Dev March 2013

dev@dynare.org

8 participants
69 discussions

Question regarding exo-lead substitution
by Johannes Pfeifer 16 Mar '13

16 Mar '13

Dear Michel and Sébastien, currently Dynare substitutes exogenous lags and leads and adds equations. In the attached mod-file (ignore the complex parameter values which are the true problem for now), there are 12 endogenous variables. The preprocessor now says Substitution of exo leads: added 3 auxiliary variables and equations. Running model_diagnostics delivers: model_diagnostic: the Jacobian of the static model is singular there is 1 colinear relationships between the variables and the equations Colinear variables: c k y l mc R w pi Colinear equations 8 14 But originally, there are only 12 equations. Is there a certain rule where the auxiliary equations are included? Are they simply appended at the end so that I know to focus on equation 8 in this case? And how can I tell to which original exogenous variable equation 14 refers to? If there is no easy answer to those two questions, I would suggest to - add the name of the original substituted variable as a field in M_.aux_vars, which together with the type stored there should be sufficient for full identification. - Add the information about where the equations are appended to the Wiki (http://www.dynare.org/DynareWiki/AuxiliaryVariables) Moreover, regarding the Wiki: could it be that there is a typo and it should be Aux var for endogenous with lag >= 1 instead of >=2 (and the same for endogenous leads)? 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 16 Mar '13

16 Mar '13

5f91584980b575423e0f8cac893a0d86d39ad39d oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations (cherry picked from commit 17acd4154c192193a1c84e27d7bb31b47e7215f8) *************************************** * 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-hMxV4jPref.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 16 Mar '13

16 Mar '13

8185ee972985ee46315d0ce6eccacac9841e1a89 reporting: @graph: accept dynDate ranges for shade and xrange and float lower/upper bound for yrange ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 194 | PASS: 193 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 192 | PASS: 191 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-C5R87ziEnm.log'.

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 15 Mar '13

15 Mar '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 15 Mar '13

15 Mar '13

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dynSeries
by stepan 14 Mar '13

14 Mar '13

Ferhat and Houtan, I just pushed some commits that implement date slicing of dynSeries objects. Let ds be a dynSeries object. A sub sample ts can be created as follows: d1 = dynDate('1950Q3') ; d2 = dynDate('1973Q1') ; ss = d1:d2 ; ts = ds(range); Best, Stéphane.

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 14 Mar '13

14 Mar '13

1 0

Status of testsuite in master branch
by sebastien＠dynare.org 14 Mar '13

14 Mar '13

64ddca513df9cac80ceb4e1f45777a22b10a44c3 dynSeries: making possible to concatanate empty series; fixing bugs ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 194 | PASS: 193 | FAIL: 0 | XFAIL: 1 | XPASS: 0 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 192 | PASS: 191 | FAIL: 0 | XFAIL: 1 | XPASS: 0 A full log can be found on karaba in '/tmp/dynare-master-check-AnmTERrPAa.log'.

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Re: [DynareDev] date slice of dynSeries
by Stéphane Adjemian 13 Mar '13

13 Mar '13

Hi Houtan, This feature is missing, I work on it today so that it will be possible to write something like : range = dynDate('1950Q3'):dynDate('1973Q1') ; ts = ds(range) ; Best, Stéphane. Le 2013-03-13 09:46, Houtan Bastani a écrit : > Hi Stephane, > > How can you create a new dynSeries based on date range of another > dynSeries? > > e.g. I would want something like ds{'1999q1','2002q3'} > > Thanks, > Houtan -- Stéphane Adjemian Université du Maine, Gains

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 13 Mar '13

13 Mar '13

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Dev March 2013