From 8574e94bdb0bd840cb3c35a1458e4b2cb26c6509 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Thu, 17 Jan 2019 17:56:12 +0100 Subject: [PATCH] change test to fix de_ehic_de_ehic_L1 at 1 --- .../SUR/panel_var_diff_NB_simulation_test.mod | 78 ++++++++++++------- 1 file changed, 51 insertions(+), 27 deletions(-) diff --git a/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod b/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod index 419b0e83c..d523e08d7 100644 --- a/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod +++ b/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod @@ -164,7 +164,7 @@ BETA = zeros(NSIMS, nparampool); for i=1:NSIMS firstobs = rand(3, length(M_.endo_names)); M_.params = calibrated_values; - M_.Sigma_e = Sigma_e; + M_.Sigma_e = Sigma_e; simdata = simul_backward_model(dseries(firstobs, dates('1995Q1'), M_.endo_names), 10000); simdata = simdata(simdata.dates(5001:6000)); names=regexp(simdata.name, 'res\w*'); @@ -174,36 +174,60 @@ for i=1:NSIMS idxs = [idxs j]; end end - sur(simdata{idxs}); + sur(simdata{idxs}, ... + {'u2_q_yed_ecm_u2_q_yed_L1' + 'u2_q_yed_ecm_u2_stn_L1' + 'u2_q_yed_u2_g_yer_L1' + 'u2_q_yed_u2_stn_L1' + 'u2_g_yer_ecm_u2_q_yed_L1' + 'u2_g_yer_ecm_u2_stn_L1' + 'u2_g_yer_u2_q_yed_L1' + 'u2_g_yer_u2_g_yer_L1' + 'u2_g_yer_u2_stn_L1' + 'u2_stn_ecm_u2_q_yed_L1' + 'u2_stn_ecm_u2_stn_L1' + 'u2_stn_u2_q_yed_L1' + 'u2_stn_u2_g_yer_L1' + 'u2_estn_u2_estn_L1' + 'u2_ehic_u2_ehic_L1' + 'de_q_yed_ecm_de_q_yed_L1' + 'de_q_yed_ecm_u2_stn_L1' + 'de_q_yed_de_g_yer_L1' + 'de_q_yed_u2_stn_L1' + 'de_g_yer_ecm_de_q_yed_L1' + 'de_g_yer_ecm_u2_stn_L1' + 'de_g_yer_de_q_yed_L1' + 'de_g_yer_de_g_yer_L1' + 'de_g_yer_u2_stn_L1'}); BETA(i, :) = M_.params'; end tmp = mean(BETA)' - calibrated_values; -good = [-0.000851537463734 - -0.000642098588814 - -0.000079443724899 - -0.000419521985776 - 0.000261352267293 - -0.000246882667909 - -0.000075222092522 - -0.001730995757516 - -0.001143211421785 - 0.000121019009672 - -0.000575440175324 - -0.000750521500994 - -0.000275330543235 - -0.000622488610298 - -0.000634806469499 - -0.000250251968285 - -0.000444189625703 - -0.000187665881528 - -0.000442546748709 - -0.000017025547277 - 0.000090404659306 - -0.000235245783302 - -0.000840347833802 - 0.000815049712458 - -0.000656563787956]; +good = [-0.000851256219733 + -0.000643255670073 + -0.000078774226193 + -0.000420026410496 + 0.000262319820667 + -0.000245434738588 + -0.000076193984629 + -0.001732502219600 + -0.001142802053612 + 0.000120684867379 + -0.000577323101449 + -0.000750502207473 + -0.000277709424315 + -0.000622119904600 + -0.000635564841533 + -0.000249342272071 + -0.000443999454424 + -0.000187590389264 + -0.000441672489341 + -0.000015259855753 + 0.000091236076295 + -0.000236028177813 + -0.000838101091676 + 0.000815800740293 + 0]; if sum(abs(tmp-good)) > 1e-14 error(['sum of tmp - good was: ' num2str(sum(abs(tmp-good)))]); end