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.. 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
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 the :opt:`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``.
.. _quote-note:
.. note::
Note on Quotes
When passing command line options that contains a space (or, under
Octave, a double quote), you must surround the entire option (keyword
and argument) with single quotes, as in the following example.
*Example*
Call Dynare with options containing spaces
.. code-block:: matlab
>> dynare <<modfile.mod>> '-DA=[ i in [1,2,3] when i > 1 ]' 'conffile=C:\User\My Documents\config.txt'
*Options*
.. option:: noclearall
By default, ``dynare`` will issue a ``clear all`` command to
MATLAB (<R2015b) or Octave, thereby deleting all workspace
variables and functions; this option instructs ``dynare`` not
to clear the workspace. Note that starting with MATLAB 2015b
``dynare`` only deletes the global variables and the functions
using persistent variables, in order to benefit from the JIT
(Just In Time) compilation. In this case the option instructs
``dynare`` not to clear the globals and functions.
.. option:: onlyclearglobals
By default, ``dynare`` will issue a ``clear all`` command to
MATLAB versions before 2015b and to Octave, thereby deleting
all workspace variables; this option instructs ``dynare`` to
clear only the global variables (i.e. ``M_, options_, oo_,
estim_params_, bayestopt_``, and ``dataset_``), leaving the
other variables in the workspace.
.. option:: debug
Instructs the preprocessor to write some debugging information
about the scanning and parsing of the ``.mod`` file.
.. option:: notmpterms
Instructs the preprocessor to omit temporary terms in the
static and dynamic files; this generally decreases
performance, but is used for debugging purposes since it makes
the static and dynamic files more readable.
.. option:: savemacro[=FILENAME]
Instructs ``dynare`` to save the intermediary file which is obtained
after macro processing (see :ref:`macro-proc-lang`); the saved output
will go in the file specified, or if no file is specified in
``FILENAME-macroexp.mod``. See the :ref:`note on quotes<quote-note>`
for info on passing a ``FILENAME`` argument containing spaces.
.. option:: onlymacro
Instructs the preprocessor to only perform the
macro processing step, and stop just after. Useful for
debugging purposes or for using the macro processor
independently of the rest of Dynare toolbox.
.. option:: linemacro
Instructs the macro preprocessor include ``@#line`` directives
specifying the line on which macro directives were encountered and
expanded from. Only useful in conjunction with :opt:`savemacro
<savemacro[=FILENAME]>`.
.. 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=second|third
Instructs the preprocessor to output derivatives of the dynamic model at
least up to the given order.
.. 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 <estim-comm>` 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:: notime
Do not print the total computing time at the end of the driver.
.. 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 to ``<<M_.dname>>/model/json/``.
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, i.e. to the MATLAB/Octave command window
(and the log-file).
.. 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
<load_params_and_steady_state>` for initialization of
parameters. See :ref:`init-term-cond`, or
:comm:`load_params_and_steady_state
<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
:noindex:
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=<<path>>
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. See the :ref:`note on quotes<quote-note>` for info on
passing a ``<<path>>`` argument containing spaces.
.. 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. See the :ref:`note on
quotes<quote-note>` for info on passing a ``FILENAME`` argument
containing spaces.
.. 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:: parallel_use_psexec=true|false
For local execution under Windows operating system,
set ``parallel_use_psexec=false`` to use ``start``
instead of ``psexec``, to properly allocate affinity when there are
more than 32 cores in the local machine. [default=true]
.. 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`). See the :ref:`note on quotes<quote-note>` for
info on passing a ``MACRO_EXPRESSION`` argument containing spaces. Note
that an expression passed on the command line can reference variables
defined before it.
*Example*
Call dynare with command line defines
.. code-block:: matlab
>> dynare <<modfile.mod>> -DA=true '-DB="A string with space"' -DC=[1,2,3] '-DD=[ i in C when i > 1 ]'
.. option:: -I<<path>>
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``. See the :ref:`note on quotes<quote-note>` for info
on passing a ``<<path>>`` argument containing spaces.
.. 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 :opt:`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 ``<model filename>/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.
.. _exclude_eqs:
.. option:: exclude_eqs=<<equation_tags_to_exclude>>
Tells Dynare to exclude all equations specified by the argument. As a
``.mod`` file must have the same number of endogenous variables as
equations, when `exclude_eqs` is passed, certain rules are followed for
excluding endogenous variables. If the ``endogenous`` tag has been set
for the excluded equation, the variable it specifies is
excluded. Otherwise, if the left hand side of the excluded equation is
an expression that contains only one endogenous variable, that variable
is excluded. If neither of these conditions hold, processing stops with
an error. If an endogenous variable has been excluded by the
`exclude_eqs` option and it exists in an equation that has not been
excluded, it is transformed into an exogenous variable.
To specify which equations to exclude, you must pass the argument
``<<equation_tags_to_exclude>>``. This argument takes either a list of
equation tags specifying the equations to be excluded or a filename that
contains those tags.
If ``<<equation_tags_to_exclude>>`` is a list of equation tags, it can
take one of the following forms:
#. Given a single argument, e.g. ``exclude_eqs=eq1``, the equation with
the tag ``[name='eq1']`` will be excluded. Note that if there is a
file called ``eq1`` in the current directory, Dynare will instead
try to open this and read equations to exclude from it (see info on
filename argument to ``exclude_eqs`` below). Further note that if the
tag value contains a space, you must use the variant specified in 2
below, i.e. ``exclude_eqs=[eq 1]``.
#. Given two or more arguments, e.g. ``exclude_eqs=[eq1, eq 2]``, the
equations with the tags ``[name='eq1']`` and ``[name='eq 2']`` will
be excluded.
#. If you'd like to exclude equations based on another tag name (as
opposed to the default ``name``), you can pass the argument as either
e.g. ``exclude_eqs=[tagname=a tag]`` if a single equation with tag
``[tagname='a tag']`` is to be excluded or as
e.g. ``exclude_eqs=[tagname=(a tag, 'a tag with a, comma')]`` if more
than one equation with tags ``[tagname='a tag']`` and ``[tagname='a
tag with a, comma']`` will be excluded (note the parenthesis, which
are required when more than one equation is specified). Note that if
the value of a tag contains a comma, it must be included inside
single quotes.
If ``<<equation_tags_to_exclude>>`` is a filename, the file can take one
of the following forms:
#. One equation per line of the file, where every line represents the
value passed to the ``name`` tag. e.g., a file such as::
eq1
eq 2
would exclude equations with tags ``[name='eq1']`` and ``[name='eq
2']``.
#. One equation per line of the file, where every line after the first
line represents the value passed to the tag specified by the first
line. e.g., a file such as::
tagname=
a tag
a tag with a, comma
would exclude equations with tags ``[tagname='a tag']`` and
``[tagname='a tag with a, comma']``. Here note that the first line
must end in an equal sign.
.. option:: include_eqs=<<equation_tags_to_include>>
Tells Dynare to run with only those equations specified by the
argument; in other words, Dynare will exclude all equations not
specified by the argument. The argument ``<<equation_tags_to_include>>``
is specified in the same way as the argument to :ref:`exclude_eqs
<exclude_eqs>`. The functionality of ``include_eqs`` is to find which
equations to exclude then take actions in accord with :ref:`exclude_eqs
<exclude_eqs>`.
.. option:: use_dll
:noindex:
Instructs the preprocessor to create dynamic loadable libraries (DLL)
containing the model equations and derivatives, instead of writing
those in M-files. This is equivalent to the :opt:`use_dll` option of
the ``model`` block.
.. option:: nocommutativity
This option tells the preprocessor not to use the commutativity of
addition and multiplication when looking for common subexpressions. As a
consequence, when using this option, equations in various outputs
(LaTeX, JSON…) will appear as the user entered them (without terms or
factors swapped). Note that using this option may have a performance
impact on the preprocessing stage, though it is likely to be small.
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 one-line comment (i.e. must begin with ``//``)
and the options must be whitespace 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``. The ``nopathchange`` option cannot be specified in
this way, it must be passed on the command-line.
*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`` located in the ``MODFILENAME/Output`` folder.
If they exist, ``estim_params_``,
``bayestopt_``, ``dataset_``, ``oo_recursive_`` and
``estimation_info`` are saved in the same file. Note that Matlab
by default only allows ``.mat``-files up to 2GB. You can lift this
restriction by enabling the ``save -v7.3``-option in
``Preferences -> General -> MAT-Files``.
.. 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: <<file.mod>>: line A, col B: <<error message>>``
#. ``ERROR: <<file.mod>>: line A, cols B-C: <<error message>>``
#. ``ERROR: <<file.mod>>: line A, col B - line C, col D: <<error message>>``
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: <<file.mod>>:
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.
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