[Trac] #157: histval + stoch_simul(periods=...) + forecast gives wrong result
#157: histval + stoch_simul(periods=...) + forecast gives wrong result --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- If there is a histval block, followed by stoch_simul using empirical simulations ("periods" option), then the information provided by histval is lost (the "oo_.endo_simul" structure, which contains the histval information, is completely rewritten). A subsequent forecast command wrong results, since it will not use histval as starting point. -- Ticket URL: <https://www.dynare.org/trac/ticket/157> Dynare <http://www.dynare.org> The Dynare project
#157: histval + stoch_simul(periods=...) + forecast gives wrong result ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: 4.1.3 Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * priority: major => minor * milestone: 4.2 => 4.3 Comment: A workaround has been implemented in 551db4a446e9007c78305745b776f6ac20c0301c (Dynare refuses to do empirical simulations after histval) -- Ticket URL: <https://www.dynare.org/trac/ticket/157#comment:1> Dynare <http://www.dynare.org> The Dynare project
#157: histval + stoch_simul(periods=...) + forecast gives wrong result ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: closed Priority: minor | Milestone: 4.3 Component: General | Version: 4.1.3 Resolution: fixed | Keywords: ------------------------+--------------------------------------------------- Changes (by sebastien): * status: new => closed * resolution: => fixed Comment: Fixed in a2061b6f4ef9b6232d0681aad9b14725a514d22c -- Ticket URL: <https://www.dynare.org/trac/ticket/157#comment:2> Dynare <http://www.dynare.org> The Dynare project
#157: histval + stoch_simul(periods=...) + forecast gives wrong result ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: reopened Priority: major | Milestone: 4.3 Component: General | Version: 4.1.3 Resolution: | Keywords: ------------------------+--------------------------------------------------- Changes (by michel): * priority: minor => major * status: closed => reopened * resolution: fixed => Comment: The fix is not correct because simult.m removes the initial period from the returned results. It breaks tests/seeds.mod I suggest to store the value of histval is a new field of M_ -- Ticket URL: <https://www.dynare.org/trac/ticket/157#comment:3> Dynare <http://www.dynare.org> The Dynare project
#157: histval + stoch_simul(periods=...) + forecast gives wrong result ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: closed Priority: major | Milestone: 4.3 Component: General | Version: 4.1.3 Resolution: fixed | Keywords: ------------------------+--------------------------------------------------- Changes (by sebastien): * status: reopened => closed * resolution: => fixed Comment: Should be really fixed by 30cbcdbb55f5ed8acd8785eac7e5d0d7bac803dd -- Ticket URL: <https://www.dynare.org/trac/ticket/157#comment:4> Dynare <http://www.dynare.org> The Dynare project
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