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