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dynare/tests/pac
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Stéphane Adjemia (Scylla) 8740355407
Rewrote evaluate routine. 
- Can handle more than one equation.
 - Can handle identities.
 - Forbids dynamic equations.
 - Can handle following LHS y, diff(y), diff(diff(y)), log(y), diff(log(y)) and
   diff(diff(log(y))), other transformations will result in an error.
 - Added integration tests.

Remark 1. In the integration tests I compare the values returned by the
          evaluate routine with the values computed with the simulation
          routines. Normally the discrepancies should be small, but this is not
          the case when the endogenous variable appear under a log on the
          LHS. My current conclusion is that this has more to do with the
          cumulation of the accuracy errors in the simulation routine (a
          sequence of Newton algorithms) rather than with the evaluate routine.

Remark 2. Currently the only allowed nonlinear transformation on the LHS
          endogenous variable is the log. It is not difficult to generalise, at
          some point I had all the matlab functions allowed by Dynare,
          but this would complicate the code for not much gain.
 		2019-04-08 11:01:34 +02:00
..
trend-component-1 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-1-mce Added PAC with Model Consistent Expectations. 2019-02-25 17:31:58 +01:00
trend-component-2 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-2-mce Fixed PAC/MCE with non optimizing behaviour. 2019-02-25 23:07:57 +01:00
trend-component-3 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-4 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-5 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-6 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-7 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-8-mc-iterative-ols Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-8-mc-nls Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-9 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-10 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-11 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-12 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-13a Fixed condition in integration tests for ec.istarget. 2019-03-07 09:39:14 +01:00
trend-component-13b Fixed condition in integration tests for ec.istarget. 2019-03-07 09:39:14 +01:00
trend-component-14 Handle situations where a PAC model is used in more than one equation. 2019-02-22 17:58:24 +01:00
trend-component-15 Added integration tests (Iterative OLS and NLS for PAC equations). 2018-11-21 16:26:38 +01:00
trend-component-16 Changed optimization algorithm. 2018-12-19 16:10:08 +01:00
trend-component-17 Added the possibility to use Gauss-Newton in pac/nls. 2018-11-26 09:53:18 +01:00
trend-component-18 Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls. 2018-11-29 10:29:55 +01:00
trend-component-19 Allow for lags on endogenous variable in growth option of pac_model. 2019-01-28 11:25:30 +01:00
trend-component-20-1 Added integration test. 2019-02-27 14:22:59 +01:00
trend-component-20-2 Added integration test. 2019-02-27 14:22:59 +01:00
trend-component-20-3 Added integration test. 2019-02-27 14:22:59 +01:00
trend-component-20-4 Account for exogenous variables in PAC's RoT part. 2019-02-27 15:53:25 +01:00
trend-component-21 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-22 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-23 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-24 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-25 Added the possibility to have exogenous variables in the optimal part of PAC. 2019-03-08 14:34:41 +01:00
trend-component-26 Fixed growth neutrality correction in presence of exogenous variables. 2019-03-11 11:54:53 +01:00
trend-component-27 Added routine to evaluate the RHS of an equation. 2019-03-19 07:08:55 +01:00
trend-component-28 Rewrote evaluate routine. 2019-04-08 11:01:34 +02:00
trend-component-29 Added the possibility to rename an endogenous variable in equation. 2019-04-02 18:06:47 +02:00
var-0 Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
var-1 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-2 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-3 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-4 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-5 Adapted integration tests for 8e60ded. 2019-02-28 16:23:04 +01:00
var-6 Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model. 2019-03-02 22:36:13 +01:00
.gitignore Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
LICENSE Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
README.md Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
run_all_tests.m Added integration tests (Iterative OLS and NLS for PAC equations). 2018-11-21 16:26:38 +01:00

README.md

Collection of *.mod files for testing the PAC routines in Dynare. To run all the tests sequentially and check that all the *.mod files pass the tests, just use the matlab function in the base directory:

>> run_all_tests()

If all goes well, the output should terminate with something like:

Testsuite results (PAC model):

var-1		             PASS (2.0479s)
var-2		             PASS (1.9601s)
var-3		             PASS (1.9826s)
var-4		             PASS (2.0079s)
trend-component-1		 PASS (2.2214s)
trend-component-2		 PASS (2.2195s)
trend-component-3		 PASS (2.3003s)
trend-component-4		 PASS (10.5143s)
trend-component-5		 PASS (2.1538s)
trend-component-6		 PASS (2.4203s)
trend-component-7		 PASS (2.7112s)
trend-component-9		 PASS (2.2164s)
trend-component-10		 PASS (2.2593s)
trend-component-11		 PASS (0.69409s)
trend-component-12		 PASS (2.2663s)
trend-component-13a		 PASS (0.4119s)
trend-component-13b		 PASS (0.39554s)