Add check for presence of NaN in JJ to identification_analysis.m
Usually happens when model has a unit root and unconditional second moments are NaNtime-shift
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85422a2f7d
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0c7b4f542c
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@ -85,6 +85,9 @@ if info(1)==0,
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derivatives_info.DYss=dYss;
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derivatives_info.DYss=dYss;
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if init,
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if init,
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indJJ = (find(max(abs(JJ'),[],1)>1.e-8));
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indJJ = (find(max(abs(JJ'),[],1)>1.e-8));
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if isempty(indJJ) && any(any(isnan(JJ)))
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error('There are NaN in the JJ matrix. Please check whether your model has units roots and you forgot to set lik_init~=1.' )
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end
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while length(indJJ)<nparam && nlags<10,
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while length(indJJ)<nparam && nlags<10,
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disp('The number of moments with non-zero derivative is smaller than the number of parameters')
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disp('The number of moments with non-zero derivative is smaller than the number of parameters')
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disp(['Try increasing ar = ', int2str(nlags+1)])
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disp(['Try increasing ar = ', int2str(nlags+1)])
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