... | @@ -4,7 +4,7 @@ The Dynare preprocessor modifies the model given by the user, under certain circ |
... | @@ -4,7 +4,7 @@ The Dynare preprocessor modifies the model given by the user, under certain circ |
|
|
|
|
|
Auxiliary variables are created in the following cases:
|
|
Auxiliary variables are created in the following cases:
|
|
- for endogenous variables with a lag or a lead of two or more (only in stochastic contexts in Dynare 4.1, in all cases in Dynare ≥ 4.2)
|
|
- for endogenous variables with a lag or a lead of two or more (only in stochastic contexts in Dynare 4.1, in all cases in Dynare ≥ 4.2)
|
|
- for exogenous variables with a lag or a lead (only in stochastic contexts in Dynare ≤ 4.6, in all cases in Dynare ≥ 4.7)
|
|
- for exogenous variables with a lag or a lead (only in stochastic contexts in Dynare ≤ 4.6, in all cases in Dynare ≥ 5)
|
|
- when the `EXPECTATION()` operator is used
|
|
- when the `EXPECTATION()` operator is used
|
|
- when the `ramsey_model`-statement is used
|
|
- when the `ramsey_model`-statement is used
|
|
- if the `diff`-operator is used.
|
|
- if the `diff`-operator is used.
|
... | @@ -82,13 +82,13 @@ This kind of aux var has `M_.aux_vars(i).type = 9` and accounts for applying the |
... | @@ -82,13 +82,13 @@ This kind of aux var has `M_.aux_vars(i).type = 9` and accounts for applying the |
|
- `M_.aux_vars(i).orig_index` contains the index of the preceding auxiliary variable for diff lag or of the auxiliary variable for diff itself (types 9 or 8)
|
|
- `M_.aux_vars(i).orig_index` contains the index of the preceding auxiliary variable for diff lag or of the auxiliary variable for diff itself (types 9 or 8)
|
|
- `M_.aux_vars(i).orig_lead_lag` contains `0` (not needed because we know the lag is equal to 1 compared to the previous aux variable in the sequence)
|
|
- `M_.aux_vars(i).orig_lead_lag` contains `0` (not needed because we know the lag is equal to 1 compared to the previous aux variable in the sequence)
|
|
|
|
|
|
## Type 10: unary operators (since Dynare 4.7)
|
|
## Type 10: unary operators (since Dynare 5)
|
|
|
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 10` is substituted for an expression consisting of a unary operator (namely `exp`, `log`, `log10`, `cos`, `sin`, `tan`, `acos`, `asin`, `atan`, `cosh`, `sinh`, `tanh`, `acosh`, `asinh`, `atanh`, `sqrt`, `cbrt`, `abs`, `sign` and `erf`). Such an auxiliary variable is typically created for an expression of the form `log(x)` in the context of a `var_model` or a `trend_component_model`. The name of such an auxiliary variable begins with `AUX_UOP_`.
|
|
This kind of aux var has `M_.aux_vars(i).type = 10` is substituted for an expression consisting of a unary operator (namely `exp`, `log`, `log10`, `cos`, `sin`, `tan`, `acos`, `asin`, `atan`, `cosh`, `sinh`, `tanh`, `acosh`, `asinh`, `atanh`, `sqrt`, `cbrt`, `abs`, `sign` and `erf`). Such an auxiliary variable is typically created for an expression of the form `log(x)` in the context of a `var_model` or a `trend_component_model`. The name of such an auxiliary variable begins with `AUX_UOP_`.
|
|
|
|
|
|
If the `transform_unary_ops` option has been passed to `dynare`, then the substitution is done everywhere in the model. Otherwise, by default, it is only performed in the equations appearing in a `var_model` or a `trend_component_model`.
|
|
If the `transform_unary_ops` option has been passed to `dynare`, then the substitution is done everywhere in the model. Otherwise, by default, it is only performed in the equations appearing in a `var_model` or a `trend_component_model`.
|
|
|
|
|
|
## Type 11: lead within `diff` operator (since Dynare 4.7)
|
|
## Type 11: lead within `diff` operator (since Dynare 5)
|
|
|
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 11` and accounts for applying the difference operator to a lead. Similarly to Type 9, it will create a sequence of auxiliary variables, but for leads.
|
|
This kind of aux var has `M_.aux_vars(i).type = 11` and accounts for applying the difference operator to a lead. Similarly to Type 9, it will create a sequence of auxiliary variables, but for leads.
|
|
|
|
|
... | | ... | |