function [simulation, errorflag] = simul_backward_model(initialconditions, samplesize, innovations) % function simulation = simul_backward_model(initialconditions, samplesize, innovations) % Simulates a stochastic backward looking model (with arbitrary precision). % % INPUTS % - initialconditions [dseries] initial conditions for the endogenous variables. % - samplesize [integer] scalar, number of periods for the simulation. % - innovations [dseries] innovations to be used for the simulation. % % OUTPUTS % - simulation [dseries] Simulated endogenous and exogenous variables. % - errorflag [logical] scalar, equal to false iff the simulation did not fail. % % REMARKS % [1] The innovations used for the simulation are saved in DynareOutput.exo_simul, and the resulting paths for the endogenous % variables are saved in DynareOutput.endo_simul. % [2] The last input argument is not mandatory. If absent we use random draws and rescale them with the informations provided % through the shocks block. % [3] If the first input argument is empty, the endogenous variables are initialized with 0, or if available with the informations % provided through the histval block. % Copyright © 2012-2023 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . global options_ M_ oo_ if M_.maximum_lead error('Model defined in %s.mod is not backward or static.', M_.fname) end if ~M_.maximum_lag dprintf('Model defined in %s.mod is static. Use simul_static_model instead.', M_.fname) simul_static_model(samplesize, innovations); return end if nargin<3 Innovations = []; else if isdseries(innovations) if isdseries(initialconditions) if isequal(innovations.dates(1)-1, initialconditions.dates(end)) if innovations.nobs