From 02c71eb270e18d17714e22610485e70ec61c2c5e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Wed, 16 Dec 2015 15:24:44 +0100 Subject: [PATCH] Renamed and changed integration test for sim1_purely_backward routine. Compare the solution returned by sim1_purely_backward with the true solution. --- tests/Makefile.am | 2 +- .../deterministic_model_purely_backward.mod | 27 ---------------- .../purely_backward/ar1.mod | 32 +++++++++++++++++++ 3 files changed, 33 insertions(+), 28 deletions(-) delete mode 100644 tests/deterministic_simulations/deterministic_model_purely_backward.mod create mode 100644 tests/deterministic_simulations/purely_backward/ar1.mod diff --git a/tests/Makefile.am b/tests/Makefile.am index 5d1dcab53..ea1725e7c 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -215,7 +215,7 @@ MODFILES = \ ep/rbcii.mod \ ep/linearmodel.mod \ deterministic_simulations/deterministic_model_purely_forward.mod \ - deterministic_simulations/deterministic_model_purely_backward.mod \ + deterministic_simulations/purely_backward/ar1.mod \ deterministic_simulations/rbc_det1.mod \ deterministic_simulations/rbc_det2.mod \ deterministic_simulations/rbc_det3.mod \ diff --git a/tests/deterministic_simulations/deterministic_model_purely_backward.mod b/tests/deterministic_simulations/deterministic_model_purely_backward.mod deleted file mode 100644 index 89d8014dc..000000000 --- a/tests/deterministic_simulations/deterministic_model_purely_backward.mod +++ /dev/null @@ -1,27 +0,0 @@ -var y; -varexo eps; -parameters rho1 rho2; - -rho1 = 0.1; - -rho2 = 0.2; - -model; -log(y) = rho1*log(y(-1)) + rho2*log(y(-2)) + eps; -end; - -initval; -y=1; -eps=0; -end; - -steady; -check; - -shocks; -var eps; -periods 1:9; -values -0.0104; -end; - -simul(periods=100); diff --git a/tests/deterministic_simulations/purely_backward/ar1.mod b/tests/deterministic_simulations/purely_backward/ar1.mod new file mode 100644 index 000000000..c4ea3299d --- /dev/null +++ b/tests/deterministic_simulations/purely_backward/ar1.mod @@ -0,0 +1,32 @@ +var y; + +varexo eps; + +parameters rho; + +rho = 0.9; + +model; + y = y(-1)^rho*exp(eps); +end; + +initval; + y = 1; + eps = 0; +end; + +steady; + +check; + +shocks; + var eps; + periods 1; + values 1; +end; + +simul(periods=10); + +if max(abs(y-[1; exp(cumprod([1; rho*ones(9, 1)]))]))>options_.dynatol.x + error('Wrong solution!') +end