diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m index d384b5f866ecd5ebff277ffcb1f70b5f985a167f..39a45d155fb4c2c6cbe88071b4de86689fea0912 100644 --- a/matlab/initial_estimation_checks.m +++ b/matlab/initial_estimation_checks.m @@ -41,8 +41,16 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy %singularity check maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2)); -if DynareOptions.order>1 && any(any(isnan(DynareDataset.data))) - error('initial_estimation_checks:: particle filtering does not support missing observations') +if DynareOptions.order>1 + if any(any(isnan(DynareDataset.data))) + error('initial_estimation_checks:: particle filtering does not support missing observations') + end + if DynareOptions.prefilter==1 + error('initial_estimation_checks:: particle filtering does not support the prefilter option') + end + if BayesInfo.with_trend + error('initial_estimation_checks:: particle filtering does not support trends') + end end non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness); diff --git a/tests/kalman/lik_init/fs2000_ns_common.inc b/tests/kalman/lik_init/fs2000_ns_common.inc index 1406f6ffee1303a6858225e5f4edd0cdd958507a..b756771c0d80d7b4272a57a435d335786551b5e0 100644 --- a/tests/kalman/lik_init/fs2000_ns_common.inc +++ b/tests/kalman/lik_init/fs2000_ns_common.inc @@ -120,5 +120,7 @@ end; data(file='../../fs2000/fsdat_simul.m'); options_.diffuse_filter=1; +options_.order=1; + [dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, bayestopt_, bounds] = ... dynare_estimation_init(char(), M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_); \ No newline at end of file