Add unit test for sim1_linear.m

tests/Makefile.am

@@ -179,6 +179,7 @@ MODFILES = \
 	simul/simul_ZLB_purely_forward.mod \
 	simul/simul_ZLB_purely_forward_no_solution.mod \
 	simul/Irreversible_investment.mod \
+	simul/linear_state_space_ARMA.mod \
 	conditional_forecasts/2/fs2000_est.mod \
 	conditional_forecasts/3/fs2000_conditional_forecast_initval.mod \
 	conditional_forecasts/4/fs2000_conditional_forecast_histval.mod \

tests/simul/linear_state_space_ARMA.mod

+%mod-file triggering the sim1_linear.m solver;
+%The exogenous arma processes test whether the Jacobian at the
+%deterministic steady state is correctly computed
+var x
+    y
+    z;
+
+varexo u
+       v;
+
+parameters a1 a2 a3 a4
+	   b1 b2 b3
+	   c1;
+
+a1 =  .50;
+a2 =  .00;
+a3 =  .70;
+a4 =  .40;
+b1 =  .90;
+b2 =  .00;
+b3 =  .80;
+c1 =  .95;
+
+
+model(linear);
+   y = a1*x(-1) + a2*x(+1) + a3*z + a4*y(-1);
+   z = b1*z(-1) + b2*z(+1) + b3*x + u;
+   x = c1*x(-1) + v +v(-1)+v(+1);
+end;
+
+initval;
+y=-1;
+x=-1;
+z=-1;
+end;
+
+endval;
+y=0;
+x=0;
+z=0;
+end;
+steady;
+simul(periods=1000,stack_solve_algo=0);