62 lines
2.1 KiB
Matlab
62 lines
2.1 KiB
Matlab
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% Copyright (C) 2001 Michel Juillard
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function result = check
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global M_ oo_ options_ it_
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tempex = oo_.exo_simul;
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if ~options_.initval_file
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oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*transpose(oo_.exo_steady_state);
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end
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% check if ys is steady state
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it_ = M_.maximum_lag+1;
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fh = str2func([M_.fname '_static']);
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if max(abs(feval(fh,oo_.steady_state,oo_.exo_simul))) > options_.dynatol
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if exist([M_.fname '_steadystate'])
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[dr.ys, cheik] = feval([M_.fname '_steadystate'],oo_.steady_state,oo_.exo_simul);
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else
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[dr.ys, cheik] = dynare_solve([M_.fname '_static'], ...
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oo_.steady_state,oo_.exo_simul);
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end
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if cheik
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error('CHECK: convergence problem in DYNARE_SOLVE')
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end
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else
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dr.ys = oo_.steady_state;
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end
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dr = dr1(1,dr,1);
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oo_.exo_simul = tempex;
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nyf = nnz(dr.kstate(:,2)>M_.maximum_lag+1);
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[m_lambda,i]=sort(abs(oo_.eigenvalues));
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disp(' ')
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disp('EIGENVALUES:')
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disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
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z=[m_lambda real(oo_.eigenvalues(i)) imag(oo_.eigenvalues(i))]';
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disp(sprintf('%16.4g %16.4g %16.4g\n',z))
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', ...
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nnz(abs(oo_.eigenvalues) > options_.qz_criterium)));
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disp(sprintf('for %d forward-looking variable(s)',nyf));
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disp(' ')
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if dr.rank == nyf
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disp('The rank condition is verified.')
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else
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disp('The rank conditions ISN''T verified!')
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end
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disp(' ')
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% keep oo_.eigenvalues for backward compatibility
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% oo_.eigenvalues = oo_.eigenvalues;
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% 2/9/99 MJ: line 15, added test for absence of exogenous variable.
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% 8/27/2000 MJ: change JACOB call. Added ...,1 to cumsum()
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% 6/24/01 MJ: added count of abs(eigenvalues) > 1
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% 2/21/02 MJ: count eigenvalues > 1[+1e-5]
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% 01/22/03 MJ: warning(warning_state) needs parentheses for Matlab 6.5
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% 03/20/03 MJ: changed name of global from lambda to oo_.eigenvalues to avoid
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% name conflicts with parameters
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% 05/21/03 MJ: replace computation by dr1.m and add rank check
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% 06/05/03 MJ: corrected bug when M_.maximum_lag > 0
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% 22/01/05 SA: variable check --> cheik.
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