#52: stoch_simul + hpfilter --------------------------+------------------------------------------------- Reporter: stepan | Owner: Type: bug | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- stoch_simul (order 1 and theoretical moments) crashes with hpfilter options.
#52: stoch_simul + hpfilter ---------------------------+------------------------------------------------ Reporter: stepan | Owner: stepan Type: bug | Status: accepted Priority: major | Milestone: 4.1 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by stepan):
* owner: => stepan * status: new => accepted
#52: stoch_simul + hpfilter ---------------------------+------------------------------------------------ Reporter: stepan | Owner: stepan Type: bug | Status: accepted Priority: major | Milestone: 4.1 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------
Comment(by sebastien):
The bug can be reproduced on a simple MOD file with: {{{ stoch_simul(order=1,hp_filter=4); }}} The bug is located in th_autocovariances.m: this function doesn't give a value to output variable {{{stationary_vars}}}, when order=1 and hp_filter != 0
I can't fix this myself, help is needed.
#52: stoch_simul + hpfilter ---------------------------+------------------------------------------------ Reporter: stepan | Owner: stepan Type: bug | Status: closed Priority: major | Milestone: 4.1 Component: Core M-files | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien):
* status: accepted => closed * resolution: => fixed
Comment:
Fixed in r3288.
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Trac Dynare