.. default-domain:: dynare ############## Running Dynare ############## In order to give instructions to Dynare, the user has to write a *model file* whose filename extension must be ``.mod`` or ``.dyn``. This file contains the description of the model and the computing tasks required by the user. Its contents are described in :ref:`model-file`. .. _dyn-invoc: Dynare invocation ================= Once the model file is written, Dynare is invoked using the ``dynare`` command at the MATLAB or Octave prompt (with the filename of the ``.mod`` given as argument). In practice, the handling of the model file is done in two steps: in the first one, the model and the processing instructions written by the user in a *model file* are interpreted and the proper MATLAB or GNU Octave instructions are generated; in the second step, the program actually runs the computations. Both steps are triggered automatically by the ``dynare`` command. .. matcomm:: dynare FILENAME[.mod] [OPTIONS…] This command launches Dynare and executes the instructions included in ``FILENAME.mod``. This user-supplied file contains the model and the processing instructions, as described in :ref:`model-file`. The options, listed below, can be passed on the command line, following the name of the ``.mod`` file or in the first line of the ``.mod`` file itself (see below). dynare begins by launching the preprocessor on the ``.mod file``. By default (unless ``use_dll`` option has been given to ``model``), the preprocessor creates three intermediary files: - ``+FILENAME/driver.m`` Contains variable declarations, and computing tasks. - ``+FILENAME/dynamic.m`` Contains the dynamic model equations. Note that Dynare might introduce auxiliary equations and variables (see :ref:`aux-variables`). Outputs are the residuals of the dynamic model equations in the order the equations were declared and the Jacobian of the dynamic model equations. For higher order approximations also the Hessian and the third-order derivatives are provided. When computing the Jacobian of the dynamic model, the order of the endogenous variables in the columns is stored in ``M_.lead_lag_incidence``. The rows of this matrix represent time periods: the first row denotes a lagged (time t-1) variable, the second row a contemporaneous (time t) variable, and the third row a leaded (time t+1) variable. The columns of the matrix represent the endogenous variables in their order of declaration. A zero in the matrix means that this endogenous does not appear in the model in this time period. The value in the ``M_.lead_lag_incidence`` matrix corresponds to the column of that variable in the Jacobian of the dynamic model. Example: Let the second declared variable be ``c`` and the ``(3,2)`` entry of ``M_.lead_lag_incidence`` be 15. Then the 15th column of the Jacobian is the derivative with respect to ``c(+1)``. - ``+FILENAME/static.m`` Contains the long run static model equations. Note that Dynare might introduce auxiliary equations and variables (see :ref:`aux-variables`). Outputs are the residuals of the static model equations in the order the equations were declared and the Jacobian of the static equations. Entry ``(i,j)`` of the Jacobian represents the derivative of the ith static model equation with respect to the jth model variable in declaration order. These files may be looked at to understand errors reported at the simulation stage. ``dynare`` will then run the computing tasks by executing ``+FILENAME/driver.m``. If a user needs to rerun the computing tasks without calling the preprocessor (or without calling the :mcomm:`dynare` command), for instance because he has modified the script, he just have to type the following on the command line: .. code-block:: matlab >> FILENAME.driver A few words of warning are warranted here: under Octave the filename of the ``.mod`` file should be chosen in such a way that the generated ``.m`` files described above do not conflict with ``.m`` files provided by Octave or by Dynare. Not respecting this rule could cause crashes or unexpected behaviour. In particular, it means that the ``.mod`` file cannot be given the name of an Octave or Dynare command. For instance, under Octave, it also means that the ``.mod`` file cannot be named ``test.mod`` or ``example.mod``. *Options* .. option:: noclearall By default, ``dynare`` will issue a ``clear all`` command to MATLAB (` when one wants that to reuse the intermediary ``.mod`` file, without having it cluttered by line numbering directives. .. option:: noemptylinemacro Passing this option removes all empty from the macro expanded mod file created when the :opt:`savemacro ` option is used. .. option:: onlymodel Instructs the preprocessor to print only information about the model in the driver file; no Dynare commands (other than the shocks statement and parameter initializations) are printed and hence no computational tasks performed. The same ancillary files are created as would otherwise be created (dynamic, static files, etc.). .. option:: nolog Instructs Dynare to no create a logfile of this run in ``FILENAME.log.`` The default is to create the logfile. .. option:: output=dynamic|first|second|third Instructs the preprocessor to output derivatives at the given order. Only works when ``language=julia`` has been passed. .. option:: language=matlab|julia Instructs the preprocessor to write output for MATLAB or Julia. Default: MATLAB .. option:: params_derivs_order=0|1|2 When :comm:`identification`, :comm:`dynare_sensitivity` (with identification), or :ref:`estimation_cmd ` are present, this option is used to limit the order of the derivatives with respect to the parameters that are calculated by the preprocessor. 0 means no derivatives, 1 means first derivatives, and 2 means second derivatives. Default: 2 .. option:: nowarn Suppresses all warnings. .. option:: transform_unary_ops Transform the following operators in the model block into auxiliary variables: ``exp``, ``log``, ``log10``, ``cos``, ``sin``, ``tan``, ``acos``, ``asin``, ``atan``, ``cosh``, ``sinh``, ``tanh``, ``acosh``, ``asinh``, ``atanh``, ``sqrt``, ``cbrt``, ``abs``, ``sign``, ``erf``. Default: no obligatory transformation .. option:: json = parse|check|transform|compute Causes the preprocessor to output a version of the ``.mod`` file in JSON format. When the JSON output is created depends on the value passed. These values represent various steps of processing in the preprocessor. If ``parse`` is passed, the output will be written after the parsing of the ``.mod`` file to a file called ``FILENAME.json`` but before file has been checked (e.g. if there are unused exogenous in the model block, the JSON output will be created before the preprocessor exits). If ``check`` is passed, the output will be written to a file called ``FILENAME.json`` after the model has been checked. If ``transform`` is passed, the JSON output of the transformed model (maximum lead of 1, minimum lag of -1, expectation operators substituted, etc.) will be written to a file called ``FILENAME.json`` and the original, untransformed model will be written in ``FILENAME_original.json``. And if ``compute`` is passed, the output is written after the computing pass. In this case, the transformed model is written to ``FILENAME.json``, the original model is written to ``FILENAME_original.json``, and the dynamic and static files are written to ``FILENAME_dynamic.json`` and ``FILENAME_static.json``. .. option:: jsonstdout Instead of writing output requested by ``json`` to files, write to standard out. .. option:: onlyjson Quit processing once the output requested by ``json`` has been written. .. option:: jsonderivsimple Print a simplified version (excluding variable name(s) and lag information) of the static and dynamic files in ``FILENAME_static.json`` and ``FILENAME_dynamic.``. .. option:: warn_uninit Display a warning for each variable or parameter which is not initialized. See :ref:`param-init`, or :comm:`load_params_and_steady_state ` for initialization of parameters. See :ref:`init-term-cond`, or :comm:`load_params_and_steady_state ` for initialization of endogenous and exogenous variables. .. option:: console Activate console mode. In addition to the behavior of ``nodisplay``, Dynare will not use graphical waitbars for long computations. .. option:: nograph Activate the ``nograph`` option (see :opt:`nograph`), so that Dynare will not produce any graph. .. option:: nointeractive Instructs Dynare to not request user input. .. option:: nopathchange By default Dynare will change MATLAB/Octave’s path if ``dynare/matlab`` directory is not on top and if Dynare’s routines are overriden by routines provided in other toolboxes. If one wishes to override Dynare’s routines, the ``nopathchange`` options can be used. Alternatively, the path can be temporarly modified by the user at the top of the ``.mod`` file (using MATLAB/Octave’s ``addpath`` command). .. option:: nopreprocessoroutput Prevent Dynare from printing the output of the steps leading up to the preprocessor as well as the preprocessor output itself. .. option:: mexext=mex|mexw32|mexw64|mexmaci64|mexa64 The mex extension associated with your platform to be used when compiling output associated with :opt:`use_dll`. Dynare is able to set this automatically, so you should not need to set it yourself. .. option:: matlabroot=<> The path to the MATLAB installation for use with :opt:`use_dll`. Dynare is able to set this automatically, so you should not need to set it yourself. .. option:: parallel[=CLUSTER_NAME] Tells Dynare to perform computations in parallel. If CLUSTER_NAME is passed, Dynare will use the specified cluster to perform parallel computations. Otherwise, Dynare will use the first cluster specified in the configuration file. See :ref:`conf-file`, for more information about the configuration file. .. option:: conffile=FILENAME Specifies the location of the configuration file if it differs from the default. See :ref:`conf-file`, for more information about the configuration file and its default location. .. option:: parallel_slave_open_mode Instructs Dynare to leave the connection to the slave node open after computation is complete, closing this connection only when Dynare finishes processing. .. option:: parallel_test Tests the parallel setup specified in the configuration file without executing the ``.mod`` file. See :ref:`conf-file`, for more information about the configuration file. .. option:: -DMACRO_VARIABLE=MACRO_EXPRESSION Defines a macro-variable from the command line (the same effect as using the Macro directive ``@#define`` in a model file, see :ref:`macro-proc-lang`). .. option:: -I<> Defines a path to search for files to be included by the macro processor (using the ``@#include`` command). Multiple ``-I`` flags can be passed on the command line. The paths will be searched in the order that the ``-I`` flags are passed and the first matching file will be used. The flags passed here take priority over those passed to ``@#includepath``. .. option:: nostrict Allows Dynare to issue a warning and continue processing when 1. there are more endogenous variables than equations. 2. an undeclared symbol is assigned in ``initval`` or ``endval``. 3. an undeclared symbol is found in the ``model`` block in this case, it is automatically declared exogenous. 4. exogenous variables were declared but not used in the ``model`` block. .. option:: fast Only useful with model option ``use_dll``. Don’t recompile the MEX files when running again the same model file and the lists of variables and the equations haven’t changed. We use a 32 bit checksum, stored in ``/checksum``. There is a very small probability that the preprocessor misses a change in the model. In case of doubt, re-run without the fast option. .. option:: minimal_workspace Instructs Dynare not to write parameter assignments to parameter names in the .m file produced by the preprocessor. This is potentially useful when running ``dynare`` on a large ``.mod`` file that runs into workspace size limitations imposed by MATLAB. .. option:: compute_xrefs Tells Dynare to compute the equation cross references, writing them to the output ``.m`` file. .. option:: stochastic Tells Dynare that the model to be solved is stochastic. If no Dynare commands related to stochastic models (``stoch_simul``, ``estimation``, ...) are present in the ``.mod`` file, Dynare understands by default that the model to be solved is deterministic. These options can be passed to the preprocessor by listing them after the name of the ``.mod`` file. They can alternatively be defined in the first line of the ``.mod`` file, this avoids typing them on the command line each time a ``.mod`` file is to be run. This line must be a Dynare comment (ie must begin with //) and the options must be comma separated between ``--+`` options: and ``+--``. Note that any text after the ``+--`` will be discarded. As in the command line, if an option admits a value the equal symbol must not be surrounded by spaces. For instance ``json = compute`` is not correct, and should be written ``json=compute``. *Output* Depending on the computing tasks requested in the ``.mod`` file, executing the ``dynare`` command will leave variables containing results in the workspace available for further processing. More details are given under the relevant computing tasks. The ``M_``,``oo_``, and ``options_`` structures are saved in a file called ``FILENAME_results.mat``. If they exist, ``estim_params_``, ``bayestopt_``, ``dataset_``, ``oo_recursive_`` and ``estimation_info`` are saved in the same file. .. matvar:: M_ Structure containing various information about the model. .. matvar:: options_ Structure contains the values of the various options used by Dynare during the computation. .. matvar:: oo_ Structure containing the various results of the computations. .. matvar:: dataset_ A ``dseries`` object containing the data used for estimation. .. matvar:: oo_recursive_ Cell array containing the ``oo_`` structures obtained when estimating the model for the different samples when performing recursive estimation and forecasting. The ``oo_`` structure obtained for the sample ranging to the `i` -th observation is saved in the `i` -th field. The fields for non-estimated endpoints are empty. *Example* Call dynare from the MATLAB or Octave prompt, without or with options: .. code-block:: matlab >> dynare ramst >> dynare ramst.mod savemacro Alternatively the options can be passed in the first line of ``ramst.mod``: .. code-block:: dynare // --+ options: savemacro, json=compute +-- and then dynare called without passing options on the command line: .. code-block:: matlab >> dynare ramst Dynare hooks ============ It is possible to call pre and post Dynare preprocessor hooks written as MATLAB scripts. The script ``MODFILENAME/hooks/priorprocessing.m`` is executed before the call to Dynare’s preprocessor, and can be used to programmatically transform the mod file that will be read by the preprocessor. The script ``MODFILENAME/hooks/postprocessing.m`` is gexecuted just after the call to Dynare’s preprocessor, and can be used to programmatically transform the files generated by Dynare’s preprocessor before actual computations start. The pre and/or post dynare preprocessor hooks are executed if and only if the aforementioned scripts are detected in the same folder as the the model file, ``FILENAME.mod``. Understanding Preprocessor Error Messages ========================================= If the preprocessor runs into an error while processing your ``.mod`` file, it will issue an error. Due to the way that a parser works, sometimes these errors can be misleading. Here, we aim to demystify these error messages. The preprocessor issues error messages of the form: #. ``ERROR: <>: line A, col B: <>`` #. ``ERROR: <>: line A, cols B-C: <>`` #. ``ERROR: <>: line A, col B - line C, col D: <>`` The first two errors occur on a single line, with error two spanning multiple columns. Error three spans multiple rows. Often, the line and column numbers are precise, leading you directly to the offending syntax. Infrequently however, because of the way the parser works, this is not the case. The most common example of misleading line and column numbers (and error message for that matter) is the case of a missing semicolon, as seen in the following example:: varexo a, b parameters c, ...; In this case, the parser doesn’t know a semicolon is missing at the end of the ``varexo`` command until it begins parsing the second line and bumps into the ``parameters`` command. This is because we allow commands to span multiple lines and, hence, the parser cannot know that the second line will not have a semicolon on it until it gets there. Once the parser begins parsing the second line, it realizes that it has encountered a keyword, ``parameters``, which it did not expect. Hence, it throws an error of the form: ``ERROR: <>: line 2, cols 0-9: syntax error, unexpected PARAMETERS``. In this case, you would simply place a semicolon at the end of line one and the parser would continue processing. It is also helpful to keep in mind that any piece of code that does not violate Dynare syntax, but at the same time is not recognized by the parser, is interpreted as native MATLAB code. This code will be directly passed to the ``driver`` script. Investigating ``driver.m`` file then helps with debugging. Such problems most often occur when defined variable or parameter names have been misspelled so that Dynare's parser is unable to recognize them.