From ad8586f87c00daf32a59ea03ba1840796df4a9f6 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Hermes=29?= Date: Mon, 1 Jun 2015 16:30:05 +0200 Subject: [PATCH] Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}. --- tests/Makefile.am | 6 +- tests/estimation/fs2000_mc4_mf.mod | 66 ------------------- .../{fs2000_mc4.mod => fs2000_mf.mod} | 52 ++++++++------- 3 files changed, 29 insertions(+), 95 deletions(-) delete mode 100644 tests/estimation/fs2000_mc4_mf.mod rename tests/estimation/{fs2000_mc4.mod => fs2000_mf.mod} (70%) diff --git a/tests/Makefile.am b/tests/Makefile.am index 67ec54869..46e4a0bf2 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -1,6 +1,4 @@ MODFILES = \ - estimation/fs2000_mc4.mod \ - estimation/fs2000_mc4_mf.mod \ estimation/fs2000_MCMC_jumping_covariance.mod \ estimation/fs2000_initialize_from_calib.mod \ estimation/fs2000_calibrated_covariance.mod \ @@ -271,8 +269,8 @@ AIM/fs2000x10_L9_L_AIM.o.trs: AIM/fs2000x10_L9_L.o.trs AIM/ls2003_2L0L_AIM.o.trs: AIM/ls2003_2L0L.o.trs AIM/ls2003_2L2L_AIM.o.trs: AIM/ls2003_2L2L.o.trs -estimation/fs2000_mc4_mf.m.trs: estimation/fs2000_mc4.m.trs -estimation/fs2000_mc4_mf.o.trs: estimation/fs2000_mc4.o.trs +estimation/fs2000_mf.m.trs: estimation/fs2000.m.trs +estimation/fs2000_mf.o.trs: estimation/fs2000.o.trs arima/mod1a.m.trs: arima/mod1.m.trs arima/mod1b.m.trs: arima/mod1.m.trs diff --git a/tests/estimation/fs2000_mc4_mf.mod b/tests/estimation/fs2000_mc4_mf.mod deleted file mode 100644 index 6c0a9428e..000000000 --- a/tests/estimation/fs2000_mc4_mf.mod +++ /dev/null @@ -1,66 +0,0 @@ -// test mode_compute=0 with mode_file computed with default (mode_compute=4) -// See fs2000.mod in the examples/ directory for details on the model - -var m P c e W R k d n l gy_obs gp_obs y dA; -varexo e_a e_m; - -parameters alp bet gam mst rho psi del; - - -model; -dA = exp(gam+e_a); -log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m; --P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0; -W = l/n; --(psi/(1-psi))*(c*P/(1-n))+l/n = 0; -R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W; -1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0; -c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1); -P*c = m; -m-1+d = l; -e = exp(e_a); -y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)); -gy_obs = dA*y/y(-1); -gp_obs = (P/P(-1))*m(-1)/dA; -end; - -steady_state_model; - dA = exp(gam); - gst = 1/dA; - m = mst; - - khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1)); - xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1); - nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp ); - n = xist/(nust+xist); - P = xist + nust; - k = khst*n; - - l = psi*mst*n/( (1-psi)*(1-n) ); - c = mst/P; - d = l - mst + 1; - y = k^alp*n^(1-alp)*gst^alp; - R = mst/bet; - - W = l/n; - e = 1; - - gp_obs = m/dA; - gy_obs = dA; -end; - -estimated_params; -alp, beta_pdf, 0.356, 0.02; -bet, beta_pdf, 0.993, 0.002; -gam, normal_pdf, 0.0085, 0.003; -mst, normal_pdf, 1.0002, 0.007; -rho, beta_pdf, 0.129, 0.223; -psi, beta_pdf, 0.65, 0.05; -del, beta_pdf, 0.01, 0.005; -stderr e_a, inv_gamma_pdf, 0.035449, inf; -stderr e_m, inv_gamma_pdf, 0.008862, inf; -end; - -varobs gp_obs gy_obs; - -estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mode_compute=0,mode_file=fs2000_mc4_mode,mh_replic=2000,mh_jscale=0.8); diff --git a/tests/estimation/fs2000_mc4.mod b/tests/estimation/fs2000_mf.mod similarity index 70% rename from tests/estimation/fs2000_mc4.mod rename to tests/estimation/fs2000_mf.mod index 8b9ebb4a1..3178165af 100644 --- a/tests/estimation/fs2000_mc4.mod +++ b/tests/estimation/fs2000_mf.mod @@ -1,4 +1,3 @@ -// test mode_compute default (=4) // See fs2000.mod in the examples/ directory for details on the model var m P c e W R k d n l gy_obs gp_obs y dA; @@ -31,31 +30,32 @@ gy_obs = dA*y/y(-1); gp_obs = (P/P(-1))*m(-1)/dA; end; -steady_state_model; - dA = exp(gam); - gst = 1/dA; - m = mst; - - khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1)); - xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1); - nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp ); - n = xist/(nust+xist); - P = xist + nust; - k = khst*n; - - l = psi*mst*n/( (1-psi)*(1-n) ); - c = mst/P; - d = l - mst + 1; - y = k^alp*n^(1-alp)*gst^alp; - R = mst/bet; - - W = l/n; - e = 1; - - gp_obs = m/dA; - gy_obs = dA; +initval; +k = 6; +m = mst; +P = 2.25; +c = 0.45; +e = 1; +W = 4; +R = 1.02; +d = 0.85; +n = 0.19; +l = 0.86; +y = 0.6; +gy_obs = exp(gam); +gp_obs = exp(-gam); +dA = exp(gam); end; +shocks; +var e_a; stderr 0.014; +var e_m; stderr 0.005; +end; + +steady; + +check; + estimated_params; alp, beta_pdf, 0.356, 0.02; bet, beta_pdf, 0.993, 0.002; @@ -70,4 +70,6 @@ end; varobs gp_obs gy_obs; -estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=0); +options_.solve_tolf = 1e-12; + +estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=10, mode_compute=0, mode_file=fs2000_mode);