trend_component_model statement

src/ComputingTasks.cc

@@ -258,16 +258,14 @@ PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const
 }
 
 PacModelStatement::PacModelStatement(string name_arg,
-                                     string var_name_arg,
+                                     string aux_model_name_arg,
                                      string discount_arg,
                                      string growth_arg,
-                                     map<string, int> undiff_arg,
                                      const SymbolTable &symbol_table_arg) :
   name{move(name_arg)},
-  var_name{move(var_name_arg)},
+  aux_model_name{move(aux_model_name_arg)},
   discount{move(discount_arg)},
   growth{move(growth_arg)},
-  undiff{move(undiff_arg)},
   symbol_table{symbol_table_arg}
 {
 }
@@ -289,7 +287,7 @@ PacModelStatement::fillUndiffedLHS(vector<int> &lhs_arg)
 void
 PacModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
 {
-  output << "M_.pac." << name << ".var_model_name = '" << var_name << "';" << endl
+  output << "M_.pac." << name << ".auxiliary_model_name = '" << aux_model_name << "';" << endl
          << "M_.pac." << name << ".discount_index = " << symbol_table.getTypeSpecificID(discount) + 1 << ";" << endl;
 
   if (!growth.empty())
@@ -320,7 +318,8 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
         output << " ";
       output << *it + 1;
     }
-  output << "];" << endl
+  output << "];" << endl;
+  /*
          << "M_.pac." << name << ".undiff_eqtags = {";
   for (auto it = undiff.begin(); it != undiff.end(); it++)
     {
@@ -337,6 +336,7 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
       output << it->second;
     }
   output << "];" << endl;
+  */
 }
 
 void
@@ -344,7 +344,7 @@ PacModelStatement::writeJsonOutput(ostream &output) const
 {
   output << "{\"statementName\": \"pac_model\","
          << "\"model_name\": \"" << name << "\","
-         << "\"var_model_name\": \"" << var_name << "\","
+         << "\"auxiliary_model_name\": \"" << aux_model_name << "\","
          << "\"discount_index\": " << symbol_table.getTypeSpecificID(discount) + 1;
 
   if (!growth.empty())
@@ -371,13 +371,13 @@ PacModelStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-void
-PacModelStatement::getPacModelInfoForPacExpectation(tuple<string, string, string, int, map<string, int>> &pac_model_info) const
+tuple<string, string, int>
+PacModelStatement::getPacModelInfoForPacExpectation() const
 {
   int growth_symb_id = -1;
   if (!growth.empty())
     growth_symb_id = symbol_table.getID(growth);
-  pac_model_info = { name, var_name, discount, growth_symb_id, undiff };
+  return { name, aux_model_name, growth_symb_id };
 }
 
 VarModelStatement::VarModelStatement(SymbolList symbol_list_arg,
@@ -2207,8 +2207,12 @@ ModelComparisonStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-PlannerObjectiveStatement::PlannerObjectiveStatement(SymbolTable &symbol_table, NumericalConstants &num_constants, ExternalFunctionsTable &external_functions_table) :
-  model_tree{symbol_table, num_constants, external_functions_table}
+PlannerObjectiveStatement::PlannerObjectiveStatement(SymbolTable &symbol_table,
+                                                     NumericalConstants &num_constants,
+                                                     ExternalFunctionsTable &external_functions_table,
+                                                     TrendComponentModelTable &trend_component_model_table_arg) :
+  model_tree{symbol_table, num_constants,
+             external_functions_table, trend_component_model_table_arg}
 {
 }
 

src/ComputingTasks.hh

@@ -123,24 +123,22 @@ class PacModelStatement : public Statement
 {
 private:
   const string name;
-  const string var_name;
+  const string aux_model_name;
   const string discount;
   const string growth;
-  const map<string, int> undiff;
   const SymbolTable &symbol_table;
   vector<int> lhs;
 public:
   PacModelStatement(string name_arg,
-                    string var_name_arg,
+                    string aux_model_name_arg,
                     string discount_arg,
                     string growth_arg,
-                    map<string, int> undiff_arg,
                     const SymbolTable &symbol_table_arg);
   void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
   void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream &output) const override;
   void fillUndiffedLHS(vector<int> &lhs);
-  void getPacModelInfoForPacExpectation(tuple<string, string, string, int, map<string, int>> &pac_model_info) const;
+  tuple<string, string, int> getPacModelInfoForPacExpectation() const;
 };
 
 class VarModelStatement : public Statement
@@ -542,7 +540,8 @@ private:
 public:
   PlannerObjectiveStatement(SymbolTable &symbol_table,
                             NumericalConstants &num_constants,
-                            ExternalFunctionsTable &external_functions_table);
+                            ExternalFunctionsTable &external_functions_table,
+                            TrendComponentModelTable &trend_component_model_table_arg);
   /*! \todo check there are only endogenous variables at the current period in the objective
     (no exogenous, no lead/lag) */
   void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;

src/DataTree.cc

@@ -28,10 +28,12 @@
 
 DataTree::DataTree(SymbolTable &symbol_table_arg,
                    NumericalConstants &num_constants_arg,
-                   ExternalFunctionsTable &external_functions_table_arg) :
+                   ExternalFunctionsTable &external_functions_table_arg,
+                   TrendComponentModelTable &trend_component_model_table_arg) :
   symbol_table(symbol_table_arg),
   num_constants(num_constants_arg),
   external_functions_table(external_functions_table_arg),
+  trend_component_model_table(trend_component_model_table_arg),
   node_counter(0)
 {
   Zero = AddNonNegativeConstant("0");

src/DataTree.hh

@@ -34,6 +34,7 @@ using namespace std;
 #include "NumericalConstants.hh"
 #include "ExternalFunctionsTable.hh"
 #include "ExprNode.hh"
+#include "SubModel.hh"
 
 class DataTree
 {
@@ -56,6 +57,8 @@ protected:
   NumericalConstants &num_constants;
   //! A reference to the external functions table
   ExternalFunctionsTable &external_functions_table;
+  //! A reference to the trend component model table
+  TrendComponentModelTable &trend_component_model_table;
 
   //! num_constant_id -> NumConstNode
   using num_const_node_map_t = map<int, NumConstNode *>;
@@ -130,7 +133,10 @@ private:
   inline expr_t AddTrinaryOp(expr_t arg1, TrinaryOpcode op_code, expr_t arg2, expr_t arg3);
 
 public:
-  DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg);
+  DataTree(SymbolTable &symbol_table_arg,
+           NumericalConstants &num_constants_arg,
+           ExternalFunctionsTable &external_functions_table_arg,
+           TrendComponentModelTable &trend_component_model_table_arg);
   virtual
   ~DataTree();
 

src/DynamicModel.hh

@@ -250,7 +250,7 @@ private:
   void findPacExpectationEquationNumbers(vector<int> &eqnumber) const;
 
 public:
-  DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg);
+  DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg, TrendComponentModelTable &trend_component_model_table_arg);
   //! Adds a variable node
   /*! This implementation allows for non-zero lag */
   VariableNode *AddVariable(int symb_id, int lag = 0) override;
@@ -300,26 +300,12 @@ public:
   //! Set the equations that have non-zero second derivatives
   void setNonZeroHessianEquations(map<int, string> &eqs);
 
-  //! Get equation info associated with equation tags from var_model
-  void getVarModelVariablesFromEqTags(vector<string> &var_model_eqtags,
-                                      vector<int> &eqnumber,
-                                      vector<int> &lhs,
-                                      vector<expr_t> &lhs_expr_t,
-                                      vector<set<pair<int, int>>> &rhs,
-                                      vector<bool> &nonstationary) const;
-
-  //! Returns the max lag of the VAR
-  void checkVarMinLag(vector<int> &eqnumber) const;
-
-  //! Returns the max lag of the VAR
-  int getVarMaxLag(StaticModel &static_model, vector<int> &eqnumber) const;
-
-  // Get equtaino information on diff operator and max lag info
-  void getVarLhsDiffAndInfo(vector<int> &eqnumber, vector<bool> &diff,
-                            vector<int> &orig_diff_var) const;
+  //! Fill the Trend Component Model Table
+  void fillTrendComponentModelTable() const;
+  void fillTrendComponentModelTableFromOrigModel(StaticModel &static_model) const;
 
   //! Add aux equations (and aux variables) for variables declared in var_model at max order if they don't already exist
-  void addEquationsForVar(map<string, pair<SymbolList, int>> &var_model_info);
+  //  void addEquationsForVar(map<string, pair<SymbolList, int>> &var_model_info);
   //! Get Pac equation parameter info
   void walkPacParameters();
   //! Add var_model info to pac_expectation nodes
@@ -439,8 +425,8 @@ public:
   int getPacMaxLag(const string &pac_model_name) const;
 
   //! Table to undiff LHS variables for pac vector z
-  void getUndiffLHSForPac(vector<int> &lhs, vector<expr_t> &lhs_expr_t, vector<bool> &diff, vector<int> &orig_diff_var,
-                          vector<int> &eqnumber, map<string, int> &undiff, ExprNode::subst_table_t &diff_subst_table);
+  vector<int> getUndiffLHSForPac(const string &aux_model_name,
+                                 ExprNode::subst_table_t &diff_subst_table);
 
   //! Transforms the model by replacing trend variables with a 1
   void removeTrendVariableFromEquations();

src/DynareBison.yy

@@ -111,7 +111,7 @@ class ParsingDriver;
 %token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN MLE_MODE PRUNING
 %token <string> QUOTED_STRING
 %token QZ_CRITERIUM QZ_ZERO_THRESHOLD DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE PIPE_E PIPE_X PIPE_P
-%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
+%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TRENDS
 %token SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
 %token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
 %token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION
@@ -120,14 +120,14 @@ class ParsingDriver;
 %token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
 %token VALUES VAR VAREXO VAREXO_DET VARIABLE VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION VAR_EXPECTATION_MODEL PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
 %token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL CROSSEQUATIONS COVARIANCE WRITE_LATEX_STEADY_STATE_MODEL
-%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP VAR_MODEL PAC_MODEL QOQ YOY AOA UNDIFF PAC_EXPECTATION
+%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP VAR_MODEL PAC_MODEL QOQ YOY AOA UNDIFF PAC_EXPECTATION TREND_COMPONENT_MODEL
 %left EQUAL_EQUAL EXCLAMATION_EQUAL
 %left LESS GREATER LESS_EQUAL GREATER_EQUAL
 %left PLUS MINUS
 %left TIMES DIVIDE
 %precedence UMINUS UPLUS
 %nonassoc POWER
-%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN ERF DIFF ADL
+%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN ERF DIFF ADL AUXILIARY_MODEL_NAME
 %token SQRT NORMCDF NORMPDF STEADY_STATE EXPECTATION VAR_ESTIMATION
 /* GSA analysis */
 %token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
@@ -223,6 +223,7 @@ statement : parameters
           | data
           | var_model
           | pac_model
+          | trend_component_model
           | restrictions
           | prior
           | prior_eq
@@ -374,6 +375,18 @@ var_model_options : o_var_name
                   | o_var_eq_tags
                   ;
 
+trend_component_model : TREND_COMPONENT_MODEL '('  trend_component_model_options_list ')' ';' { driver.trend_component_model(); }
+                      ;
+
+trend_component_model_options_list : trend_component_model_options_list COMMA trend_component_model_options
+                                   | trend_component_model_options
+                                   ;
+
+trend_component_model_options : o_trend_component_model_name
+                              | o_trend_component_model_trends
+                              | o_trend_component_model_eq_tags
+                              ;
+
 pac_model : PAC_MODEL '(' pac_model_options_list ')' ';' { driver.pac_model(); } ;
 
 pac_model_options_list : pac_model_options_list COMMA pac_model_options
@@ -381,11 +394,9 @@ pac_model_options_list : pac_model_options_list COMMA pac_model_options
                        ;
 
 pac_model_options : o_pac_name
-                  | o_pac_var_name
+                  | o_pac_aux_model_name
                   | o_pac_discount
                   | o_pac_growth
-                  | UNDIFF '(' QUOTED_STRING COMMA INT_NUMBER ')'
-                    { driver.pac_model_undiff($3, $5); }
                   ;
 
 var_expectation_model : VAR_EXPECTATION_MODEL '(' var_expectation_model_options_list ')' ';'
@@ -3084,7 +3095,7 @@ o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_
 o_qz_zero_threshold : QZ_ZERO_THRESHOLD EQUAL non_negative_number { driver.option_num("qz_zero_threshold", $3); };
 o_file : FILE EQUAL filename { driver.option_str("file", $3); };
 o_pac_name : MODEL_NAME EQUAL symbol { driver.option_str("pac.model_name", $3); };
-o_pac_var_name : VAR_MODEL_NAME EQUAL symbol { driver.option_str("pac.var_model_name", $3); };
+o_pac_aux_model_name : AUXILIARY_MODEL_NAME EQUAL symbol { driver.option_str("pac.aux_model_name", $3); };
 o_pac_discount : DISCOUNT EQUAL symbol { driver.option_str("pac.discount", $3); };
 o_pac_growth : GROWTH EQUAL symbol { driver.option_str("pac.growth", $3); };
 o_var_name : MODEL_NAME EQUAL symbol { driver.option_str("var.model_name", $3); };
@@ -3101,6 +3112,9 @@ o_nobs : NOBS EQUAL vec_int
        | NOBS EQUAL vec_int_number
          { driver.option_vec_int("nobs", $3); }
        ;
+o_trend_component_model_name : MODEL_NAME EQUAL symbol { driver.option_str("trend_component.name", $3); };
+o_trend_component_model_trends : TRENDS EQUAL vec_str { driver.option_vec_str("trend_component.trends", $3); }
+o_trend_component_model_eq_tags : EQTAGS EQUAL vec_str { driver.option_vec_str("trend_component.eqtags", $3); }
 o_conditional_variance_decomposition : CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL vec_int
                                        { driver.option_vec_int("conditional_variance_decomposition", $3); }
                                      | CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL vec_int_number

src/DynareFlex.ll

@@ -141,6 +141,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>simul {BEGIN DYNARE_STATEMENT; return token::SIMUL;}
 <INITIAL>stoch_simul {BEGIN DYNARE_STATEMENT; return token::STOCH_SIMUL;}
 <INITIAL>var_model {BEGIN DYNARE_STATEMENT; return token::VAR_MODEL;}
+<INITIAL>trend_component_model {BEGIN DYNARE_STATEMENT; return token::TREND_COMPONENT_MODEL;}
 <INITIAL>var_expectation_model {BEGIN DYNARE_STATEMENT; return token::VAR_EXPECTATION_MODEL;}
 <INITIAL>pac_model {BEGIN DYNARE_STATEMENT; return token::PAC_MODEL;}
 <INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
@@ -348,6 +349,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>periods	{return token::PERIODS;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>model_name	{return token::MODEL_NAME;}
 <DYNARE_STATEMENT>var_model_name    {return token::VAR_MODEL_NAME;}
+<DYNARE_STATEMENT>auxiliary_model_name    {return token::AUXILIARY_MODEL_NAME;}
 <DYNARE_STATEMENT>endogenous_terminal_period 	{return token::ENDOGENOUS_TERMINAL_PERIOD;}
 <DYNARE_STATEMENT>sub_draws	{return token::SUB_DRAWS;}
 <DYNARE_STATEMENT>minimal_solving_periods {return token::MINIMAL_SOLVING_PERIODS;}
@@ -487,6 +489,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 }
 <DYNARE_STATEMENT>write_equation_tags {return token::WRITE_EQUATION_TAGS;}
 <DYNARE_STATEMENT>eqtags {return token::EQTAGS;}
+<DYNARE_STATEMENT>trends {return token::TRENDS;}
 <DYNARE_STATEMENT>indxap {return token::INDXAP;}
 <DYNARE_STATEMENT>apband {return token::APBAND;}
 <DYNARE_STATEMENT>indximf {return token::INDXIMF;}

src/Makefile.am

@@ -52,7 +52,9 @@ dynare_m_SOURCES = \
 	SteadyStateModel.cc \
 	WarningConsolidation.hh \
 	WarningConsolidation.cc \
-	ExtendedPreprocessorTypes.hh
+	ExtendedPreprocessorTypes.hh \
+	SubModel.cc \
+	SubModel.hh
 
 
 ACLOCAL_AMFLAGS = -I m4

src/ModFile.hh

@@ -38,6 +38,7 @@ using namespace std;
 #include "ConfigFile.hh"
 #include "WarningConsolidation.hh"
 #include "ExtendedPreprocessorTypes.hh"
+#include "SubModel.hh"
 
 //! The abstract representation of a "mod" file
 class ModFile
@@ -51,6 +52,8 @@ public:
   ExternalFunctionsTable external_functions_table;
   //! Numerical constants table
   NumericalConstants num_constants;
+  //! Trend Component Model Table used for storing info about trend component models
+  TrendComponentModelTable trend_component_model_table;
   //! Expressions outside model block
   DataTree expressions_tree;
   //! Original model, as declared in the "model" block, that won't be modified by the preprocessor
@@ -69,6 +72,7 @@ public:
   SteadyStateModel steady_state_model;
   //! Static model used for mapping arguments of diff operator
   StaticModel diff_static_model;
+
   //! Option linear
   bool linear;
 

src/ModelTree.cc

@@ -1003,8 +1003,10 @@ ModelTree::BlockLinear(const blocks_derivatives_t &blocks_derivatives, const vec
 
 ModelTree::ModelTree(SymbolTable &symbol_table_arg,
                      NumericalConstants &num_constants_arg,
-                     ExternalFunctionsTable &external_functions_table_arg) :
-  DataTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
+                     ExternalFunctionsTable &external_functions_table_arg,
+                     TrendComponentModelTable &trend_component_model_table_arg) :
+  DataTree(symbol_table_arg, num_constants_arg,
+           external_functions_table_arg, trend_component_model_table_arg),
   cutoff(1e-15),
   mfs(0)
 

src/ModelTree.hh

@@ -321,7 +321,10 @@ protected:
   //! Initialize equation_reordered & variable_reordered
   void initializeVariablesAndEquations();
 public:
-  ModelTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg);
+  ModelTree(SymbolTable &symbol_table_arg,
+            NumericalConstants &num_constants_arg,
+            ExternalFunctionsTable &external_functions_table_arg,
+            TrendComponentModelTable &trend_component_model_table_arg);
   //! Absolute value under which a number is considered to be zero
   double cutoff;
   //! Compute the minimum feedback set

src/ParsingDriver.cc

@@ -348,7 +348,8 @@ ParsingDriver::declare_or_change_type(SymbolType new_type, const string &name)
       // change in equations in ModelTree
       auto dm = make_unique<DynamicModel>(mod_file->symbol_table,
                                           mod_file->num_constants,
-                                          mod_file->external_functions_table);
+                                          mod_file->external_functions_table,
+                                          mod_file->trend_component_model_table);
       mod_file->dynamic_model.updateAfterVariableChange(*dm);
 
       // remove error messages
@@ -1418,6 +1419,30 @@ ParsingDriver::stoch_simul()
   options_list.clear();
 }
 
+void
+ParsingDriver::trend_component_model()
+{
+ OptionsList::string_options_t::const_iterator it =
+   options_list.string_options.find("trend_component.name");
+  if (it == options_list.string_options.end())
+    error("You must pass the model_name option to the trend_component_model statement.");
+  auto name = it->second;
+
+  OptionsList::vec_str_options_t::const_iterator it1 =
+    options_list.vector_str_options.find("trend_component.eqtags");
+  if (it1 == options_list.vector_str_options.end())
+    error("You must pass the eqtags option to the trend_component_model statement.");
+  auto eqtags = it1->second;
+
+  it1 = options_list.vector_str_options.find("trend_component.trends");
+  if (it1 == options_list.vector_str_options.end())
+    error("You must pass the trends option to the trend_component_model statement.");
+  auto trends = it1->second;
+
+  mod_file->trend_component_model_table.addTrendComponentModel(name, eqtags, trends);
+  options_list.clear();
+}
+
 void
 ParsingDriver::var_model()
 {
@@ -2045,7 +2070,10 @@ ParsingDriver::run_model_comparison()
 void
 ParsingDriver::begin_planner_objective()
 {
-  planner_objective_statement = new PlannerObjectiveStatement(mod_file->symbol_table, mod_file->num_constants, mod_file->external_functions_table);
+  planner_objective_statement = new PlannerObjectiveStatement(mod_file->symbol_table,
+                                                              mod_file->num_constants,
+                                                              mod_file->external_functions_table,
+                                                              mod_file->trend_component_model_table);
 
   set_current_data_tree(&planner_objective_statement->getPlannerObjective());
 }
@@ -2527,10 +2555,10 @@ ParsingDriver::pac_model()
     error("You must pass the model_name option to the pac_model statement.");
   auto name = it->second;
 
-  it = options_list.string_options.find("pac.var_model_name");
+  it = options_list.string_options.find("pac.aux_model_name");
   if (it == options_list.string_options.end())
-    error("You must pass the var_model_name option to the pac_model statement.");
-  auto var_name = it->second;
+    error("You must pass the auxiliary_model_name option to the pac_model statement.");
+  auto aux_model_name = it->second;
 
   it = options_list.string_options.find("pac.discount");
   if (it == options_list.string_options.end())
@@ -2542,17 +2570,11 @@ ParsingDriver::pac_model()
   if (it != options_list.string_options.end())
     growth = it->second;
 
-  mod_file->addStatement(new PacModelStatement(name, var_name, discount, growth, pac_undiff, mod_file->symbol_table));
+  mod_file->addStatement(new PacModelStatement(name, aux_model_name, discount, growth,
+                                               mod_file->symbol_table));
 
   symbol_list.clear();
   options_list.clear();
-  pac_undiff.clear();
-}
-
-void
-ParsingDriver::pac_model_undiff(string eqtag, const string &order)
-{
-  pac_undiff[move(eqtag)] = stoi(order);
 }
 
 expr_t

src/ParsingDriver.hh

@@ -242,8 +242,6 @@ private:
   SymbolList graph_formats;
   //! Temporary storage for equation tags
   vector<pair<string, string>> eq_tags;
-  //! Temporary storage for pac statement undiff option
-  map<string, int> pac_undiff;
 
   //! Map Var name to variables
   map<string, vector<string>> var_map;
@@ -463,6 +461,8 @@ public:
   void rplot();
   //! Writes a stock_simul command
   void stoch_simul();
+  //! Writes a trend component command
+  void trend_component_model();
   //! Writes a var (vector autoregression) command
   void var_model();
   //! Writes a simul command
@@ -697,8 +697,6 @@ public:
   expr_t add_pac_expectation(const string &var_model_name);
   //! Creates pac_model statement
   void pac_model();
-  //! Add undiff option for pac_model statement
-  void pac_model_undiff(string eqtag, const string &order);
   //! Writes token "diff(arg1)" to model tree
   expr_t add_diff(expr_t arg1);
   //! Writes token "adl(arg1, lag)" to model tree

src/StaticModel.cc

@@ -31,8 +31,10 @@
 
 StaticModel::StaticModel(SymbolTable &symbol_table_arg,
                          NumericalConstants &num_constants_arg,
-                         ExternalFunctionsTable &external_functions_table_arg) :
-  ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
+                         ExternalFunctionsTable &external_functions_table_arg,
+                         TrendComponentModelTable &trend_component_model_table_arg) :
+  ModelTree(symbol_table_arg, num_constants_arg,
+            external_functions_table_arg, trend_component_model_table_arg),
   global_temporary_terms(true)
 {
 }

src/StaticModel.hh

@@ -160,7 +160,10 @@ protected:
   void writeStaticModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
   void writeStaticModel(const string &dynamic_basename, bool use_dll, bool julia) const;
 public:
-  StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants, ExternalFunctionsTable &external_functions_table_arg);
+  StaticModel(SymbolTable &symbol_table_arg,
+              NumericalConstants &num_constants,
+              ExternalFunctionsTable &external_functions_table_arg,
+              TrendComponentModelTable &trend_component_model_table_arg);
 
   //! Writes information on block decomposition when relevant
   void writeOutput(ostream &output, bool block) const;

src/SteadyStateModel.cc

@@ -22,8 +22,14 @@
 
 #include "SteadyStateModel.hh"
 
-SteadyStateModel::SteadyStateModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg, const StaticModel &static_model_arg) :
-  DataTree(symbol_table_arg, num_constants_arg, external_functions_table_arg), static_model(static_model_arg)
+SteadyStateModel::SteadyStateModel(SymbolTable &symbol_table_arg,
+                                   NumericalConstants &num_constants_arg,
+                                   ExternalFunctionsTable &external_functions_table_arg,
+                                   TrendComponentModelTable &trend_component_model_table_arg,
+                                   const StaticModel &static_model_arg) :
+  DataTree(symbol_table_arg, num_constants_arg,
+           external_functions_table_arg, trend_component_model_table_arg),
+  static_model(static_model_arg)
 {
 }
 

src/SteadyStateModel.hh

@@ -35,7 +35,11 @@ private:
   const StaticModel &static_model;
 
 public:
-  SteadyStateModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg, const StaticModel &static_model_arg);
+  SteadyStateModel(SymbolTable &symbol_table_arg,
+                   NumericalConstants &num_constants_arg,
+                   ExternalFunctionsTable &external_functions_table_arg,
+                   TrendComponentModelTable &trend_component_model_table_arg,
+                   const StaticModel &static_model_arg);
   //! Add an expression of the form "var = expr;"
   void addDefinition(int symb_id, expr_t expr);
   //! Add an expression of the form "[ var1, var2, ... ] = expr;"

src/SubModel.cc

+/*
+ * Copyright (C) 2018 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <algorithm>
+
+#include "SubModel.hh"
+
+TrendComponentModelTable::TrendComponentModelTable(SymbolTable &symbol_table_arg) :
+  symbol_table(symbol_table_arg)
+{
+}
+
+void
+TrendComponentModelTable::addTrendComponentModel(string name_arg,
+                                                 vector<string> eqtags_arg,
+                                                 vector<string> trend_eqtags_arg)
+{
+  if (isExistingTrendComponentModelName(name_arg))
+    {
+      cerr << "Error: a trend component model already exists with the name " << name_arg << endl;
+      exit(EXIT_FAILURE);
+    }
+  eqtags[name_arg] = move(eqtags_arg);
+  trend_eqtags[name_arg] = move(trend_eqtags_arg);
+  names.insert(move(name_arg));
+}
+
+void
+TrendComponentModelTable::setEqNums(map<string, vector<int>> eqnums_arg)
+{
+  eqnums = move(eqnums_arg);
+  setUndiffEqnums();
+}
+
+void
+TrendComponentModelTable::setTrendEqNums(map<string, vector<int>> trend_eqnums_arg)
+{
+  trend_eqnums = move(trend_eqnums_arg);
+  setUndiffEqnums();
+}
+
+void
+TrendComponentModelTable::setUndiffEqnums()
+{
+  if (!nontrend_eqnums.empty() || eqnums.empty() || trend_eqnums.empty())
+    return;
+
+  for (const auto &it : eqnums)
+    {
+      vector<int> nontrend_vec;
+      for (auto eq : it.second)
+        if (find(trend_eqnums[it.first].begin(), trend_eqnums[it.first].end(), eq)
+            == trend_eqnums[it.first].end())
+          nontrend_vec.push_back(eq);
+      nontrend_eqnums[it.first] = nontrend_vec;
+    }
+}
+
+void
+TrendComponentModelTable::setNonstationary(map<string, vector<bool>> nonstationary_arg)
+{
+  nonstationary = move(nonstationary_arg);
+}
+
+void
+TrendComponentModelTable::setLhs(map<string, vector<int>> lhs_arg)
+{
+  lhs = move(lhs_arg);
+}
+
+void
+TrendComponentModelTable::setRhs(map<string, vector<set<pair<int, int>>>> rhs_arg)
+{
+  rhs = move(rhs_arg);
+}
+
+void
+TrendComponentModelTable::setLhsExprT(map<string, vector<expr_t>> lhs_expr_t_arg)
+{
+  lhs_expr_t = move(lhs_expr_t_arg);
+}
+
+void
+TrendComponentModelTable::setMaxLags(map<string, vector<int>> max_lags_arg)
+{
+  max_lags = move(max_lags_arg);
+}
+
+void
+TrendComponentModelTable::setDiff(map<string, vector<bool>> diff_arg)
+{
+  diff = move(diff_arg);
+}
+
+void
+TrendComponentModelTable::setOrigDiffVar(map<string, vector<int>> orig_diff_var_arg)
+{
+  orig_diff_var = move(orig_diff_var_arg);
+}
+
+map<string, vector<string>>
+TrendComponentModelTable::getEqTags() const
+{
+  return eqtags;
+}
+
+vector<string>
+TrendComponentModelTable::getEqTags(const string &name_arg) const
+{
+  checkModelName(name_arg);
+  return eqtags.find(name_arg)->second;
+}
+