From b3fbb862142eac0ea265e9bccacff2db3c6dec2a Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Fri, 15 Feb 2019 11:12:07 +0100
Subject: [PATCH] relieve constraint that max lag on EC matrix is 1
---
src/ExprNode.cc | 2 +-
src/SubModel.cc | 16 +++++++---------
2 files changed, 8 insertions(+), 10 deletions(-)
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index 7aacb79e..04bd29f5 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -5826,7 +5826,7 @@ BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
endog2 = isauxvar2 ?
datatree.symbol_table.getOrigSymbIdForDiffAuxVar(endog2) : endog2;
- int max_lag = 0;
+ int max_lag = vn2->lag;
int colidx = -1;
if (find(nontarget_lhs.begin(), nontarget_lhs.end(), endog1) != nontarget_lhs.end()
&& find(target_lhs.begin(), target_lhs.end(), endog2) != target_lhs.end())
diff --git a/src/SubModel.cc b/src/SubModel.cc
index 586ae450..267b8242 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -113,13 +113,6 @@ TrendComponentModelTable::setAR(map<string, map<tuple<int, int, int>, expr_t>> A
void
TrendComponentModelTable::setEC(map<string, map<tuple<int, int, int>, expr_t>> EC_arg)
{
- for (const auto & itmap1 : EC_arg)
- for (const auto &itmap2 : itmap1.second)
- if (get<1>(itmap2.first) != 1)
- {
- cerr << "Error in EC component: lag must be equal to 1" << endl;
- exit(EXIT_FAILURE);
- }
EC = move(EC_arg);
}
@@ -345,14 +338,19 @@ TrendComponentModelTable::writeOutput(const string &basename, ostream &output) c
it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
ar_ec_output << ";" << endl;
}
+
+ int ec_lag = 0;
+ for (const auto & it : EC.at(name))
+ if (get<1>(it.first) > ec_lag)
+ ec_lag = get<1>(it.first);
ar_ec_output << endl
<< " % EC" << endl
- << " ec = zeros(" << nontarget_lhs_vec.size() << ", " << target_lhs_vec.size() << ", 1);" << endl;
+ << " ec = zeros(" << nontarget_lhs_vec.size() << ", " << target_lhs_vec.size() << ", " << ec_lag << ");" << endl;
for (const auto & it : EC.at(name))
{
int eqn, lag, colidx;
tie (eqn, lag, colidx) = it.first;
- ar_ec_output << " ec(" << eqn + 1 << ", " << colidx + 1 << ", 1) = ";
+ ar_ec_output << " ec(" << eqn + 1 << ", " << colidx + 1 << ", " << lag << ") = ";
it.second->writeOutput(ar_ec_output, ExprNodeOutputType::matlabDynamicModel);
ar_ec_output << ";" << endl;
}
--
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