From 4dcdb81a31ef2413c5a1e34fbfd5e643fcb66d7c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Sun, 2 Apr 2017 20:49:41 +0200
Subject: [PATCH] Changed error message introduced in
30c9b3721564d89d1b85abcdc75d493075e6ca77.
---
matlab/initial_estimation_checks.m | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m
index 98bb6672d8..588a014cd4 100644
--- a/matlab/initial_estimation_checks.m
+++ b/matlab/initial_estimation_checks.m
@@ -167,8 +167,8 @@ end
if info(1) > 0
if DynareOptions.order>1
[eigenvalues_] = check(Model,DynareOptions, DynareResults);
- if any(abs(1-abs(eigenvalues_))<1e-10)
- error('Your model has a unit root, but estimation at order>1 currently only supports stationary models')
+ if any(abs(eigenvalues_)>DynareOptions.qz_criterium)
+ error('Your model has at least one unit root and you are using a nonlinear filter. Please set nonlinear_filter_initialization=3.')
end
else
disp('Error in computing likelihood for initial parameter values')
--
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