diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 4ab96bce4..7b19c8f92 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -8744,8 +8744,8 @@ IRF and moment calibration can be defined in ``irf_calibration`` and To set IRF restrictions with specific intervals, the following syntax is used:: - VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE]; - VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE]; + VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, [EXPRESSION, EXPRESSION]; + VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, [EXPRESSION, EXPRESSION]; When ``(INTEGER:INTEGER)`` is used, the restriction is considered to be fulfilled by a logical OR. A list of restrictions must @@ -8762,9 +8762,9 @@ IRF and moment calibration can be defined in ``irf_calibration`` and :: irf_calibration; - y(1:4), e_ys, [ -50 50]; //[first year response with logical OR] + y(1:4), e_ys, [-50, 50]; //[first year response with logical OR] @#for ilag in 21:40 - R_obs(@{ilag}), e_ys, [0 6]; //[response from 5th to 10th years with logical AND] + R_obs(@{ilag}), e_ys, [0, 6]; //[response from 5th to 10th years with logical AND] @#endfor end; @@ -8775,10 +8775,10 @@ IRF and moment calibration can be defined in ``irf_calibration`` and |br| This block allows defining moment calibration criteria. This block is terminated by ``end;``, and contains lines of the form:: - VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), [DOUBLE DOUBLE]; + VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), [EXPRESSION, EXPRESSION]; VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), +/-; - VARIABLE_NAME1,VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [DOUBLE DOUBLE]; - VARIABLE_NAME1,VARIABLE_NAME2((-INTEGER:+INTEGER)), [DOUBLE DOUBLE]; + VARIABLE_NAME1,VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [EXPRESSION, EXPRESSION]; + VARIABLE_NAME1,VARIABLE_NAME2((-INTEGER:+INTEGER)), [EXPRESSION, EXPRESSION]; When ``(INTEGER:INTEGER)`` is used, the restriction is considered to be fulfilled by a logical OR. A list of restrictions must @@ -8789,7 +8789,7 @@ IRF and moment calibration can be defined in ``irf_calibration`` and :: moment_calibration; - y_obs,y_obs, [0.5 1.5]; //[unconditional variance] + y_obs,y_obs, [0.5, 1.5]; //[unconditional variance] y_obs,y_obs(-(1:4)), +; //[sign restriction for first year acf with logical OR] @#for ilag in -2:2 y_obs,R_obs(@{ilag}), -; //[-2:2 ccf with logical AND] diff --git a/preprocessor b/preprocessor index 92ad5aad2..1fcd30501 160000 --- a/preprocessor +++ b/preprocessor @@ -1 +1 @@ -Subproject commit 92ad5aad2c5dd0ba4e917ede11baddb674db82c0 +Subproject commit 1fcd305015c77b93ca2110efc749dbfd72dfe3ba diff --git a/tests/estimation/ls2003_endog_prior_restrict_estimation.mod b/tests/estimation/ls2003_endog_prior_restrict_estimation.mod index 093cec088..901ac60d4 100644 --- a/tests/estimation/ls2003_endog_prior_restrict_estimation.mod +++ b/tests/estimation/ls2003_endog_prior_restrict_estimation.mod @@ -65,9 +65,9 @@ end; // endogenous prior restrictions irf_calibration(relative_irf); -y(1:4), e_ys, [ -50 50]; //[first year response] +y(1:4), e_ys, [ -50, 50]; //[first year response] @#for ilag in 21:40 -R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year] +R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year] @#endfor end; @@ -82,4 +82,4 @@ y_obs,pie_obs(@{ilag}), -; //[ccf] end; estimation(datafile='../gsa/data_ca1.m',mode_check,first_obs=8,nobs=79,mh_nblocks=1, - prefilter=1,mh_jscale=0.0005,mh_replic=5000, mode_compute=4, mh_drop=0.6, bayesian_irf,mcmc_jumping_covariance='identity_matrix') R_obs y; \ No newline at end of file + prefilter=1,mh_jscale=0.0005,mh_replic=5000, mode_compute=4, mh_drop=0.6, bayesian_irf,mcmc_jumping_covariance='identity_matrix') R_obs y; diff --git a/tests/gsa/ls2003a.mod b/tests/gsa/ls2003a.mod index c5083ab19..2f0dc73f2 100644 --- a/tests/gsa/ls2003a.mod +++ b/tests/gsa/ls2003a.mod @@ -70,24 +70,24 @@ end; // endogenous prior restrictions irf_calibration(relative_irf); -y(1:4), e_ys, [ -50 50]; //[first year response] +y(1:4), e_ys, [ -50, 50]; //[first year response] //y(1:4), e_ys, [-inf -50]; //[first year response] @#for ilag in 21:40 -R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year] +R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year] @#endfor end; /* irf_calibration; -y(1:4), e_ys, [-inf -0.4]; //[first year response] +y(1:4), e_ys, [-inf, -0.4]; //[first year response] @#for ilag in 21:40 -R_obs(@{ilag}), e_ys, [0 0.25]; //[response after 4th year to 10th year] +R_obs(@{ilag}), e_ys, [0, 0.25]; //[response after 4th year to 10th year] @#endfor end; */ moment_calibration; -//y_obs,y_obs, [0.8 1.1]; //[unconditional variance] +//y_obs,y_obs, [0.8, 1.1]; //[unconditional variance] y_obs,y_obs(1:4), +; //[first year acf] //y_obs,pie_obs(-4:4), -; //[ccf] @#for ilag in -2:2