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fixed test cases for deterministic simulations with histval and leads 

and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
time-shift
Michel Juillard 2015-07-29 15:43:04 +02:00
parent 7d11ed7642
commit 0cccceff86
2 changed files with 11 additions and 6 deletions
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11
tests/deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod
View File

@ -25,8 +25,11 @@ z_backward=0.5;
end;
histval;
z_backward(-1)=0.4;
z_backward(-2)=0.9;
x(0) = 1;
k(0) = 12;
z_backward(0) = 0.5;
z_backward(-1) = 0.4;
z_backward(-2) = 0.9;
end;
shocks;
@ -45,13 +48,13 @@ if max(abs(base_results.oo_.endo_simul(strmatch('c',base_results.M_.endo_names,'
end
if max(abs(base_results.oo_.exo_simul(1:end-base_results.M_.maximum_lead-base_results.M_.maximum_lag,strmatch('x',base_results.M_.exo_names,'exact')) -...
oo_.exo_simul(1+M_.maximum_lag:end-M_.maximum_lead,strmatch('x',M_.exo_names,'exact'))))>1e-8
oo_.exo_simul(1:end-M_.maximum_lead-M_.maximum_lag,strmatch('x',M_.exo_names,'exact'))))>1e-8
error('Translation of exogenous variables is wrong')
end
clear base_results;
base_results_aux_vars=load('sim_endo_lead_lag_aux_vars_results.mat');
if max(abs(base_results_aux_vars.oo_.endo_simul(strmatch('z_backward_lag_3',base_results_aux_vars.M_.endo_names,'exact'),1:end-base_results_aux_vars.M_.maximum_lead) -...
if max(abs(base_results_aux_vars.oo_.endo_simul(strmatch('z_backward_lag_2',base_results_aux_vars.M_.endo_names,'exact'),1:end-base_results_aux_vars.M_.maximum_lead) -...
oo_.endo_simul(strmatch('AUX_ENDO_LAG_2_2',M_.endo_names,'exact'),1:end-M_.maximum_lag)))>1e-8
error('Translation of endogenous variables is wrong')
end

6
tests/deterministic_simulations/multiple_lead_lags/sim_exo_lead_lag.mod
View File

@ -20,10 +20,12 @@ end;
initval;
c = 1.2;
k = 12;
x = 1; %set x(0)
x = 1;
end;
histval;
k(0) = 12;
x(0) = 1;
x(-1)=1.30; %set x(-1)
x(-2)=1.30; %set x(-2)
end;
@ -46,7 +48,7 @@ end
clear base_results
base_results_aux_vars=load('sim_exo_lead_lag_aux_vars_results.mat');
if max(abs(base_results_aux_vars.oo_.endo_simul(strmatch('x_lag_4',base_results_aux_vars.M_.endo_names,'exact'),1:end-base_results_aux_vars.M_.maximum_lead)' -...
if max(abs(base_results_aux_vars.oo_.endo_simul(strmatch('x_lag_3',base_results_aux_vars.M_.endo_names,'exact'),1:end-base_results_aux_vars.M_.maximum_lead-1)' -...
oo_.exo_simul(1:end-M_.maximum_lead-M_.maximum_lag,strmatch('x',M_.exo_names,'exact'))))>1e-8
error('Translation of aux vars is wrong')
end