diff --git a/tests/particle/dummy_model.mod b/tests/particle/dummy_model.mod new file mode 100644 index 0000000000000000000000000000000000000000..39aa3e34d864bd97d9ebe942b4ec7e53c71c6951 --- /dev/null +++ b/tests/particle/dummy_model.mod @@ -0,0 +1,61 @@ +var x y z; + +varexo u v; + +parameters a d e f g; + +a = 0.98; +g = 0.25; +d = 0.80; +e = 0.90; +f = 0.50; + +model; + + z = a*z(-1) + u + g*u(-1); + + y = d*y(1) + z; + + x = e*x(-1) + f*y + v; + +end; + +steady; + +check; + +shocks; +var u = 0.01; +var v = 0.01; +end; + +stoch_simul(order=1,irf=0,periods=10000); + +save('mydata.mat','x','y','z'); + +estimated_params; + e, beta_pdf, 0.90, 0.05; + d, beta_pdf, 0.80, 0.05; + g, beta_pdf, 0.25, 0.05; +end; + +varobs x, y; + +//estimation(datafile=mydata,order=1,first_obs=5001,nobs=100,mh_replic=0); + +options_.particle.status = 1; +options_.particle.algorithm = 'sequential_importance_particle_filter'; +options_.particle.initialization = 1; +options_.particle.number_of_particles = 1000; + +options_.mode_check_neighbourhood_size = 0.05; + +set_dynare_threads('local_state_space_iteration2',2); + +estimated_params_init; +e, 0.9009; +d, 0.7912; +g, 0.2448; +end; + +estimation(datafile=mydata,order=2,first_obs=5001,nobs=100,mh_replic=0,mode_compute=8);