diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc index d19727fa4..2fd7f54c4 100644 --- a/preprocessor/DynamicModel.cc +++ b/preprocessor/DynamicModel.cc @@ -3757,22 +3757,28 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context || symbol_table.getType(it->first.first) == eLogTrend) for (int eq = 0; eq < (int) equations.size(); eq++) { - expr_t testeq = AddLog(AddMinus(equations[eq]->get_arg1(), // F: a = b -> ln(a - b) - equations[eq]->get_arg2())); - testeq = testeq->getDerivative(it->second); // d F / d Trend - for (deriv_id_table_t::const_iterator endogit = deriv_id_table.begin(); - endogit != deriv_id_table.end(); endogit++) - if (symbol_table.getType(endogit->first.first) == eEndogenous) - { - double nearZero = testeq->getDerivative(endogit->second)->eval(eval_context); // eval d F / d Trend d Endog - if (fabs(nearZero) > ZERO_BAND) + expr_t homogeneq = AddMinus(equations[eq]->get_arg1(), + equations[eq]->get_arg2()) + + // Do not run the test if the term inside the log is zero + if (fabs(homogeneq->eval(eval_context)) > ZERO_BAND) + { + expr_t testeq = AddLog(homogeneq); // F = log(lhs-rhs) + testeq = testeq->getDerivative(it->second); // d F / d Trend + for (deriv_id_table_t::const_iterator endogit = deriv_id_table.begin(); + endogit != deriv_id_table.end(); endogit++) + if (symbol_table.getType(endogit->first.first) == eEndogenous) { - cerr << "ERROR: trends not compatible with balanced growth path; the second-order cross partial of equation " << eq + 1 << " w.r.t. trend variable " - << symbol_table.getName(it->first.first) << " and endogenous variable " - << symbol_table.getName(endogit->first.first) << " is not null. " << endl; - exit(EXIT_FAILURE); + double nearZero = testeq->getDerivative(endogit->second)->eval(eval_context); // eval d F / d Trend d Endog + if (fabs(nearZero) > ZERO_BAND) + { + cerr << "ERROR: trends not compatible with balanced growth path; the second-order cross partial of equation " << eq + 1 << " w.r.t. trend variable " + << symbol_table.getName(it->first.first) << " and endogenous variable " + << symbol_table.getName(endogit->first.first) << " is not null. " << endl; + exit(EXIT_FAILURE); + } } - } + } } } @@ -4134,8 +4140,9 @@ DynamicModel::transformPredeterminedVariables() void DynamicModel::detrendEquations() { - for (nonstationary_symbols_map_t::const_iterator it = nonstationary_symbols_map.begin(); - it != nonstationary_symbols_map.end(); it++) + // We go backwards in the list of trend_vars, to deal correctly with I(2) processes + for (nonstationary_symbols_map_t::const_reverse_iterator it = nonstationary_symbols_map.rbegin(); + it != nonstationary_symbols_map.rend(); ++it) for (int i = 0; i < (int) equations.size(); i++) { BinaryOpNode *substeq = dynamic_cast(equations[i]->detrend(it->first, it->second.first, it->second.second)); diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc index 61b551d48..631dc4fa4 100644 --- a/preprocessor/ModFile.cc +++ b/preprocessor/ModFile.cc @@ -416,8 +416,8 @@ ModFile::computingPass(bool no_tmp_terms) // Mod file may have no equation (for example in a standalone BVAR estimation) if (dynamic_model.equation_number() > 0) { - /*if (nonstationary_variables) - trend_dynamic_model.runTrendTest(global_eval_context);*/ + if (nonstationary_variables) + trend_dynamic_model.runTrendTest(global_eval_context); // Compute static model and its derivatives dynamic_model.toStatic(static_model);