function simul() % Computes deterministic simulations % % INPUTS % None % % OUTPUTS % none % % ALGORITHM % % SPECIAL REQUIREMENTS % none % Copyright (C) 1996-2013 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 M_ options_ oo_ test_for_deep_parameters_calibration(M_); if options_.stack_solve_algo < 0 || options_.stack_solve_algo > 6 error('SIMUL: stack_solve_algo must be between 0 and 6') end if ~options_.block && ~options_.bytecode && options_.stack_solve_algo ~= 0 ... && options_.stack_solve_algo ~= 6 error('SIMUL: you must use stack_solve_algo=0 or stack_solve_algo=6 when not using block nor bytecode option') end if options_.block && ~options_.bytecode && options_.stack_solve_algo == 5 error('SIMUL: you can''t use stack_solve_algo = 5 without bytecode option') end if (options_.block || options_.bytecode) && options_.stack_solve_algo == 6 error('SIMUL: you can''t use stack_solve_algo = 6 with block or bytecode option') end if isoctave && options_.stack_solve_algo == 2 error('SIMUL: you can''t use stack_solve_algo = 2 under Octave') end if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1,:)) > 0 mess = ['SIMUL: error in model specification : variable ' M_.endo_names(find(M_.lead_lag_incidence(M_.maximum_lag+1,:)==0),:)]; mess = [mess ' doesn''t appear as current variable.']; error(mess) end if options_.periods == 0 error('SIMUL: number of periods for the simulation isn''t specified') end if ~options_.initval_file if isempty(options_.datafile) make_ex_; make_y_; else read_data_; end end if isempty(options_.scalv) || options_.scalv == 0 options_.scalv = oo_.steady_state; end options_.scalv= 1; if options_.debug model_static = str2func([M_.fname,'_static']); for ii=1:size(oo_.exo_simul,1) [residual(:,ii)] = model_static(oo_.steady_state, oo_.exo_simul(ii,:),M_.params); end problematic_periods=find(any(isinf(residual)) | any(isnan(residual)))-M_.maximum_endo_lag; if ~isempty(problematic_periods) period_string=num2str(problematic_periods(1)); for ii=2:length(problematic_periods) period_string=[period_string, ', ', num2str(problematic_periods(ii))]; end fprintf('\n\nWARNING: Value for the exogenous variable(s) in period(s) %s inconsistent with the static model.\n',period_string); fprintf('WARNING: Check for division by 0.\n') end end if(options_.block) if(options_.bytecode) [info, oo_.endo_simul] = bytecode('dynamic'); if info == 1 oo_.deterministic_simulation.status = 0; else oo_.deterministic_simulation.status = 1; end mexErrCheck('bytecode', info); else eval([M_.fname '_dynamic']); end else if(options_.bytecode) [info, oo_.endo_simul]=bytecode('dynamic'); if info == 1 oo_.deterministic_simulation.status = 0; else oo_.deterministic_simulation.status = 1; end; mexErrCheck('bytecode', info); else if M_.maximum_endo_lead == 0 % Purely backward model sim1_purely_backward; elseif M_.maximum_endo_lag == 0 % Purely forward model sim1_purely_forward; else % General case if options_.stack_solve_algo == 0 sim1; else % stack_solve_algo = 6 sim1_lbj; end end end end dyn2vec; ts = dseries(transpose(oo_.endo_simul),options_.initial_period,cellstr(M_.endo_names)); assignin('base', 'Simulated_time_series', ts);