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Fix selected_variables_only option with classical forecasts 

dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
time-shift
Johannes Pfeifer 2014-10-31 11:14:43 +01:00 committed by Michel Juillard
parent 45ef721d03
commit 68b27252d7
2 changed files with 11 additions and 4 deletions
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3
doc/dynare.texi
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@ -5184,8 +5184,9 @@ any value of @math{\bar a} of @math{a} is a deterministic steady state for pro
Note that the nonstationary variables in the model must be integrated processes (their first difference or k-difference must be stationary).
@item selected_variables_only
@anchor{selected_variables_only}
Only run the smoother on the variables listed just after the
@code{estimation} command. Default: run the smoother on all the
@code{estimation} command. This options is incompatible with requesting classical frequentist forecasts and will be overridden in this case. Default: run the smoother on all the
declared endogenous variables.
@item cova_compute = @var{INTEGER}

12
matlab/dynare_estimation_init.m
View File

@ -384,9 +384,15 @@ oo_.dr.restrict_columns = [ic; length(k2)+(1:nspred-npred)'];
k3 = [];
k3p = [];
if options_.selected_variables_only
for i=1:size(var_list_,1)
k3 = [k3; strmatch(var_list_(i,:),M_.endo_names(dr.order_var,:), 'exact')];
k3p = [k3; strmatch(var_list_(i,:),M_.endo_names, 'exact')];
if options_.forecast > 0 && options_.mh_replic == 0 && ~options_.load_mh_file
fprintf('\nEstimation: The selected_variables_only option is incompatible with classical forecasts. It will be ignored.\n')
k3 = (1:M_.endo_nbr)';
k3p = (1:M_.endo_nbr)';
else
for i=1:size(var_list_,1)
k3 = [k3; strmatch(var_list_(i,:),M_.endo_names(dr.order_var,:), 'exact')];
k3p = [k3; strmatch(var_list_(i,:),M_.endo_names, 'exact')];
end
end
else
k3 = (1:M_.endo_nbr)';