identification command now accepts the order option

Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.

The preprocessor will compute dynamic derivatives up to at least order+1.

Closes #10

src/ComputingTasks.cc

@@ -2635,6 +2635,22 @@ void
 IdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
 {
   mod_file_struct.identification_present = true;
+  auto it = options_list.num_options.find("order");
+  if (it != options_list.num_options.end())
+    {
+      int order = stoi(it->second);
+      if (order < 1 || order > 2)
+        {
+          cerr << "ERROR: the order option of identification command must be either 1 or 2" << endl;
+
+          exit(EXIT_FAILURE);
+        }
+      mod_file_struct.identification_order = max(mod_file_struct.identification_order, order);
+
+    }
+  else
+    // The default value for order is 1 (which triggers 2nd order dynamic derivatives)
+    mod_file_struct.identification_order = max(mod_file_struct.identification_order, 1);
 }
 
 void

src/DynareBison.yy

@@ -2247,6 +2247,7 @@ identification_option : o_ar
                       | o_tol_sv
                       | o_checks_via_subsets
                       | o_max_dim_subsets_groups
+                      | o_order
                       ;
 
 model_comparison : MODEL_COMPARISON mc_filename_list ';'

src/ModFile.cc

@@ -758,8 +758,9 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, int params_deri
                   cerr << "ERROR: Incorrect order option..." << endl;
                   exit(EXIT_FAILURE);
                 }
-              int derivsOrder = mod_file_struct.order_option;
-              if (mod_file_struct.identification_present || linear || output == FileOutputType::second)
+              int derivsOrder = max(mod_file_struct.order_option,
+                                    mod_file_struct.identification_order + 1);
+              if (mod_file_struct.sensitivity_present || linear || output == FileOutputType::second)
                 derivsOrder = max(derivsOrder, 2);
               if (mod_file_struct.estimation_analytic_derivation || output == FileOutputType::third)
                 derivsOrder = max(derivsOrder, 3);

src/Statement.hh

@@ -68,6 +68,8 @@ public:
   bool svar_identification_present{false};
   //! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
   bool identification_present{false};
+  //! The maximum of the “order” option in identification statements
+  int identification_order{0};
   //! Whether a sensitivity statement is present
   bool sensitivity_present{false};
   //! Whether the option analytic_derivation is given to estimation