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Johannes, I pushed a fix for the prefilter option. I think that there is still something wrong but I hope this solves the issue you care about.
Stéphane.
On 08/07/2014 16:04, Johannes Pfeifer wrote:
Thanks.
I am working on a whole testsuite for the prefiltering and detrending part where I check the correctness of the returned estimates, not only if something is returned. The complication is that there are 2^4 different cases to check (prefilter, detrending, loglinear, ML/Bayesian). That is how I detected the variety of issues.
The attached mod-file should do the job for now. It should return correct parameter estimates. If prefiltering is not correctly taken care of, a unit root should be detected and an error be thrown out.
-------- Johannes Pfeifer Friesenwall 104 50672 Köln Mobil: +49-(0)170-6936820 jpfeifer@gmx.de
-----Ursprüngliche Nachricht----- Von: Dev [mailto:dev-bounces@dynare.org] Im Auftrag von Stéphane Adjemian Gesendet: Dienstag, 8. Juli 2014 15:29 An: List for Dynare developers Betreff: Re: [DynareDev] Prefiltering in Master
Hi Johannes,
I am working on it... Which mod file should I use to test my changes ?
I need also to rework the testsuite so that we can test more systematically the results (in general we only check that dynare returns a result) and also check the timings... But this will come later.
Best, Stéphane.
I need also to change the way we implement some of the tests
On 08/07/2014 14:34, Johannes Pfeifer wrote:
Dear Stephane,
Is there any chance that you could add the prefiltering that erroneously got deleted in efcf6bd9c09fa43bcf78fdb88b7b2d3a4dae5e05 in master to makedataset.m? My fixing of the prefiltering and detrending requires this functionality.
Best,
Johannes
Johannes Pfeifer
Friesenwall 104
50672 Köln
Mobil: +49-(0)170-6936820
jpfeifer@gmx.de
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- -- Stéphane Adjemian