for Sequential models

transform

Transformation (specified as a string) to be applied to the exogenized quantities; if None, no tranformation is applied.

when_data

If True, the data point will be exogenized only if a proper value exists in the input data.

☐ get_endogenized_anticipated_in_period

Get names endogenized as anticipated in a certain period

☐ get_endogenized_unanticipated_in_period

Get names endogenized as unanticipated in a certain period

☐ get_exogenized_anticipated_in_period

Get names exogenized as anticipated in a certain period

☐ get_exogenized_in_period

Get names exogenized in a certain period

☐ get_exogenized_unanticipated_in_period

Get names exogenized as unanticipated in a certain period

☐ print_table

Print the SimulationPlan as a table

self.print_table()

Input arguments

self

SimulationPlan to be printed on the screen, with one row showing exogenized or endogenized data points grouped by the name and dates.

Returns

Returns no value; the table is printed on the screen.