#195: histval+stoch_simul --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: bug | Status: new Priority: critical | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Contrary to what is explained in the documentation, the stochastic simulations are systematically initialized at the deterministic steady state. The histval block does not affect the way the simulations are initialized, and, worse, the preprocessor crashes if option periods is used (with an error message).
The error message should be removed and the preprocessor should define a flag (options_.histval=1) whenever the block histval is used.
#195: histval+stoch_simul --------------------------+------------------------------------------------- Reporter: stepan | Owner: michel Type: bug | Status: assigned Priority: critical | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Changes (by stepan):
* owner: houtanb => michel * status: new => assigned
Comment:
Discussing with Michel, it appears that this problem is more complex. We should not use a flag but systematically initialize the simulations with the first column of oo_.endo_simul. The preprocessor should initialize oo_.endo_simul (at least the first column) with the deterministic steady state. If there is a histval block, the preprocessor should change some values in the first column of oo_.endo_simul.
Note also that there is probably a problem with the auxiliary variables (if the number of lags is greater than one).
#195: histval+stoch_simul --------------------------+------------------------------------------------- Reporter: stepan | Owner: michel Type: bug | Status: assigned Priority: critical | Milestone: 4.3 Component: Preprocessor | Version: 4.2.1 Keywords: | --------------------------+------------------------------------------------- Changes (by sebastien):
* version: => 4.2.1
#195: histval+stoch_simul --------------------------+------------------------------------------------- Reporter: stepan | Owner: michel Type: bug | Status: assigned Priority: critical | Milestone: 4.3 Component: Preprocessor | Version: 4.2.1 Keywords: | --------------------------+-------------------------------------------------
Comment(by sebastien):
This ticket is linked to #157, the two tickets should probably be solved simultaneously.
#195: histval+stoch_simul ---------------------------+------------------------------------------------ Reporter: stepan | Owner: michel Type: bug | Status: closed Priority: critical | Milestone: 4.3 Component: Preprocessor | Version: 4.2.1 Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien):
* status: assigned => closed * resolution: => fixed
Comment:
Fixed in a2061b6f4ef9b6232d0681aad9b14725a514d22c
Note that if there is a histval block which does not initialize all the variables, then the default value for undeclared vars is zero, not the steady state. This is clarified in a8354326b155c4ba5b01ae0e7c1f047ac4800c74. We could change this, but it would create some incompatibility with previous releases of Dynare.
#195: histval+stoch_simul ---------------------------+------------------------------------------------ Reporter: stepan | Owner: michel Type: bug | Status: closed Priority: critical | Milestone: 4.3 Component: Preprocessor | Version: 4.2.1 Resolution: fixed | Keywords: ---------------------------+------------------------------------------------
Comment(by sebastien):
And also, auxiliary variables are normally correctly handled.