Auxiliary variables, orig_index and first difference of an exogenous variable
With the attached mod file containing a model with two equations and two endogenous variables, the preprocessor creates five auxiliary variables:
>> for i=1:length(M_.aux_vars), M_.aux_vars(i), end
ans =
struct with fields:
endo_index: 3
type: 8
orig_expr: 'diff(log(p51htva_s14b_2))'
orig_index: []
orig_lead_lag: []
ans =
struct with fields:
endo_index: 4
type: 8
orig_expr: 'diff(log(b1_sm_2))'
orig_index: []
orig_lead_lag: []
ans =
struct with fields:
endo_index: 5
type: 8
orig_expr: 'diff(trendpre2008q3)'
orig_index: 8
orig_lead_lag: 0
ans =
struct with fields:
endo_index: 6
type: 3
orig_expr: 'b1_sm_2'
orig_index: 1
orig_lead_lag: 0
ans =
struct with fields:
endo_index: 7
type: 3
orig_expr: 'trendpre2008q3'
orig_index: 8
orig_lead_lag: 0
- The orig_index field is not defined for all auxiliary variables (see
diff(log(p51htva_s14b_2))
anddiff(log(b1_sm_2))
). Is this expected? - The third auxiliary variable is for the first difference of an exogenous variable. Shouldn't we have a specifi value of
type
in this case (we use the same value as for first difference of an endogenous variable). - For the third auxiliary variable, the value
orig_index
(8) points to an exogenous variable (not an endogenous variable, sinceM_.endo_nbr
is equal to 7).