From 8acee8fd54763f891e1903e1a8d3d0ae792418da Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Tue, 11 Sep 2018 15:29:51 +0200
Subject: [PATCH] fix AR and EC matrices for double diff
---
src/ExprNode.cc | 48 ++++++++++++++++++++++++++++------------------
src/SymbolTable.cc | 3 +--
2 files changed, 30 insertions(+), 21 deletions(-)
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index f2af63bf..6f4878bf 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -5464,6 +5464,11 @@ BinaryOpNode::fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
if (endogs.size() != 1)
return;
+ arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
+ arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
+ if (tmp.size() != 0)
+ return;
+
int lhs_symb_id = endogs.begin()->first;
int lag = endogs.begin()->second;
if (datatree.symbol_table.isAuxiliaryVariable(lhs_symb_id))
@@ -5471,14 +5476,10 @@ BinaryOpNode::fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
int orig_lhs_symb_id = datatree.symbol_table.getOrigSymbIdForDiffAuxVar(lhs_symb_id);
if (find(lhs.begin(), lhs.end(), orig_lhs_symb_id) == lhs.end())
return;
- lag = -(datatree.symbol_table.getOrigLeadLagForDiffAuxVar(lhs_symb_id) - 1);
+ lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(lhs_symb_id);
lhs_symb_id = orig_lhs_symb_id;
}
- arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
- arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
- if (tmp.size() != 0)
- return;
if (AR.find(make_tuple(eqn, -lag, lhs_symb_id)) != AR.end())
{
@@ -5525,20 +5526,29 @@ BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
int lhs_symb_id = -1;
int max_lag = 0;
for (const auto & it : endogs)
- if (find(lhs.begin(), lhs.end(), it.first) != lhs.end())
- if (encountered_trend_var)
- {
- cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
- << "two trend variables encountered in EC term" << endl;
- exit(EXIT_FAILURE);
- }
- else
- {
- lhs_symb_id = it.first;
- if (it.second < max_lag)
- max_lag = it.second;
- encountered_trend_var = true;
- }
+ {
+ bool isauxvar = datatree.symbol_table.isAuxiliaryVariable(it.first);
+ int tmp_symb_id = isauxvar ?
+ datatree.symbol_table.getOrigSymbIdForDiffAuxVar(it.first) : it.first;
+
+ if (find(lhs.begin(), lhs.end(), tmp_symb_id) != lhs.end())
+ if (encountered_trend_var)
+ {
+ cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
+ << "two trend variables encountered in EC term" << endl;
+ exit(EXIT_FAILURE);
+ }
+ else
+ {
+ encountered_trend_var = true;
+ lhs_symb_id = tmp_symb_id;
+ int tmp_lag = it.second;
+ if (isauxvar)
+ tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(it.first);
+ if (tmp_lag < max_lag)
+ max_lag = tmp_lag;
+ }
+ }
if (!encountered_trend_var)
return;
diff --git a/src/SymbolTable.cc b/src/SymbolTable.cc
index 335a5418..78198671 100644
--- a/src/SymbolTable.cc
+++ b/src/SymbolTable.cc
@@ -879,8 +879,7 @@ SymbolTable::getOrigLeadLagForDiffAuxVar(int diff_aux_var_symb_id) const noexcep
{
int lag = 0;
for (const auto & aux_var : aux_vars)
- if ((aux_var.get_type() == AuxVarType::diff
- || aux_var.get_type() == AuxVarType::diffLag)
+ if (aux_var.get_type() == AuxVarType::diffLag
&& aux_var.get_symb_id() == diff_aux_var_symb_id)
lag += 1 + getOrigLeadLagForDiffAuxVar(aux_var.get_orig_symb_id());
return lag;
--
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