Dev September 2012

dev@dynare.org

7 participants
94 discussions

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 11 Sep '12

11 Sep '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 186 tests PASSED out of 189 tests run *************************************** List of 3 tests FAILED: * arima/mod1a.mod * bvar_a_la_sims/bvar_and_dsge.mod * deterministic_simulations/deterministic_model_purely_backward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 183 tests PASSED out of 187 tests run *************************************** List of 4 tests FAILED: * arima/mod1a.mod * arima/mod2b.mod * bvar_a_la_sims/bvar_and_dsge.mod * deterministic_simulations/deterministic_model_purely_backward.mod *************************************** A full log can be found on karaba in 'dynare-master-check-4kfnc3vsSW.log'.

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Rank check
by Johannes Pfeifer 10 Sep '12

10 Sep '12

Hi all, sorry for bothering you again with this issue, but I still think it is extremely unfortunate to base the printout of errors and the display of check on different criteria. This results in user problems like: http://www.dynare.org/phpBB3/viewtopic.php?f=1 <http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4049> &t=4049 In this post, there is rank deficiency, which is correctly detected by Dynare, but the output of check does not state this. If I remember correctly, some time ago Michel argued that this behavior is desired, but I cant remember the argument. I personally find this behavior confusing and would suggest to open a ticket making the behavior consistent. Best, Johannes -------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer(a)gmx.de

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 10 Sep '12

10 Sep '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-lM5Kh9bvBx.log'.

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 10 Sep '12

10 Sep '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 189 tests PASSED out of 189 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 187 tests PASSED out of 187 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-GVezVEtV4G.log'.

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 09 Sep '12

09 Sep '12

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 09 Sep '12

09 Sep '12

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Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 08 Sep '12

08 Sep '12

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Status of testsuite in master branch
by sebastien.villemot＠ens.fr 08 Sep '12

08 Sep '12

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[Trac] #278: Improve documentation of conditional_variance_decomposition and moments
by Trac Dynare 07 Sep '12

07 Sep '12

#278: Improve documentation of conditional_variance_decomposition and moments -------------------------+----------------- Reporter: jpfeifer | Owner: Type: enhancement | Status: new Priority: major | Milestone: Component: General | Version: Keywords: | -------------------------+----------------- 1. The option conditional_variance_decomposition in stoch_simul only triggers the decomposition, if theoretical moments are requested, i.e. periods=0. We should add a warning in the code and in the manual 2. Even if one specifies order=2 (with periods=0), Dynare still outputs a variance_decomposition, but the decomposition is based on the first order state-space system. We should add a warning for all second order moments as the same is true for variance, correlations, and autocorrelations -- Ticket URL: <https://www.dynare.org/trac/ticket/278> Dynare <http://www.dynare.org> The Dynare project

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conditional_variance_decomposition
by Johannes Pfeifer 07 Sep '12

07 Sep '12

Dear all, I have two issues with conditional_variance_decomposition. 1. The option conditional_variance_decomposition in stoch_simul only triggers the decomposition, if theoretical moments are requested, i.e. periods=0. I guess this makes sense as the decomposition is based on the state-space form, which is a theoretical concept. However, we never provide a warning that no variance decomposition will be performed nor do we document the requirement in the manual. 2. Even if one specifies order=2 (with periods=0), Dynare still outputs a variance_decomposition. If I understand it correctly, I am not sure this is a good idea as the decomposition is based on the first order state-space system. We should either shut off this feature for order=2 or at least provide an explicit warning that the decomposition is only for first order although a higher order approximation was used. Regards, Johannes -------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer(a)gmx.de

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Dev September 2012