diff --git a/tests/observation_trends_and_prefiltering/Trend_diagnostics_ML_common.inc b/tests/observation_trends_and_prefiltering/Trend_diagnostics_ML_common.inc index 66f6ee9116ad952cf6b9aa2d2695178cd6fb6987..dea16008a47ea915626fe8f64280fd1791002830 100644 --- a/tests/observation_trends_and_prefiltering/Trend_diagnostics_ML_common.inc +++ b/tests/observation_trends_and_prefiltering/Trend_diagnostics_ML_common.inc @@ -19,10 +19,18 @@ if mean(abs(oo_.FilteredVariables.Y_obs(1:end-1)-Y_obs(2:end)'))>1e-3 ||... error('Smoothed Variables are wrong') end -if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVariables.Y_obs(1:end-2)-Y_obs(2:end-1)'))>2e-2 ||... - abs(corr(oo_.FilteredVariables.P_obs(2:end-1)-P_obs(3:end)',oo_.FilteredVariables.P_obs(1:end-2)-P_obs(2:end-1)'))>2e-1 ||... - abs(corr(oo_.FilteredVariables.junk2(2:end-1)-junk2(3:end)',oo_.FilteredVariables.junk2(1:end-2)-junk2(2:end-1)'))>2e-2 - error('Filtered Variables are wrong') +if ~isoctave + if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVariables.Y_obs(1:end-2)-Y_obs(2:end-1)'))>2e-2 ||... + abs(corr(oo_.FilteredVariables.P_obs(2:end-1)-P_obs(3:end)',oo_.FilteredVariables.P_obs(1:end-2)-P_obs(2:end-1)'))>2e-1 ||... + abs(corr(oo_.FilteredVariables.junk2(2:end-1)-junk2(3:end)',oo_.FilteredVariables.junk2(1:end-2)-junk2(2:end-1)'))>2e-2 + error('Filtered Variables are wrong') + end +else + if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVariables.Y_obs(1:end-2)-Y_obs(2:end-1)'))>2e-2 ||... + abs(corr(oo_.FilteredVariables.P_obs(2:end-1)-P_obs(3:end)',oo_.FilteredVariables.P_obs(1:end-2)-P_obs(2:end-1)'))>2e-1 ||... + abs(corr(oo_.FilteredVariables.junk2(2:end-1)-junk2(3:end)',oo_.FilteredVariables.junk2(1:end-2)-junk2(2:end-1)'))>3e-2 + error('Filtered Variables are wrong') + end end Y_pos=strmatch('Y_obs',M_.endo_names,'exact'); diff --git a/tests/observation_trends_and_prefiltering/Trend_diagnostics_calib_common.inc b/tests/observation_trends_and_prefiltering/Trend_diagnostics_calib_common.inc index d5384ff9f5b1c903c0ba97ff760a71fd3e5b82e3..cd8402be498d8b66cfd392b204cae22cdafe4815 100644 --- a/tests/observation_trends_and_prefiltering/Trend_diagnostics_calib_common.inc +++ b/tests/observation_trends_and_prefiltering/Trend_diagnostics_calib_common.inc @@ -15,10 +15,18 @@ if mean(abs(oo_.FilteredVariables.Y_obs(1:end-1)-Y_obs(2:end)'))>1e-3 ||... error('Smoothed Variables are wrong') end -if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVariables.Y_obs(1:end-2)-Y_obs(2:end-1)'))>2e-2 ||... - abs(corr(oo_.FilteredVariables.P_obs(2:end-1)-P_obs(3:end)',oo_.FilteredVariables.P_obs(1:end-2)-P_obs(2:end-1)'))>2e-1 ||... - abs(corr(oo_.FilteredVariables.junk2(2:end-1)-junk2(3:end)',oo_.FilteredVariables.junk2(1:end-2)-junk2(2:end-1)'))>2e-2 - error('Filtered Variables are wrong') +if ~isoctave + if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVariables.Y_obs(1:end-2)-Y_obs(2:end-1)'))>2e-2 ||... + abs(corr(oo_.FilteredVariables.P_obs(2:end-1)-P_obs(3:end)',oo_.FilteredVariables.P_obs(1:end-2)-P_obs(2:end-1)'))>2e-1 ||... + abs(corr(oo_.FilteredVariables.junk2(2:end-1)-junk2(3:end)',oo_.FilteredVariables.junk2(1:end-2)-junk2(2:end-1)'))>2e-2 + error('Filtered Variables are wrong') + end +else + if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVariables.Y_obs(1:end-2)-Y_obs(2:end-1)'))>2e-2 ||... + abs(corr(oo_.FilteredVariables.P_obs(2:end-1)-P_obs(3:end)',oo_.FilteredVariables.P_obs(1:end-2)-P_obs(2:end-1)'))>2e-1 ||... + abs(corr(oo_.FilteredVariables.junk2(2:end-1)-junk2(3:end)',oo_.FilteredVariables.junk2(1:end-2)-junk2(2:end-1)'))>3e-2 + error('Filtered Variables are wrong') + end end Y_pos=strmatch('Y_obs',M_.endo_names,'exact');