Dear all,
Could someone have a look at the mod-file in http://www.dynare.org/phpBB3/viewtopic.php?f=1 http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3700 &t=3700
In estimation, it sets prefilter=1 and hence options_.noconstant gets set to 1.
dynare_estimation_1.m lines 1135 following in Dynare 4.2.5 and the current source read:
if options_.noconstant
yf = zeros(n_varobs,gend);
else
if options_.prefilter == 1
yf = atT(bayestopt_.mf,:)+repmat(bayestopt_.mean_varobs,1,gend);
elseif options_.loglinear == 1
yf = atT(bayestopt_.mf,:)+repmat(log(ys(bayestopt_.mfys)),1,gend)+...
trend_coeff*[1:gend];
else
yf = atT(bayestopt_.mf,:)+repmat(ys(bayestopt_.mfys),1,gend)+...
trend_coeff*[1:gend];
end
end
As a consequence, the filtered variables in yf, which are then plotted, are always 0. My guess is that this is a bug and the treatment of noconstant and prefilter is not consistent.
Moreover, I am not sure why we save atT to the results
eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = atT(i,:)'';']);
but plot yf, which is a transformation of atT.
Best,
Johannes
--
Johannes Pfeifer
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