stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

varmodel.mod: use explicit seed to prevent pathological case

bgp-dev
Johannes Pfeifer 2022-09-16 14:32:53 +02:00
parent 7dd2dd5e24
commit f91e4e239c
1 changed files with 8 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
tests/model-inversion/bk-3b-nlsolve/varmodel.mod
View File

@ -70,8 +70,12 @@ steady;
check;
TrueData = simul_backward_model([], 200);
if isoctave
options_.bnlms.set_dynare_seed_to_default=false;
set_dynare_seed(1);
end
TrueData = simul_backward_model([], 200);
// Set the periods where some of the endogenous variables will be constrained.
subsample = 3Y:100Y;
@ -93,11 +97,11 @@ if max(abs(constrainedpaths(subsample).y1.data-endogenousvariables(subsample).y1
end
if max(abs(exogenousvariables(subsample).e2.data-SimulatedData(subsample).e2.data))>1e-12
error('Constraint on e1 path is not satisfied!')
error('Constraint on e2 path is not satisfied!')
end
if max(abs(exogenousvariables(subsample).e3.data-SimulatedData(subsample).e3.data))>1e-12
error('Constraint on e2 path is not satisfied!')
error('Constraint on e3 path is not satisfied!')
end
// Check consistency of the results.
@ -110,5 +114,5 @@ if max(abs(SimulatedData(subsample).y3.data-endogenousvariables(subsample).y3.da
end
if max(abs(exogenousvariables(subsample).e1.data-SimulatedData(subsample).e1.data))>1e-12
error('Model inversion is not consistent with true innovations (e3)')
error('Model inversion is not consistent with true innovations (e1)')
end