dynare/tests/deterministic_simulations/purely_forward/ar1.mod

39 lines
517 B
Modula-2

var y;
varexo eps;
model;
y = sqrt(y(1))*exp(eps);
end;
initval;
y = 1;
eps = 0;
end;
steady;
check;
shocks;
var eps;
periods 1 2;
values 1 -1;
end;
perfect_foresight_setup(periods=5);
perfect_foresight_solver;
if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')
end
expected_y = ones(1, 6);
expected_y(2) = exp(-1);
expected_y(1) = sqrt(exp(-1))*exp(1);
if max(abs(oo_.endo_simul-expected_y))>options_.dynatol.x
error('Wrong solution!')
end