if max(abs(oo_.SmoothedVariables.Mean.Y_obs-Y_obs'))>1e-5 ||... max(abs(oo_.SmoothedVariables.Mean.P_obs-P_obs'))>1e-5 || ... max(abs(oo_.SmoothedVariables.Mean.junk2-junk2'))>1e-5 error('Smoothed Variables are wrong') end if max(abs(oo_.UpdatedVariables.Mean.Y_obs-Y_obs'))>1e-5 ||... max(abs(oo_.UpdatedVariables.Mean.P_obs-P_obs'))>1e-5 || ... max(abs(oo_.UpdatedVariables.Mean.junk2-junk2'))>1e-5 error('Updated Variables are wrong') end if mean(abs(oo_.FilteredVariables.Mean.Y_obs(1:end-1)-Y_obs(2:end)'))>1e-3 ||... mean(abs(oo_.FilteredVariables.Mean.P_obs(1:end-1)-P_obs(2:end)'))>1e-3 error('Filtered Variables are wrong') end if isoctave tol_crit=3e-2 ; else tol_crit=2e-2 ; end if abs(corr(oo_.FilteredVariables.Mean.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVariables.Mean.Y_obs(1:end-2)-Y_obs(2:end-1)'))>2e-2 ||... abs(corr(oo_.FilteredVariables.Mean.P_obs(2:end-1)-P_obs(3:end)',oo_.FilteredVariables.Mean.P_obs(1:end-2)-P_obs(2:end-1)'))>2e-2 ||... abs(corr(oo_.FilteredVariables.Mean.junk2(2:end-1)-junk2(3:end)',oo_.FilteredVariables.Mean.junk2(1:end-2)-junk2(2:end-1)'))>tol_crit error('Filtered Variables are wrong') end if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,1,2:end-(options_.nk-1)))-oo_.FilteredVariables.Mean.P_obs))>1e-5 ||... max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,2,2:end-(options_.nk-1)))-oo_.FilteredVariables.Mean.Y_obs))>1e-5 ||... max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,3,2:end-(options_.nk-1)))-oo_.FilteredVariables.Mean.junk2))>1e-5 ||... max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,1,3:end-options_.nk))-oo_.FilteredVariables.Mean.P_obs(3:end)))>1e-2 ||... max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,2,3:end-options_.nk))-oo_.FilteredVariables.Mean.Y_obs(3:end)))>1e-2 ||... mean(squeeze(oo_.FilteredVariablesKStepAhead(2,3,3:end-options_.nk)))>1e-1 error('FilteredVariablesKStepAhead is wrong') end if isoctave tol_crit=7e-4; else tol_crit=5e-4; end if abs(oo_.PointForecast.Mean.Y_obs(end)- y_forecast_100_periods)>tol_crit || abs(oo_.PointForecast.Mean.P_obs(end)- p_forecast_100_periods)>tol_crit error('Mean Point Forecasts do not match') end if abs(oo_.PointForecast.Median.Y_obs(end)- y_forecast_100_periods)>tol_crit || abs(oo_.PointForecast.Median.P_obs(end)- p_forecast_100_periods)>tol_crit error('Median Point Forecasts do not match') end if abs(oo_.MeanForecast.Mean.Y_obs(end)- y_forecast_100_periods)>tol_crit || abs(oo_.MeanForecast.Mean.P_obs(end)- p_forecast_100_periods)>tol_crit error('Mean Mean Forecasts do not match') end if abs(oo_.MeanForecast.Median.Y_obs(end)- y_forecast_100_periods)>tol_crit || abs(oo_.MeanForecast.Median.P_obs(end)- p_forecast_100_periods)>5e-3 error('Median Mean Forecasts do not match') end if abs(mean(oo_.SmoothedShocks.Mean.e_y))>1e-2 || abs(mean(oo_.SmoothedShocks.Mean.e_p))>1e-2 || abs(mean(oo_.SmoothedShocks.Median.e_y))>1e-2 || abs(mean(oo_.SmoothedShocks.Median.e_p))>1e-2 error('Residuals are not mean 0') end fields_to_delete={'Constant','Smoother','SmoothedShocks','FilteredVariablesKStepAhead','FilteredVariablesKStepAheadVariances','FilteredVariables','SmoothedVariables','UpdatedVariables','PointForecast','MeanForecast','Filtered_Variables_1_step_ahead','Filtered_Variables_2_step_ahead','Filtered_Variables_4_step_ahead'}; oo_=rmfield(oo_,fields_to_delete);