Bug fixes.

- Simulation of the model was not working since to (1) wrong commented
 line (dynare comments in a verbatim block), and (2) dates are not interpreted
 in a verbatim block.

 - A variable was missing (the auxiliary for the PAC expectation term) causing
 problems for the initialisation of the simulations in dcontribs (presence of a
 NaN in the guess for the first period).
kalman-mex
Stéphane Adjemian (Argos) 2023-10-26 18:25:35 +02:00
parent 76a2203b50
commit b0a84bd6f8
Signed by: stepan
GPG Key ID: A6D44CB9C64CE77B
2 changed files with 6172 additions and 5858 deletions

View File

@ -127,10 +127,12 @@ pac.update.expectation('pacman');
@#if simulate
verbatim;
// Simulate the model to create an artificial sample.
initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), 2000Q1, vertcat(M_.endo_names,M_.exo_names));
TrueData = simul_backward_model(initialconditions, 300);
TrueData.save('simulateddata', 'm')
% Simulate the model to create an artificial sample.
initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), dates('2000Q1'), vertcat(M_.endo_names,M_.exo_names));
TrueData = simul_backward_model(initialconditions, 300);
ds = sandbox.dynamic_set_auxiliary_series(TrueData, M_.params);
TrueData.rototo = ds.rototo;
TrueData.save('simulateddata', 'm');
end;
@#endif

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