Commit 0c7b4f54 authored by Johannes Pfeifer's avatar Johannes Pfeifer
Browse files

Add check for presence of NaN in JJ to identification_analysis.m

Usually happens when model has a unit root and unconditional second moments are NaN
parent 85422a2f
......@@ -85,6 +85,9 @@ if info(1)==0,
derivatives_info.DYss=dYss;
if init,
indJJ = (find(max(abs(JJ'),[],1)>1.e-8));
if isempty(indJJ) && any(any(isnan(JJ)))
error('There are NaN in the JJ matrix. Please check whether your model has units roots and you forgot to set lik_init~=1.' )
end
while length(indJJ)<nparam && nlags<10,
disp('The number of moments with non-zero derivative is smaller than the number of parameters')
disp(['Try increasing ar = ', int2str(nlags+1)])
......
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