Make sure options_.first_obs is properly set
parent
636b959a02
commit
00299a92c1
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@ -44,6 +44,11 @@ end
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%store qz_criterium
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%store qz_criterium
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qz_criterium_old=options_.qz_criterium;
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qz_criterium_old=options_.qz_criterium;
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if isnan(options_.first_obs)
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first_obs_nan_indicator=true;
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else
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first_obs_nan_indicator=false;
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end
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% Set particle filter flag.
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% Set particle filter flag.
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if options_.order > 1
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if options_.order > 1
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@ -775,3 +780,6 @@ if reset_options_related_to_estimation
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options_.mode_compute = mode_compute_o;
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options_.mode_compute = mode_compute_o;
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options_.mh_replic = mh_replic_o;
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options_.mh_replic = mh_replic_o;
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end
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end
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if first_obs_nan_indicator
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options_.first_obs=NaN;
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end
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@ -527,13 +527,16 @@ if ~isempty(options_.datafile)
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end
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end
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end
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end
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if isnan(options_.first_obs)
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options_.first_obs=1;
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end
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[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_, options_.dsge_var*options_.dsge_varlag, gsa_flag);
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[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_, options_.dsge_var*options_.dsge_varlag, gsa_flag);
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%set options for old interface from the ones for new interface
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%set options for old interface from the ones for new interface
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if ~isempty(dataset_)
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if ~isempty(dataset_)
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options_.nobs = dataset_.nobs;
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options_.nobs = dataset_.nobs;
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options_.first_obs=double(dataset_.init);
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end
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end
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% setting steadystate_check_flag option
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% setting steadystate_check_flag option
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if options_.diffuse_filter || options_.steadystate.nocheck
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if options_.diffuse_filter || options_.steadystate.nocheck
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steadystate_check_flag = 0;
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steadystate_check_flag = 0;
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@ -12,6 +12,7 @@ MODFILES = \
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observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod \
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observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod \
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observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod \
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observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod \
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observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod \
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observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod \
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dates/dseries_interact.mod \
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estimation/slice/fs2000_slice.mod \
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estimation/slice/fs2000_slice.mod \
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optimizers/fs2000_9.mod \
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optimizers/fs2000_9.mod \
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optimizers/fs2000_10.mod \
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optimizers/fs2000_10.mod \
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@ -0,0 +1,57 @@
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%% Mod-file tests interaction between estimation and shock_decomposition when dseries is used or not
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var hh nn log_nn;
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varexo eps_a;
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parameters alfa nbar lambda betta rho_a std_a nn_init;
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nn_init = -0.1;
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alfa = 0.05;
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lambda = 0.054;
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betta = 0.99;
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nbar = 1;
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rho_a = 0;
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std_a = 1;
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model(linear);
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hh = - alfa * nn + betta * ( hh(+1) + 0 * eps_a(+1) ) + eps_a;
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log_nn = log_nn(-1) + hh * lambda / (1-lambda);
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log_nn = ln(nbar) + nn;
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end;
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steady_state_model;
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log_nn = log(nbar);
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nn = 0;
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hh = 0;
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end;
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shocks;
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var eps_a; stderr 1;
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end;
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estimated_params;
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alfa, beta_pdf, 0.1, 0.05;
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std_a, inv_gamma_pdf, 0.05, 1;
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end;
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varobs log_nn;
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if ~isoctave() && ~matlab_ver_less_than('8.4')
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websave('data_uav.xlsx','http://www.dynare.org/Datasets/data_uav.xlsx', weboptions('Timeout', 30))
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else
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urlwrite('http://www.dynare.org/Datasets/data_uav.xlsx','data_uav.xlsx')
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end
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%reading Excel sheet from column A on creates quarterly dseries starting in
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%1950
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estimation(first_obs=2,datafile=data_uav, xls_sheet=Tabelle1, xls_range=a1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
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shock_decomposition( parameter_set=posterior_median ) nn hh;
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%reading Excel sheet from column B on creates annual dseries starting with 1
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estimation(first_obs=2,datafile=data_uav, xls_sheet=Tabelle1, xls_range=b1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
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shock_decomposition( parameter_set=posterior_median ) nn hh;
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delete('data_uav.xlsx')
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