diff --git a/matlab/histvalf.m b/matlab/histvalf.m
index f15e72511e4c2bd269c7075929c367f33669de40..07a6a25a7f5367cf86e80b7078fd32739f3841ac 100644
--- a/matlab/histvalf.m
+++ b/matlab/histvalf.m
@@ -30,29 +30,6 @@ function [endo_histval, exo_histval, exo_det_histval] = histvalf(M, options)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if ~isfield(options, 'nobs') || isempty(options.nobs)
- options.nobs = M.orig_maximum_lag;
-end
-
-if ~isfield(options, 'first_obs') || isempty(options.first_obs)
- if isfield(options, 'first_simulation_period')
- options.first_obs = options.first_simulation_period ...
- - options.nobs;
- else
- options.first_obs = 1;
- end
-elseif isfield(options, 'first_simulation_period')
- nobs = options.first_simulation_period - opions_.first_obs;
- if options.nobs ~= nobs
- error(sprintf(['HISTVALF: first_obs = %d and', ...
- ' first_simulation_period = %d', ...
- ' don''t provide for the number of' ...
- ' lags in the model.'], ...
- options.first_obs, ...
- options.first_simulation_period))
- end
-end
-
series = histvalf_initvalf('HISTVAL', M, options);
% capture the difference between stochastic and
% perfect foresight setup
diff --git a/matlab/histvalf_initvalf.m b/matlab/histvalf_initvalf.m
index e65779c493129a3d732c9ecd4e4afca72421f4c0..3a2610e5156a0b566eac1888d75c3a347b047391 100644
--- a/matlab/histvalf_initvalf.m
+++ b/matlab/histvalf_initvalf.m
@@ -129,6 +129,24 @@ nobs0 = series.nobs;
first_obs_ispresent = false;
last_obs_ispresent = false;
+
+if ~isfield(options, 'first_obs') || isempty(options.first_obs)
+ if isfield(options, 'first_simulation_period')
+ options.first_obs = options.first_simulation_period ...
+ - M.orig_maximum_lag;
+ end
+elseif isfield(options, 'first_simulation_period')
+ nobs = options.first_simulation_period - opions_.first_obs;
+ if M.orig_maximum_lag ~= nobs
+ error(sprintf(['HISTVALF: first_obs = %d and', ...
+ ' first_simulation_period = %d', ...
+ ' don''t provide for the number of' ...
+ ' lags in the model.'], ...
+ options.first_obs, ...
+ options.first_simulation_period))
+ end
+end
+
if isfield(options, 'first_obs')
i = options.first_obs;
if i < 1
diff --git a/tests/histval_initval_file/sim_exo_lead_lag_initvalf.mod b/tests/histval_initval_file/sim_exo_lead_lag_initvalf.mod
index e74b6c9b27a3721bd0a0ab10330f292b9be7ddaa..200734a963b408ce4b27071fc2f16a92898a5675 100644
--- a/tests/histval_initval_file/sim_exo_lead_lag_initvalf.mod
+++ b/tests/histval_initval_file/sim_exo_lead_lag_initvalf.mod
@@ -24,6 +24,12 @@ model;
end;
initval_file(series = ds);
+if oo_.initval_series.dates(1) ~= dates('1Y');
+ error("Wrong initial date in oo_.initval_series");
+end;
+if oo_.initval_series{'x'}.data(6) ~= 0.9;
+ error("Wrond value for x");
+end;
perfect_foresight_setup(periods=200);
perfect_foresight_solver(maxit=100);
@@ -42,6 +48,55 @@ data1(8, 6) = 0.9; //shock to x in period 2
ds1 = dseries(data1, '1Y', {'c', 'cmav', 'k', 'z_backward', 'z_forward', 'x'});
initval_file(series = ds1, first_obs = 3, last_obs = 210, nobs = 208);
+if oo_.initval_series.dates(1) ~= dates('1Y');
+ error("Wrong initial date in oo_.initval_series");
+end;
+if oo_.initval_series{'x'}.data(6) ~= 0.9;
+ error("Wrond value for x");
+end;
+
+
+perfect_foresight_setup(periods=200);
+perfect_foresight_solver(maxit=100);
+
+if ~oo_.deterministic_simulation.status
+ error('Perfect foresight simulation failed');
+end
+
+base_results=load('sim_exo_lead_lag_results.mat');
+if max(max(abs(base_results.oo_.endo_simul(1:5,:) - oo_.endo_simul(1:5,:)))) > 1e-8
+ error('Simulation with leads and lags doesn''t match the one with auxiliary variables')
+end
+
+initval_file(series = ds1, first_obs = 3Y, last_obs = 210Y, nobs = 208);
+if oo_.initval_series.dates(1) ~= dates('3Y');
+ error("Wrong initial date in oo_.initval_series");
+end;
+if oo_.initval_series{'x'}.data(6) ~= 0.9;
+ error("Wrond value for x");
+end;
+
+
+perfect_foresight_setup(periods=200);
+perfect_foresight_solver(maxit=100);
+
+if ~oo_.deterministic_simulation.status
+ error('Perfect foresight simulation failed');
+end
+
+base_results=load('sim_exo_lead_lag_results.mat');
+if max(max(abs(base_results.oo_.endo_simul(1:5,:) - oo_.endo_simul(1:5,:)))) > 1e-8
+ error('Simulation with leads and lags doesn''t match the one with auxiliary variables')
+end
+
+initval_file(series = ds1, first_simulation_period = 7);
+if oo_.initval_series.dates(1) ~= dates('1Y');
+ error("Wrong initial date in oo_.initval_series");
+end;
+if oo_.initval_series{'x'}.data(6) ~= 0.9;
+ error("Wrond value for x");
+end;
+
perfect_foresight_setup(periods=200);
perfect_foresight_solver(maxit=100);
@@ -54,3 +109,25 @@ base_results=load('sim_exo_lead_lag_results.mat');
if max(max(abs(base_results.oo_.endo_simul(1:5,:) - oo_.endo_simul(1:5,:)))) > 1e-8
error('Simulation with leads and lags doesn''t match the one with auxiliary variables')
end
+
+initval_file(series = ds1, first_simulation_period = 7Y);
+if oo_.initval_series.dates(1) ~= dates('1Y');
+ error("Wrong initial date in oo_.initval_series");
+end;
+if oo_.initval_series{'x'}.data(6) ~= 0.9;
+ error("Wrond value for x");
+end;
+
+
+perfect_foresight_setup(periods=200);
+perfect_foresight_solver(maxit=100);
+
+if ~oo_.deterministic_simulation.status
+ error('Perfect foresight simulation failed');
+end
+
+base_results=load('sim_exo_lead_lag_results.mat');
+if max(max(abs(base_results.oo_.endo_simul(1:5,:) - oo_.endo_simul(1:5,:)))) > 1e-8
+ error('Simulation with leads and lags doesn''t match the one with auxiliary variables')
+end
+