From 7cf4dc751e1d42ac2512de27a4dca30da0fc9088 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemia=20=28Scylla=29?= Date: Tue, 28 Aug 2018 11:08:40 +0200 Subject: [PATCH] Fixed integration test. --- tests/var-expectations/6/example.mod | 10 ++-------- 1 file changed, 2 insertions(+), 8 deletions(-) diff --git a/tests/var-expectations/6/example.mod b/tests/var-expectations/6/example.mod index b36299178..2428db1cc 100644 --- a/tests/var-expectations/6/example.mod +++ b/tests/var-expectations/6/example.mod @@ -47,7 +47,7 @@ trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq ** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`. */ -var_expectation_model(model_name = varexp, variable = x1bar, auxiliary_model_name = toto, horizon = 15:50, discount = beta) ; +var_expectation_model(model_name = varexp, variable = x1, auxiliary_model_name = toto, horizon = 15:50, discount = beta) ; model; @@ -73,14 +73,8 @@ var_expectation.initialize('varexp') // Update VAR_EXPECTATION reduced form parameters var_expectation.update('varexp'); -/* -** REMARK The VAR model is such that x depends on past values of x -** (xₜ₋₁ and xₜ₋₂) and on zₜ₋₂. Consequently the reduced -** form parameters associated to yₜ₋₁, yₜ₋₂ have to be zero. -*/ - weights = M_.params(M_.var_expectation.varexp.param_indices); -if weights(2) || ~weights(3) || weights(5) || ~weights(1) || ~weights(4) || ~weights(6) +if ~all(weights(1:6)) || ~all(weights(9:10)) || weights(7) || weights(8) || weights(11) || weights(12) error('Wrong reduced form parameter for VAR_EXPECTATION_MODEL') end \ No newline at end of file