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Stéphane Adjemian (Charybdis) edede274f2
Make the detection of the target in PAC equation more robust. 
In a PAC equation, the error correction term must be written as:

β×(yₜ₋₁-xₜ₋₁)

where x is the endogenous variable determined by the equation and y
the target for x. The ordering matters, if not respected the
preprocessor wll not identify the error correction term (hence the
target) and will throw an error. The target must be an endogenous
variable or the log of an endogenous variable. For a more general
target, ie an expression, one can create an auxiliary variable.

We impose the ordering, target comes first in the error correction
term, so that the stability condition is always β>0 (this constraint
can be enforced when estimating the PAC equation).
 		2020-07-24 17:36:31 +02:00
..
+matlab/+namespace test for matlab namespace function in steady_state_model block. closes #1639 2019-10-09 16:39:33 +02:00
AIM Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
TeX Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
analytic_derivatives CI: skip two further tests under MATLAB R2009b, that apparently trigger a MATLAB bug 2020-01-24 16:40:55 +01:00
arima fixed issues with estimation of non-stationary models. Option lik_init=2 2011-11-21 12:39:02 +01:00
auxiliary_variables adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
bgp MATLAB R2009b compatibility fixes 2019-11-15 18:27:37 +01:00
block_bytecode Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
bvar_a_la_sims Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
conditional_forecasts Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
conditional_variance_decomposition MATLAB R2009b compatibility fixes 2019-11-15 18:27:37 +01:00
csv Added unitary test for name2tex routine. 2013-11-22 16:53:02 +01:00
data Testsuite: use XLSX for Octave and MATLAB ≥ R2012a, and XLS for MATLAB < R2012a 2019-11-19 12:49:01 +01:00
dates Testsuite: use XLSX for Octave and MATLAB ≥ R2012a, and XLS for MATLAB < R2012a 2019-11-19 12:49:01 +01:00
decision_rules Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
deterministic_simulations Rollback introduction of +get and +set folders 2019-12-19 17:20:38 +01:00
differentiate_forward_vars Fix typos Makefile.am 2015-05-10 21:44:36 +02:00
discretionary_policy Fixes related to estimation under discretion 2020-02-06 13:30:00 +01:00
dsge-var Various changes in tests/dsge-var mod files. 2013-11-17 12:55:56 +01:00
dynare-command-options Testsuite: use whitespace-separated syntax for options in .mod file 2020-01-24 16:01:17 +01:00
ecb Updated integration test with new interface for aggregate routine. 2020-01-29 18:28:35 +01:00
ep testsuite: transform old steady state files to steady_state_model-blocks 2019-11-26 17:02:12 +01:00
epilogue introduce changes to epilogue block 2019-12-11 16:30:37 +01:00
estimation Merge remote-tracking branch community/master into enterprise 2020-04-03 11:33:46 +02:00
exogenous-observed-variables Added declaration of observed exogenous variables. 2017-03-22 09:41:09 +01:00
expectations Remove global variables from user-defined steady state files 2019-11-26 17:05:14 +01:00
external_function Support MATLAB namespaces in function calls #1639 2019-10-09 16:22:32 +02:00
filter_step_ahead datatomfile: Consistently replace char by cell arrays 2018-06-04 11:56:43 +02:00
first_order added code to optionally run cycle_reduction algorithm on GPU. Added 2012-07-20 17:06:12 +02:00
forecast Fix forecast command with deterministic exogenous and linear option 2018-08-02 14:20:51 +02:00
fs2000 Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
gradient Replace initval blocks by steady_state_model blocks in fs2000 unit tests 2015-06-07 17:11:39 +02:00
gsa preprocessor: submodule update 2019-09-30 12:28:29 +02:00
homotopy Rollback introduction of +get and +set folders 2019-12-19 17:20:38 +01:00
identification CI: skip two further tests under MATLAB R2009b, that apparently trigger a MATLAB bug 2020-01-24 16:40:55 +01:00
initval_file “datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file” 2019-12-19 14:58:54 +01:00
irfs Lower tolerance for unit tests/irfs/example1_unit_std.mod 2015-07-30 10:00:40 +02:00
julia/rbc Fixes for julia 0.6.x. 2018-03-10 16:05:14 +01:00
k_order_perturbation k-order DLL: check that simulated time series at order 9 is correct 2019-04-29 15:48:03 +02:00
kalman Testsuite: change the seed for some Octave test 2020-02-13 18:12:10 +01:00
kalman_filter_fast fixed saving of pseudo_data variables 2019-04-18 18:03:57 +02:00
kalman_filter_smoother missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension 2020-04-02 19:22:55 +02:00
kalman_steady_state Remove workaround for errors in MEX files 2020-01-10 18:33:11 +01:00
kronecker Remove workaround for errors in MEX files 2020-01-10 18:33:11 +01:00
lmmcp Preprocessor: Do not simplify constant equations which have a tag attached 2020-01-27 16:12:25 +01:00
loglinear Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
ls2003 Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
measurement_errors Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
minimal_state_space_system Testsuite: increase numerical tolerance for sw_minimal.mod test 2020-01-27 23:16:41 +01:00
missing Added a matlab function to generate artificial datasets with missing observations. 2010-02-25 14:24:11 +01:00
moments Output M_ in stoch_simul.m and discretionary_policy.m 2020-02-24 14:14:41 +01:00
ms-dsge preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
ms-sbvar Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
objectives test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
observation_trends_and_prefiltering Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
occbin adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
on-the-fly Fix test files following change in the preprocessor when there is no parameter or exogenous 2019-04-30 16:42:53 +02:00
optimal_policy testsuite: add integration test for estimation with Ramsey 2020-03-02 09:17:36 +01:00
optimizers MATLAB compatibility fix: skip mode_compute=3 test under R2009b 2020-01-13 18:30:28 +01:00
pac Make the detection of the target in PAC equation more robust. 2020-07-24 17:36:31 +02:00
parallel Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
parser Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
partial_information Partial information: converted files to UNIX EOL convention 2010-03-24 12:14:41 +01:00
particle Added missing case in integration tests for particle filters. 2020-01-27 22:57:41 +01:00
partitioning Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
path/lcp adding hook for PATH solver 2016-05-31 12:10:12 +02:00
pi2004 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
prior_posterior_function prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
pruning 🐛 Fix wrong third-order computation in pruned state space system 2020-02-16 22:55:16 +01:00
recursive Testsuite: use XLSX for Octave and MATLAB ≥ R2012a, and XLS for MATLAB < R2012a 2019-11-19 12:49:01 +01:00
reporting reporting: add ability to make title page 2019-11-29 11:36:00 +01:00
risky_ss options_.risky_steadystate is an (undocumented) boolean value 2019-04-02 19:16:13 +02:00
second_order Minor simplification 2019-04-26 14:44:36 +02:00
shock_decomposition Octave compatibility fix: “fig” format is unsupported 2020-01-13 18:33:47 +01:00
simul Renamed integration test (removed capital letters). 2017-08-16 16:08:18 +02:00
smoother2histval fs2000_simul.mod: make sure we use the estimated parameter vector 2020-01-31 13:22:47 +01:00
steady_state Add integration test for steady state parameter updating 2020-02-25 14:48:29 +01:00
steady_state_operator minor modifications to some test model files 2011-03-13 17:07:56 +01:00
stochastic-backward-models Removed shocks. 2019-02-04 10:04:33 +01:00
stochastic_purely_backward add test case for purely backward model 2016-04-16 17:21:42 +02:00
stochastic_purely_forward Octave compatibility fix: skip some tests under Octave 5.1, due to a bug in ordeig 2020-01-14 11:49:41 +01:00
stochastic_simulations noprint: add integration test 2020-03-08 09:01:00 +01:00
trend-component-and-var-models Make the detection of the target in PAC equation more robust. 2020-07-24 17:36:31 +02:00
trend_var Use syntax log_trend_var(log_growth_factor = …) for consistency 2013-03-26 17:10:37 +01:00
utils Fix function header 2019-02-25 15:28:23 +01:00
var-expectations Add routine printing equations where a searched variable appears in. 2019-11-08 17:33:27 +01:00
write Added the possibility to tag a varexo variable as an observed variable. 2019-03-07 15:31:34 +01:00
.gitignore Merge remote-tracking branch 'community/master' into enterprise 2020-03-27 16:28:41 +01:00
Makefile.am Merge remote-tracking branch community/master into enterprise 2020-04-03 11:33:46 +02:00
comments.mod Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
dsge_base2.mod test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
estim_param_in_shock_value_xfail.mod Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +02:00
example1.mod preprocessor: submodule update: on-the-fly variable declaration in equation tags 2018-07-09 15:36:49 +02:00
example1_abs_sign.mod preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
example1_extra_exo_xfail.mod preprocessor: remove extra exogenous variables. closes #841 2017-01-27 22:48:17 +01:00
example1_irf_shocks.mod test for irf_shocks 2011-07-07 16:08:13 +02:00
example1_macro.mod macro processor: add test of tuple index in @#for loop 2020-02-14 17:29:41 +01:00
example1_mlv.mod Add missing file in c407b63e84 2018-11-16 18:37:20 +01:00
example1_undeclared_vars_xfail.mod keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
example1_use_dll.mod Updated Collard's guide for Dynare 4.1 2009-12-22 10:34:06 +00:00
example1_varexo_det.mod added lag on 2 periods to test with auxiliary variables 2012-09-19 22:51:44 +02:00
example1_with_tags.mod Added a mod file test/example with equations tags. 2010-11-26 10:50:53 +01:00
example1long.mod Added integration test for nested parenthesis. 2017-01-04 23:23:41 +01:00
example2.mod Make empirical moments independent of simul_replic by outputting first instead of later replication 2017-10-04 15:32:28 +02:00
example2long.mod Added integration test for nested parenthesis. 2017-01-04 23:23:41 +01:00
example2long_use_dll.mod Added integration test for nested parenthesis. 2017-01-04 23:23:41 +01:00
fs2000_ssfile.mod Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
fs2000_ssfile_aux.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
histval_det.mod Histval block: 2010-10-20 14:47:03 +02:00
histval_predetermined.mod Fix interaction of “predetermined_variables” with “histval” (preprocessor#47) 2020-03-02 17:10:58 +01:00
histval_sto.mod Store histval information for endogenous in M_.endo_histval 2011-12-28 11:35:22 +01:00
load_octave_packages.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
predetermined_variables.mod predetermined_variables: 2009-11-09 11:03:18 +00:00
ramst.mod Add missing file in c407b63e84 2018-11-16 18:37:20 +01:00
ramst2.mod support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test 2020-01-06 12:45:44 +01:00
ramst_a.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
ramst_normcdf_and_friends.mod Add correctness check for trigonometric functions to use_dll test 2016-10-16 13:54:29 +02:00
ramst_static_tag.mod Implement tags [static] and [dynamic] for equations 2013-04-11 17:11:35 +02:00
ramst_vec.mod allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
ramst_xfail.mod add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
read_trs_files.sh Ensure that test summary is displayed even if there is a test failure 2018-09-14 15:21:39 +02:00
run_all_unitary_tests.m Testsuite: set the random seed for unitary tests, for reproducibility 2020-02-04 18:19:35 +01:00
run_block_byte_tests_matlab.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
run_block_byte_tests_octave.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
run_m_script.m Testsuite: fix engine for testing M scripts 2019-12-19 14:51:56 +01:00
run_o_script.m Testsuite: fix engine for testing M scripts 2019-12-19 14:51:56 +01:00
run_reporting_test_matlab.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
run_reporting_test_octave.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
run_test_matlab.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
run_test_octave.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
seeds.mod Testsuite: drop useless version check (we require at least MATLAB R2009b/7.9) 2020-01-14 11:26:06 +01:00
t_lag2.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2_check.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2_checka.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2a.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
t_lag2b.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
t_periods.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_periods_a.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
t_sgu_ex1.mod Renamed tests/test.m as tests/fataltest.m. 2015-03-13 17:57:46 +01:00
test_aggregate_routine_1_2.m Added unitary tests for aggregate routine. 2019-10-02 10:41:32 +02:00
test_aggregate_routine_1_2_3.m Added unitary tests for aggregate routine. 2019-10-02 10:41:32 +02:00
test_matlab.mod copying tests from version 3 to version 4 2005-02-19 19:13:45 +00:00
variance_0.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
walsh.mod test for matlab namespace function in steady_state_model block. closes #1639 2019-10-09 16:39:33 +02:00