98 lines
4.3 KiB
Matlab
98 lines
4.3 KiB
Matlab
function [dbase, info] = checkdatabase(dbase, DynareModel, inversionflag)
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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 (C) 2018 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 <http://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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listoflaggedexogenousvariables = {};
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info = struct;
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k = 0;
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for i = DynareModel.orig_endo_nbr+1:DynareModel.endo_nbr
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k = k+1;
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if DynareModel.aux_vars(k).type==1
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if ismember(DynareModel.endo_names{DynareModel.aux_vars(k).orig_index}, dbase.name)
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dbase{DynareModel.endo_names{DynareModel.aux_vars(k).endo_index}} = dbase{DynareModel.endo_names{DynareModel.aux_vars(k).orig_index}}.lag(abs(DynareModel.aux_vars(k).orig_lead_lag));
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else
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error('%s not available in dbase!', DynareModel.endo_names{DynareModel.aux_vars(k).orig_index});
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end
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elseif DynareModel.aux_vars(k).type==3
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dbase{DynareModel.endo_names{DynareModel.aux_vars(k).endo_index}} = dbase{DynareModel.exo_names{DynareModel.aux_vars(k).orig_index}}.lag(abs(DynareModel.aux_vars(k).orig_lead_lag));
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listoflaggedexogenousvariables = vertcat(listoflaggedexogenousvariables, DynareModel.exo_names{DynareModel.aux_vars(k).orig_index});
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elseif DynareModel.aux_vars(k).type==8
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dbase{DynareModel.endo_names{DynareModel.aux_vars(k).endo_index}} = dbase{DynareModel.endo_names{DynareModel.aux_vars(k).orig_index}}.diff.lag(abs(DynareModel.aux_vars(k).orig_lead_lag));
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else
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warning('Please contact Dynare Team!')
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end
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end
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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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disp('Some endognous variables are missing:')
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missingendogenousvariables
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error()
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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
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% interpreted as residuals.
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missingexogenousvariables = setdiff(info.exonames, dbase.name);
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if ~isempty(missingexogenousvariables)
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disp(sprintf('%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, listofmissinglaggedexognousvariables);
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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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else
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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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if ~isempty(missingexogenousvariables)
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disp('Some exognous variables are missing:')
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missingexogenousvariables
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error()
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end
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info.residuals = [];
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end |