In particular, use this feature in many loops which feature a special treatment
for the first iteration, using a boolean variable (replacing iterator
manipulation). By the way, also use std::exchange() to simultaneously test the
value of this variable and update it.
And, symmetrically, when the “bytecode” option is requested by the user, always
create the .m static/dynamic files.
The “bytecode” option therefore no longer modifies the preprocessor output.
– Indicate whether we are trying to normalize the static or dynamic model
– If failed to normalize the static model, suggest to use the “no_static”
option
– Remove a superfluous error message
When an endogenous is declared with “var(log)”, say “y”:
– creates an auxiliary named “LOG_y”
– replaces “y(±l)” everywhere by “exp(LOG_y(±l))”
– adds a new auxiliary equation “y=exp(LOG_y)”
– adds a new definition “LOG_y=log(y)” in set_auxiliary_variables.m and
dynamic_set_auxiliary_series.m files
This option also works in conjunction with “deflator=…”, such as “var(log,
deflator=…)” (the “log” must appear befor “deflator”). There are no provisions
for combining “log” with “log_deflator”, because that would not make much sense
from an economic point of view (amounts to taking the log two times).
Ref. dynare#349
This is a more natural semantics.
Incidentally, this fixes a bug in the variable mapping (M_.mapping) where some
endogenous, appearing in a log() in a VAR or TCM, would not be mentioned (e.g.
in the var-expectations/7/example1.mod test, and many others).
The logic was flawed in several ways. In particular, the test files
pac/trend-component-{3,10,11}/example1.mod would return A0 and A0star matrices
where the (2,2) element was incorrectly zero.
The case of a diff aux var corresponding to a complex expression was not
correctly handled, and could lead to a value -1 being returned by these
methods.
Incidentally, this also fixes a detrending bug in the Occbin engine (since the
latter internally generates a [static] equation).
Ref. dynare#1827
By the way, perform a small code simplification.
There is no reason to keep this distinction.
Additionally, since the data structure is now symmetric with the MCE case,
unify this “h” parameter vector with the “α” parameter vector.
By the way, refactor the MCE case by merging two routines related to the Z₁ aux. var.
This restores the symmetry with the backward case, now that the latter also has
an aux. var. for the pac_expectation operator. Also store the aux. var. IDs in a
structure common to the backward and MCE cases.
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e).