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Conditional forecast test: remove spurious changes introduced in dfa744fcb3 

As a consequence, reactivate the tests
time-shift
Sébastien Villemot 2013-03-26 17:31:34 +01:00
parent 3c5ce6aab9
commit f594c27fd5
2 changed files with 7 additions and 33 deletions
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38
tests/conditional_forecasts/fs2000_cal.mod
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@ -13,7 +13,6 @@ rho = 0.7;
psi = 0.787;
del = 0.02;
//model(block, bytecode);
model;
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
@ -57,41 +56,18 @@ steady;
check;
//stoch_simul(irf=0);
stoch_simul(irf=0);
conditional_forecast_paths;
var gp_obs;
periods 1 2:5;
//values 0.05;
//values 0.98 1.00797;
values 0.98 0.99;
//expectation perfect_foresight;
var gy_obs;
periods 1 2 3:5;
//values 0.01 -0.02 0;
//values 0.85 0.85 0.95;
values 0.95 0.95 0.99;
//expectation perfect_foresight;
values 0.01 -0.02 0;
var gp_obs;
periods 1:5;
values 0.05;
end;
options_.stack_solve_algo = 0;
options_.maxit_ = 50;
conditional_forecast(parameter_set=calibration, controlled_varexo=(e_a,e_m));
error('Test disabled, enters an infinite loop')
plot_conditional_forecast(periods=10) gy_obs gp_obs;
conditional_forecast(parameter_set=calibration, controlled_varexo=(e_m,e_a), simulation_type = deterministic);
/*shocks;
var e_a;
periods 1 2 3 4 5;
values -0.0109 -0.0122 -0.0137 -0.0154 -0.0173;
var e_m;
periods 1 2 3 4 5;
values -0.1242 -0.0386 -0.0392 -0.0398 -0.0405;
end;
simul(periods=40);*/
rplot gy_obs;
rplot gp_obs;
//if ~(exist('OCTAVE_VERSION') && octave_ver_less_than('3.4.0'))
//plot_conditional_forecast(periods=10) gy_obs gp_obs;
//end

2
tests/conditional_forecasts/fs2000_est.mod
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@ -97,8 +97,6 @@ varobs gp_obs gy_obs;
options_.solve_tolf = 1e-12;
error('Test disabled, enters an infinite loop')
// Metropolis replications are too few, this is only for testing purpose
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=10000,mh_nblocks=1,mh_jscale=0.8);