Provide informative error message if non-stationary model is estimated using particle filter

Closes #1377

(cherry picked from commit efaa7e54)

matlab/initial_estimation_checks.m

@@ -165,9 +165,16 @@ elseif imag(fval)
 end
 
 if info(1) > 0
+    if DynareOptions.order>1
+        [eigenvalues_] = check(Model,DynareOptions, DynareResults);
+        if any(abs(1-abs(eigenvalues_))<1e-10)
+            error('Your model has a unit root, but estimation at order>1 currently only supports stationary models')
+        end
+    else
     disp('Error in computing likelihood for initial parameter values')
     print_info(info, DynareOptions.noprint, DynareOptions)
     end
+end
 
 if DynareOptions.prefilter==1
     if (~DynareOptions.loglinear && any(abs(DynareResults.steady_state(BayesInfo.mfys))>1e-9)) || (DynareOptions.loglinear && any(abs(log(DynareResults.steady_state(BayesInfo.mfys)))>1e-9))