diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod index e76cabee2..c99fc00e5 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod @@ -3,7 +3,7 @@ addpath('..'); generate_trend_stationary_AR1; -estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000, +estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400, mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=0, mcmc_jumping_covariance='MCMC_jump_covar', filtered_vars, filter_step_ahead = [1,2,4], diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod index a93d88384..8b6094eae 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod @@ -3,7 +3,7 @@ addpath('..'); generate_trend_stationary_AR1; -estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000, +estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400, mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=1, mcmc_jumping_covariance='MCMC_jump_covar_prefilter', filtered_vars, filter_step_ahead = [1,2,4], diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod index 6d4d075f4..33edf99a1 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod @@ -3,7 +3,7 @@ addpath('..'); generate_trend_stationary_AR1; -estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000, +estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400, mode_compute=4,first_obs=1,loglinear,diffuse_filter,smoother,forecast=100,prefilter=0, mcmc_jumping_covariance='MCMC_jump_covar', filtered_vars, filter_step_ahead = [1,2,4], diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod index 9e706d463..191e8c8ea 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod @@ -3,7 +3,7 @@ addpath('..'); generate_trend_stationary_AR1; -estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000, +estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400, mode_compute=4,first_obs=1,loglinear,smoother,forecast=100,prefilter=1, mcmc_jumping_covariance='MCMC_jump_covar_prefilter', filtered_vars, filter_step_ahead = [1,2,4], diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod index 30aeff52e..5c0b2b984 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod @@ -3,7 +3,7 @@ addpath('..'); generate_trend_stationary_AR1; -estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000, +estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400, mode_compute=4,first_obs=1,smoother,mh_nblocks=1,mh_jscale=0.3, filtered_vars, filter_step_ahead = [1,2,4], mcmc_jumping_covariance='MCMC_jump_covar',forecast=100,prefilter=0) P_obs Y_obs junk2; diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod index a2a2afc15..b6eb72e60 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod @@ -4,7 +4,7 @@ addpath('..'); generate_trend_stationary_AR1; estimation(order=1,datafile='AR1_trend_data_with_constant', - mh_replic=2000,mode_compute=4,first_obs=1000,smoother,forecast=100,prefilter=0, + mh_replic=400,mode_compute=4,first_obs=1000,smoother,forecast=100,prefilter=0, mcmc_jumping_covariance='MCMC_jump_covar', filtered_vars, filter_step_ahead = [1,2,4], mh_nblocks=1,mh_jscale=0.3) P_obs Y_obs junk2; diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod index 8eea5e67d..686b0a56d 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod @@ -3,7 +3,7 @@ addpath('..'); generate_trend_stationary_AR1; -estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,mode_compute=4, +estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4, first_obs=1,smoother,prefilter=1, mh_nblocks=1,mh_jscale=1e-4, filtered_vars, filter_step_ahead = [1,2,4], diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod index b504becb1..dc432300c 100644 --- a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod +++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod @@ -3,7 +3,7 @@ addpath('..'); generate_trend_stationary_AR1; -estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,mode_compute=4, +estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4, first_obs=1000,smoother,prefilter=1, mh_nblocks=1,mh_jscale=1e-4, filtered_vars, filter_step_ahead = [1,2,4], diff --git a/tests/observation_trends_and_prefiltering/Trend_diagnostics_MCMC_common.inc b/tests/observation_trends_and_prefiltering/Trend_diagnostics_MCMC_common.inc index 8c6b30c81..0c29608a8 100644 --- a/tests/observation_trends_and_prefiltering/Trend_diagnostics_MCMC_common.inc +++ b/tests/observation_trends_and_prefiltering/Trend_diagnostics_MCMC_common.inc @@ -31,17 +31,17 @@ if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,1,2:end-(options_.nk-1)))-o error('FilteredVariablesKStepAhead is wrong') end -if abs(oo_.PointForecast.Mean.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.PointForecast.Mean.P_obs(end)- p_forecast_100_periods)>2e-4 +if abs(oo_.PointForecast.Mean.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.PointForecast.Mean.P_obs(end)- p_forecast_100_periods)>5e-4 error('Mean Point Forecasts do not match') end -if abs(oo_.PointForecast.Median.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.PointForecast.Median.P_obs(end)- p_forecast_100_periods)>2e-4 +if abs(oo_.PointForecast.Median.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.PointForecast.Median.P_obs(end)- p_forecast_100_periods)>5e-4 error('Median Point Forecasts do not match') end -if abs(oo_.MeanForecast.Mean.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.MeanForecast.Mean.P_obs(end)- p_forecast_100_periods)>2e-4 +if abs(oo_.MeanForecast.Mean.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.MeanForecast.Mean.P_obs(end)- p_forecast_100_periods)>5e-4 error('Mean Mean Forecasts do not match') end -if abs(oo_.MeanForecast.Median.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.MeanForecast.Median.P_obs(end)- p_forecast_100_periods)>1e-3 +if abs(oo_.MeanForecast.Median.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.MeanForecast.Median.P_obs(end)- p_forecast_100_periods)>5e-3 error('Median Mean Forecasts do not match') end