Problems with estimating DSGE Model

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Problems with estimating DSGE Model

Postby cvorm » Fri Oct 28, 2016 8:44 pm

I'm having some troubles estimating parameter values for a DSGE Model using Bayesian Estimation. I get the following problem notice:

________________
warning: delete: no such file: dummy_static.mex
warning: called from
delete at line 47 column 9
erase_compiled_function at line 23 column 5
dummy at line 185 column 1
dynare at line 180 column 1
warning: delete: no such file: dummy_dynamic.mex

You did not declare endogenous variables after the estimation/calib_smoother command.

Detected XLS interfaces: warning: No Java support found (no Java JRE? no Java pkg installed AND loaded?)

Loading 61 observations from outputit.xlsx

error: Estimation:: There are complex values in the data! Probably a wrong (log) transformation...
error: called from
initialize_dataset at line 73 column 5
dynare_estimation_init at line 475 column 10
dynare_estimation_1 at line 81 column 63
dynare_estimation at line 89 column 5
dummy at line 282 column 1
dynare at line 180 column 1

__________________

Is it possible that you can tell me, what is wrong. Is it my code (mod. file)? Or is it the data-import from excel that causes troubles?


Kind regards
cvorm
 
Posts: 4
Joined: Fri Oct 28, 2016 8:32 pm

Re: Problems with estimating DSGE Model

Postby jpfeifer » Sat Oct 29, 2016 8:52 am

This seems to be a problem with your system. Which operating system and Matlab/Octave version are you using?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: Problems with estimating DSGE Model

Postby cvorm » Sat Oct 29, 2016 9:13 am

I am using Windows 10, and the Octave version is the 4.0.3. Should i try to reinstall the Octave program?

Best regards
cvorm
 
Posts: 4
Joined: Fri Oct 28, 2016 8:32 pm

Re: Problems with estimating DSGE Model

Postby jpfeifer » Sat Oct 29, 2016 9:55 am

Dynare is not compatible with Octave 4 at the current stage. You would have to use 3.8.1.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: Problems with estimating DSGE Model

Postby cvorm » Sat Oct 29, 2016 1:51 pm

i'll try. Thank you!
cvorm
 
Posts: 4
Joined: Fri Oct 28, 2016 8:32 pm


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