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41 results

check_model.m

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  • Forked from Dynare / dynare
    8204 commits behind, 1 commit ahead of the upstream repository.
    check_model.m 1.78 KiB
    function check_model(DynareModel)
    
    % Copyright (C) 2005-2012 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/>.
    
    xlen = DynareModel.maximum_exo_lag+DynareModel.maximum_exo_lead + 1;
    if ~ DynareModel.lead_lag_incidence(DynareModel.maximum_lag+1,:) > 0
        error ('RESOL: Error in model specification: some variables don"t appear as current') ;
    end
    
    if xlen > 1
        error (['RESOL: stochastic exogenous variables must appear only at the' ...
                ' current period. Use additional endogenous variables']) ;
    end
    
    if (DynareModel.exo_det_nbr > 0) && (DynareModel.maximum_lag > 1 || DynareModel.maximum_lead > 1)
        error(['Exogenous deterministic variables are currently only allowed in' ...
               ' models with leads and lags on only one period'])
    end
    
    if ~check_consistency_covariances(DynareModel.Sigma_e)
        error('The specified covariances for the structural errors are not consistent with the variances as they imply a correlation larger than +-1')
    end
    if ~isequal(DynareModel.H,0)
        if ~check_consistency_covariances(DynareModel.H)
            error('The specified covariances for the measurement errors are not consistent with the variances as they imply a correlation larger than +-1')
        end
    end