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Throw an error if composite PAC target ∧ trend_component aux. model.

dprior
Stéphane Adjemian (Argos) 2024-01-29 14:02:15 +01:00
parent a48a03bc67
commit 9f9f4a99ba
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 10 additions and 5 deletions
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15
matlab/+pac/+update/parameters.m
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@ -13,7 +13,7 @@ function M_ = parameters(pacname, M_, oo_, verbose)
% SPECIAL REQUIREMENTS
% none
% Copyright © 2018-2023 Dynare Team
% Copyright © 2018-2024 Dynare Team
%
% This file is part of Dynare.
%
@ -78,6 +78,11 @@ else
numberofcomponents = 0;
end
% Makes no sense to have a composite PAC target with a trend component auxiliary model (where all the variables are non stationnary)
if numberofcomponents>0 && strcmp(M_.pac.pacman.auxiliary_model_type, 'trend_component')
error('Composite PAC target not allowed with trend component model.')
end
% Build the vector of PAC parameters (ECM parameter + autoregressive parameters).
pacvalues = M_.params([pacmodel.ec.params; pacmodel.ar.params(1:pacmodel.max_lag)']);
@ -90,7 +95,7 @@ if numberofcomponents
% Find the auxiliary variables if any
ad = find(cell2mat(cellfun(@(x) isauxiliary(x, [8 10]), varmodel.list_of_variables_in_companion_var, 'UniformOutput', false)));
if isempty(ad)
error('Cannot find the trend variable in the Companion VAR/VECM model.')
error('Cannot find the trend variable in the Companion VAR model.')
else
for j=1:length(ad)
auxinfo = M_.aux_vars(get_aux_variable_id(varmodel.list_of_variables_in_companion_var{ad(j)}));
@ -105,7 +110,7 @@ if numberofcomponents
end
end
if isempty(id{i})
error('Cannot find the trend variable in the Companion VAR/VECM model.')
error('Cannot find the trend variable in the Companion VAR model.')
end
end
end
@ -115,7 +120,7 @@ else
% Find the auxiliary variables if any
ad = find(cell2mat(cellfun(@(x) isauxiliary(x, [8 10]), varmodel.list_of_variables_in_companion_var, 'UniformOutput', false)));
if isempty(ad)
error('Cannot find the trend variable in the Companion VAR/VECM model.')
error('Cannot find the trend variable in the auxiliary VAR / Trend component model.')
else
for i=1:length(ad)
auxinfo = M_.aux_vars(get_aux_variable_id(varmodel.list_of_variables_in_companion_var{ad(i)}));
@ -130,7 +135,7 @@ else
end
end
if isempty(id{1})
error('Cannot find the trend variable in the Companion VAR/VECM model.')
error('Cannot find the trend variable in the auxiliary VAR / Trend component model.')
end
end
end