From 00299a92c1f85d661e883d7ed8fcab3661672fc6 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 20 Mar 2017 20:29:19 +0100
Subject: [PATCH] Make sure options_.first_obs is properly set
---
matlab/dynare_estimation_1.m | 8 +++++
matlab/dynare_estimation_init.m | 5 ++-
tests/Makefile.am | 1 +
tests/dates/dseries_interact.mod | 57 ++++++++++++++++++++++++++++++++
4 files changed, 70 insertions(+), 1 deletion(-)
create mode 100644 tests/dates/dseries_interact.mod
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index 6eb4361f80..0a27271ded 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -44,6 +44,11 @@ end
%store qz_criterium
qz_criterium_old=options_.qz_criterium;
+if isnan(options_.first_obs)
+ first_obs_nan_indicator=true;
+else
+ first_obs_nan_indicator=false;
+end
% Set particle filter flag.
if options_.order > 1
@@ -775,3 +780,6 @@ if reset_options_related_to_estimation
options_.mode_compute = mode_compute_o;
options_.mh_replic = mh_replic_o;
end
+if first_obs_nan_indicator
+ options_.first_obs=NaN;
+end
\ No newline at end of file
diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 7532f1432a..b8e8b4ff6d 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -527,13 +527,16 @@ if ~isempty(options_.datafile)
end
end
+if isnan(options_.first_obs)
+ options_.first_obs=1;
+end
[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_, options_.dsge_var*options_.dsge_varlag, gsa_flag);
%set options for old interface from the ones for new interface
if ~isempty(dataset_)
options_.nobs = dataset_.nobs;
- options_.first_obs=double(dataset_.init);
end
+
% setting steadystate_check_flag option
if options_.diffuse_filter || options_.steadystate.nocheck
steadystate_check_flag = 0;
diff --git a/tests/Makefile.am b/tests/Makefile.am
index 53bd9e9a3c..3ff31697ae 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -12,6 +12,7 @@ MODFILES = \
observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod \
observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod \
observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod \
+ dates/dseries_interact.mod \
estimation/slice/fs2000_slice.mod \
optimizers/fs2000_9.mod \
optimizers/fs2000_10.mod \
diff --git a/tests/dates/dseries_interact.mod b/tests/dates/dseries_interact.mod
new file mode 100644
index 0000000000..068d070b25
--- /dev/null
+++ b/tests/dates/dseries_interact.mod
@@ -0,0 +1,57 @@
+%% Mod-file tests interaction between estimation and shock_decomposition when dseries is used or not
+var hh nn log_nn;
+varexo eps_a;
+parameters alfa nbar lambda betta rho_a std_a nn_init;
+
+nn_init = -0.1;
+alfa = 0.05;
+lambda = 0.054;
+betta = 0.99;
+nbar = 1;
+rho_a = 0;
+std_a = 1;
+
+
+model(linear);
+
+hh = - alfa * nn + betta * ( hh(+1) + 0 * eps_a(+1) ) + eps_a;
+
+log_nn = log_nn(-1) + hh * lambda / (1-lambda);
+
+log_nn = ln(nbar) + nn;
+
+end;
+
+steady_state_model;
+log_nn = log(nbar);
+nn = 0;
+hh = 0;
+end;
+
+shocks;
+var eps_a; stderr 1;
+end;
+
+estimated_params;
+alfa, beta_pdf, 0.1, 0.05;
+std_a, inv_gamma_pdf, 0.05, 1;
+end;
+
+varobs log_nn;
+
+if ~isoctave() && ~matlab_ver_less_than('8.4')
+ websave('data_uav.xlsx','http://www.dynare.org/Datasets/data_uav.xlsx', weboptions('Timeout', 30))
+else
+ urlwrite('http://www.dynare.org/Datasets/data_uav.xlsx','data_uav.xlsx')
+end
+
+%reading Excel sheet from column A on creates quarterly dseries starting in
+%1950
+estimation(first_obs=2,datafile=data_uav, xls_sheet=Tabelle1, xls_range=a1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+shock_decomposition( parameter_set=posterior_median ) nn hh;
+
+%reading Excel sheet from column B on creates annual dseries starting with 1
+estimation(first_obs=2,datafile=data_uav, xls_sheet=Tabelle1, xls_range=b1:b54, mh_replic=2, mh_nblocks=1, mh_jscale=1.1, mh_drop=0.8, plot_priors=0, smoother) log_nn nn hh ;
+shock_decomposition( parameter_set=posterior_median ) nn hh;
+
+delete('data_uav.xlsx')
--
GitLab