52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
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Also fixes growth neutrality correction in models with non optimizing
agents (correction was not taking into account the value of the share of non
optimizing agents).
2019-03-11 11:54:53 +01:00
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
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Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
ba416f12ad
makefile: use tabs instead of spaces
2019-03-08 11:16:26 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
6b4b2bb8b3
fix path to test
2019-03-07 18:06:53 +01:00
d4814c6b92
Removed pointer to missing file in Makefile.am.
2019-03-07 17:33:40 +01:00
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
92b1c25b9f
fix typo
2019-03-07 10:47:02 +01:00
f3a10d0238
add test for estimating certain parameters in sur
2019-03-07 10:47:02 +01:00
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
f07b1e8028
Account for exogenous variables in PAC's RoT part.
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Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
379431b05b
Added integration test.
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Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct.
2019-02-27 14:22:59 +01:00
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
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Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
85e903ef90
tabs instead of spaces in Makefile.am
2019-01-30 16:29:21 +01:00
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
169ed2a655
reorder tests, slowest first
2019-01-22 17:13:03 +01:00
407ac26f5b
separate test call for ols style mod files
2019-01-22 15:55:15 +01:00
9b06086ea7
Added rules for running tests in ecb and estimation/univariate subfolders.
2019-01-16 16:05:05 +01:00
df713e907b
add tests to makefile
2019-01-16 14:52:01 +01:00
4804e729e8
makefile: fix spacing
2019-01-16 12:54:30 +01:00
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
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The routine takes a dseries object as unique argument and return an updated
object with the expectation term.
If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after
var_expectation.print('toto');
the expectation term can be evaluated:
ts = example.var_expectations.evaluate_varexp(ts);
where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00
53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
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See tests/var-expectations/9/example.mod for a self documented example.
Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
2018-11-29 10:29:55 +01:00
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
c407b63e84
Update preprocessor submodule + add test
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Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
1c1a3ea0a4
Removed tests on targets.
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A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
9a84129707
Added integration for the bayesian estimation of a single equation.
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Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
c6a17abc72
Testsuite: suppress MATLAB splash screen when generating .m.tls file
2018-10-01 16:40:26 +02:00
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
76c4df129c
Added integration tests.
2018-09-27 18:58:52 +02:00
bd36a0c109
Merge branch 'master' into ecb-master-targets
2018-09-25 15:51:18 +02:00
031e2c87c6
New version of get_companion_matrix + new integration test.
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The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
c588544b13
Fixed rm argument list too long issue.
2018-09-19 12:10:30 +02:00
a03fab76c2
Ensure that test summary is displayed even if there is a test failure
2018-09-14 15:21:39 +02:00
9adad552be
Fixed rm argument list too long issue.
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(cherry picked from commit d005def67f5d0afb2a99a40a6cd84766ca7dfd9f)
2018-09-13 17:31:24 +02:00
a4c46a8121
tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation
2018-09-13 16:43:30 +02:00
763b0a2392
make check-{matlab,octave} now return a non-zero exit code if there is a failed test
2018-09-13 16:18:41 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Stéphane Adjemia (Scylla)
Sébastien Villemot
Stéphane Adjemian(Charybdis)