101 lines
4.6 KiB
Matlab
101 lines
4.6 KiB
Matlab
function [dbase, info] = checkdatabase(dbase, DynareModel, inversionflag, simulationflag)
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% Check that dbase contains all the endogenous variables of the model, and
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% reorder the endogenous variables as declared in the mod file. If Dynare
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% adds auxiliary variables, for lags greater than 1 on endogenous variables,
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% endogenous variables in difference (which may be lagged), or lags on the
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% exogenous variables, then thee routine complete the database.
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% Copyright © 2018-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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% if DynareModel.maximum_endo_lead
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% error('The model (%s) is assumed to be backward!', DynareModel.fname)
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% end
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if nargin<3
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inversionflag = false;
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end
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if exist(sprintf('+%s/dynamic_set_auxiliary_series.m', DynareModel.fname), 'file')
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dbase = feval(sprintf('%s.dynamic_set_auxiliary_series', DynareModel.fname), dbase, DynareModel.params);
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end
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listoflaggedexogenousvariables = {};
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if ~isempty(DynareModel.aux_vars)
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listoflaggedexogenousvariables = DynareModel.exo_names([DynareModel.aux_vars(find([DynareModel.aux_vars.type]==3)).orig_index]);
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end
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listoflaggedendogenousvariables = {};
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laggedendogenousvariablesidx = find(DynareModel.lead_lag_incidence(1,1:DynareModel.orig_endo_nbr));
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if ~isempty(laggedendogenousvariablesidx)
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listoflaggedendogenousvariables = DynareModel.endo_names(laggedendogenousvariablesidx);
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end
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if ~isempty(DynareModel.aux_vars)
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laggedendogenousvariablesidx = find([DynareModel.aux_vars.type]==1);
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if ~isempty(laggedendogenousvariablesidx)
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listoflaggedendogenousvariables = union(listoflaggedendogenousvariables, DynareModel.endo_names([DynareModel.aux_vars(laggedendogenousvariablesidx).orig_index]));
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end
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laggedendogenousvariablesidx = find([DynareModel.aux_vars.type]==8);
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if ~isempty(laggedendogenousvariablesidx)
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listoflaggedendogenousvariables = union(listoflaggedendogenousvariables, DynareModel.endo_names([DynareModel.aux_vars(laggedendogenousvariablesidx).orig_index]));
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end
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end
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info = struct;
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info.endonames = DynareModel.endo_names;
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info.exonames = DynareModel.exo_names;
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info.computeresiduals = false;
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% Check that all the endogenous variables are defined in dbase.
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missingendogenousvariables = setdiff(info.endonames, dbase.name);
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if ~isempty(missingendogenousvariables)
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missinglaggedendogenousvariables = intersect(missingendogenousvariables, listoflaggedendogenousvariables);
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if ~isempty(missinglaggedendogenousvariables)
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error('Endogenous variable %s is missing in the database!', missinglaggedendogenousvariables{:})
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end
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end
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if inversionflag
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% If some exogenous variables are missing, check that they can be interpreted as residuals.
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missingexogenousvariables = setdiff(info.exonames, dbase.name);
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if ~isempty(missingexogenousvariables)
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dprintf('%s exogenous variables are missing in the database...', num2str(length(missingexogenousvariables)))
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listofmissinglaggedexognousvariables = intersect(listoflaggedexogenousvariables, missingexogenousvariables);
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if isempty(listofmissinglaggedexognousvariables)
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info.residuals = missingexogenousvariables;
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info.computeresiduals = true;
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disp('These variables can be calibrated by calling calibrateresiduals routine.')
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else
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info.residuals = setdiff(missingexogenousvariables, listofmissinglaggedexogenousvariables);
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disp('The following exogenous variables:')
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listofmissinglaggedexognousvariables
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disp('are not residuals, and cannot be calibrated by calling calibrateresiduals.')
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end
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else
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disp('All the endogenous and exogenous variables are calibrated!')
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end
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elseif simulationflag
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% Check that all the exogenous variables are defined in dbase
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missingexogenousvariables = setdiff(info.exonames, dbase.name);
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listofmissingexovarforinit = intersect(missingexogenousvariables, listoflaggedexogenousvariables);
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if ~isempty(listofmissingexovarforinit)
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error('Exogenous variable %s is missing!', listofmissingexovarforinit{:})
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end
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info.residuals = [];
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end
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