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Filter out inconsistent specification of prefiltering when observation equation is not mean zero

time-shift
Johannes Pfeifer 2014-01-30 10:07:41 +01:00
parent 5626b0cb89
commit d82252e805
1 changed files with 11 additions and 8 deletions
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19
matlab/dynare_estimation_init.m
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@ -93,12 +93,6 @@ elseif isempty(options_.qz_criterium)
options_.qz_criterium = 1+1e-6;
end
% If the data are prefiltered then there must not be constants in the
% measurement equation of the DSGE model or in the DSGE-VAR model.
if options_.prefilter == 1
options_.noconstant = 1;
end
% Set options related to filtered variables.
if ~isequal(options_.filtered_vars,0) && isempty(options_.filter_step_ahead)
options_.filter_step_ahead = 1;
@ -478,7 +472,7 @@ dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_o
options_.nobs = dataset_.info.ntobs;
% setting noconstant option
% setting steadystate_check_flag option
if options_.diffuse_filter
steadystate_check_flag = 0;
else
@ -498,4 +492,13 @@ if all(abs(oo_.steady_state(bayestopt_.mfys))<1e-9)
options_.noconstant = 1;
else
options_.noconstant = 0;
end
% If the data are prefiltered then there must not be constants in the
% measurement equation of the DSGE model or in the DSGE-VAR model.
if options_.prefilter == 1
fprintf('\nestimation_init: You have specified the option "prefilter" to demean your data,\n')
fprintf('estimation_init: but your observation equations are not mean zero. Either change your observation\n')
fprintf('estimation_init: equation or drop the prefiltering.\n')
error('The option "prefilter" is inconsistent with the non-zero mean measurement equations in the model.')
end
end