Dev October 2012

dev@dynare.org

6 participants
95 discussions

dsge_simulated_theoretical_variance_decomposition
by Johannes Pfeifer 21 Oct '12

21 Oct '12

Dear all, there seems to be a bug in dsge_simulated_theoretical_variance_decomposition (present at least since Dynare 4.2.5) that apparently sometimes leads to wrong output results. The critical part is 116-134: if linea == NumberOfDecompLines if posterior save([M_.dname '/metropolis/' M_.fname '_PosteriorVarianceDecomposition' int2str(DecompFileNumber) '.mat' ],'Decomposition_array'); else save([M_.dname '/prior/moments/' M_.fname '_PriorVarianceDecomposition' int2str(DecompFileNumber) '.mat' ],'Decomposition_array'); end DecompFileNumber = DecompFileNumber + 1; linea = 0; test = DecompFileNumber-NumberOfDecompFiles; if ~test% Prepare the last round... Decomposition_array = zeros(NumberOfLinesInTheLastDecompFile,nvar*nexo); NumberOfDecompLines = NumberOfLinesInTheLastDecompFile; DecompFileNumber = DecompFileNumber - 1; elseif test<0; Decomposition_array = zeros(MaXNumberOfDecompLines,nvar*nexo); else clear('Decomposition_array'); end end I dont understand the purpose of line 128 which is DecompFileNumber = DecompFileNumber - 1; We decrease the file number by one, but after line 122 increased it by one. As a result, if the model is large and the decomposition_array is split up in several files, the last file name in the save command gets the wrong number. For example, assume NumberOfDecompFiles=2. Now in the second step of the loop, we have DecompFileNumber=2 before entering the if-part. In the if-part DecompFileNumber will be set to 1 again and will be 1 when the save command is reached in the next iteration. As a consequence, the second Decomposition_array is written in file number 1 (and overwrites the previous ones) instead of number 2. I havent traced the consequences through the rest of compute_moments_varendo, but it seems as if the erased results are filled up with zeros, biasing the mean of the variance decomposition to 0 (and also affecting other statistics in a subtle way). At least that was how I noticed the mistake when working with Dynare 4.2.5. I think line 128 simply needs to be deleted. Best, Johannes -- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil.: +49-(0)170-6936820 Germany

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 21 Oct '12

21 Oct '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 192 tests PASSED out of 192 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 190 tests PASSED out of 190 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-anlJj8FnO0.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 21 Oct '12

21 Oct '12

================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 194 | PASS: 194 | FAIL: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 192 | PASS: 192 | FAIL: 0 A full log can be found on karaba in '/tmp/dynare-master-check-mVlaCbw1XV.log'.

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 20 Oct '12

20 Oct '12

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 20 Oct '12

20 Oct '12

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 19 Oct '12

19 Oct '12

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 19 Oct '12

19 Oct '12

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 18 Oct '12

18 Oct '12

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 18 Oct '12

18 Oct '12

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 17 Oct '12

17 Oct '12

1 0

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Dev October 2012