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
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@ -127,10 +127,12 @@ pac.update.expectation('pacman');
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@#if simulate
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@#if simulate
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verbatim;
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verbatim;
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// Simulate the model to create an artificial sample.
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% Simulate the model to create an artificial sample.
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initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), 2000Q1, vertcat(M_.endo_names,M_.exo_names));
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initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), dates('2000Q1'), vertcat(M_.endo_names,M_.exo_names));
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TrueData = simul_backward_model(initialconditions, 300);
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TrueData = simul_backward_model(initialconditions, 300);
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TrueData.save('simulateddata', 'm')
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ds = sandbox.dynamic_set_auxiliary_series(TrueData, M_.params);
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TrueData.rototo = ds.rototo;
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TrueData.save('simulateddata', 'm');
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end;
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end;
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@#endif
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@#endif
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12020
tests/simulateddata.m
12020
tests/simulateddata.m
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