Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
...
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Stéphane Adjemian (Charybdis)
38e1cd5d4e
Do not include auxiliaries in Simulated_time_series...
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And add paths for the exogenous variables.
2022-01-21 16:50:42 +01:00
Stéphane Adjemian (Ryûk)
a08de9e661
Partial fix for #1837 .
2022-01-19 09:20:22 +01:00
1edb8ba7ba
Merge branch 'planner_check' into 'master'
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evaluate_planner_objective.m: fix check for NaN moments
See merge request Dynare/dynare!1996
2022-01-18 16:45:06 +00:00
b5d129de1f
evaluate_planner_objective.m: fix check for NaN moments
2022-01-18 16:12:20 +01:00
Stéphane Adjemian (Charybdis)
1fd4904ccc
Fix evaluate routine if PAC's growth option is constant.
2022-01-17 16:56:58 +01:00
Stéphane Adjemian (Charybdis)
e1d0ce28d2
Remove aux variables from evaluate routine.
...
Auxiliary variables were still present in the growth neutrality correction. This
commit remove the auxiliaries, so that the user doesn't need to update the
database with the auxiliary variable definitions.
Also adds integration test.
TODO Check that it works with log unary op
TODO Complete tests by checking that the written evaluate routine works
2022-01-14 20:45:46 +01:00
3b59253416
occbin: fix bug if there is only a surprise shock in the first period
2022-01-14 08:47:37 +01:00
958dcf7b48
online auxiliary filter: add option to set termination condition of loop
2022-01-13 18:42:55 +01:00
ca4601bd1c
dyntable: fix column width calculation in case of minus sign
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By the same token, improve the logical expression for determining whether all
values are infinite (it was nevertheless giving the right result, because an
“all()” is implicit when an array of booleans is passed to an “if” statement).
2022-01-11 17:44:24 +01:00
6f83afbf42
Octave: fix some warning ids
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Those warning ids were renamed in Octave 3.8.
2022-01-11 17:22:58 +01:00
9305cd1ef1
fixed header of occbin solver
2022-01-06 15:02:43 +01:00
06a7e6c7be
bug fixes with occbin smoother: reset nested waitbars and fix names of outut structure of solver
2022-01-06 15:01:35 +01:00
8ac3f4b22b
fixed bugs in initialization of heteroskedastic shocks and first_obs>1 and nobs< full dimension of dataset
2022-01-06 14:59:33 +01:00
8130125fa7
reset nested waitbars when computing posterior smoother with occbin
2022-01-06 14:57:57 +01:00
bad52b292d
fixed index of variable names defined more than once
2022-01-06 14:51:56 +01:00
Stéphane Adjemian (Ryûk)
d18d728f7b
Fix definition of R2 in NLS routine.
2022-01-05 16:45:35 +01:00
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
Stéphane Adjemian (Ryûk)
e1a63fbf81
Fix bug introduced in 25231f66.
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Set decompose equal to false if the expectation model is not a PAC.
2022-01-03 22:25:48 +01:00
Stéphane Adjemian (Ryûk)
25231f6634
Account for PAC components in evaluate routine.
...
The print_expectations routine was previously only considering the
aggregate expectation (for the target). Now it updates the
database (dseries) with each component of the PAC model. The growth
neutrality correction is included in the aggregate expectation but not
in the expectations of the components.
2022-01-03 17:28:57 +01:00
bdb21f9ad6
ver_less_than.m: add missing semicolons in unit tests
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[skip ci]
2022-01-03 16:09:26 +01:00
86b09bccf9
dseries update
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– load_m_file_data.m: pass structure instead of file
– removed utilities/misc/ordinal.m routine
2022-01-03 15:42:03 +01:00
1e5b7d4e04
Merge branch 'warning' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1986
2022-01-03 15:22:39 +01:00
93883aad57
Merge branch 'version_utilities' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1985
2022-01-03 15:22:18 +01:00
8cf6fe0be4
perfect_foresight_setup.m: add line skip
2021-12-30 14:27:12 +01:00
086e0895cb
initial_estimation_checks.m: fix warning display
2021-12-27 13:03:47 +01:00
Stéphane Adjemian (Charybdis)
1c953cca01
Moved CLI routines.
2021-12-21 16:22:30 +01:00
Stéphane Adjemian (Charybdis)
4b18aafa9b
Add CLI for evaluate_smoother.
2021-12-21 16:17:29 +01:00
97b98d155e
Partially revert "Remove more utilities related to conversion of oo_ between Dynare versions"
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This partially reverts commit 26597bf093
2021-12-21 12:44:49 +01:00
04ab1e5696
Merge branch 'steady_debug' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1982
2021-12-20 12:08:17 +01:00
Stéphane Adjemian (Ryûk)
ba7a53b38b
Code factorization (NLS).
2021-12-19 17:14:25 +01:00
b966e5eb7a
evaluate_steady_state.m: do not check auxiliary initial values if they haven't been set
2021-12-19 11:39:24 +01:00
Stéphane Adjemian (Ryûk)
60d8f44c4a
Fix estimation range.
2021-12-18 22:27:45 +01:00
Stéphane Adjemian (Ryûk)
2a796c8e34
Account for logged variables under diffs.
2021-12-18 19:58:55 +01:00
Stéphane Adjemian (Ryûk)
cc90bd4cf5
Fix typos in regular expressions.
2021-12-18 19:28:58 +01:00
Stéphane Adjemian (Ryûk)
8fa8ee8235
Bug fix (wrong dimension for exogenous variables).
...
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk)
4512000f0f
Display estimation results PAC/NLS.
2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk)
8c8a2cf0fa
Add trap if SSR is not a real number.
2021-12-17 14:54:58 +01:00
Stéphane Adjemian (Ryûk)
1cf99b5227
Do not update the database if there is no aux. variables.
2021-12-17 14:21:10 +01:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
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The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
f8fc786459
Merge branch 'het_shocks' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1980
2021-12-15 10:27:06 +01:00
600e468448
Merge branch 'cosmetics_header' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1979
2021-12-15 10:26:52 +01:00
Stéphane Adjemian (Ryûk)
4dd3ee8546
Add CLI for some routines.
...
- steady,
- check,
- evaluate_likelihood,
- evaluate_posterior_kernel, and
- evaluate_prior.
*Example*
After running a mod file, on the Matlab's command line:
>> cli.check
EIGENVALUES:
Modulus Real Imaginary
0 0 0
1.389e-16 1.389e-16 0
0.6452 0.6452 0
0.9707 0.9707 0
1.038 1.038 0
1.271e+16 1.271e+16 0
2.33e+17 2.33e+17 0
There are 3 eigenvalue(s) larger than 1 in modulus
for 3 forward-looking variable(s)
The rank condition is verified.
2021-12-14 14:45:57 +01:00
3dc398f590
dynare_estimation_1.m: improve comment on Hessian recomputation
2021-12-14 11:22:41 +01:00
7303275bef
dsge_likelihood.m: update header
2021-12-14 11:22:41 +01:00
fdb14b3af8
IVF: turn off near-singularity warning in estimation
2021-12-14 11:21:16 +01:00
8a76c689ea
IVF: properly deal with error code
2021-12-14 11:21:16 +01:00
1bfb9ffbb9
heteroskedastic shocks: take into account first_obs
2021-12-14 11:21:16 +01:00
301fe42ed8
Merge branch 'varendo' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1978
2021-12-14 11:09:47 +01:00
6a41cbdb13
Merge branch 'minimal_state' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1963
2021-12-14 11:09:28 +01:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Johannes Pfeifer
Marco Ratto
Willi Mutschler