From fdb24d6a1daa475a1543633d0bd935ce402abff5 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer <jpfeifer@gmx.de> Date: Tue, 1 Aug 2017 11:36:07 +0200 Subject: [PATCH] Add unit test for sim1_linear.m --- tests/Makefile.am | 1 + tests/simul/linear_state_space_ARMA.mod | 43 +++++++++++++++++++++++++ 2 files changed, 44 insertions(+) create mode 100644 tests/simul/linear_state_space_ARMA.mod diff --git a/tests/Makefile.am b/tests/Makefile.am index 89f031db8d..65c954fec8 100644 --- a/tests/Makefile.am +++ b/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 \ diff --git a/tests/simul/linear_state_space_ARMA.mod b/tests/simul/linear_state_space_ARMA.mod new file mode 100644 index 0000000000..8de3d47cea --- /dev/null +++ b/tests/simul/linear_state_space_ARMA.mod @@ -0,0 +1,43 @@ +%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); -- GitLab