Dynare forums

My model runs well for the computational part, but it doesn't work for estimation. Actually, I just tried one series and estimating one parameter.
My specification about estimation is as follows:

varobs gy_obs;
estimated_params;
rhor,normal_pdf,0.6,0.1;
end;
estimation(datafile=TSJH_data,nobs=205,loglinear,mh_replic=0,mh_nblocks=5,mh_jscale=.;


The following is what I got.

??? Error using ==> dynare_estimation
There are complex values in the data. Probably a wrong transformation

Error in ==> TSJH_est_Oct9 at 216
dynare_estimation(var_list_);

Could anyone tell me what default transformation is done in Dynare, since the original data are just growth rate of GDP and the scale is 0.01.

When you ask for loglinear approximation, Dynare takes the log of the variables. So you shouldn't take transform the data before hand or you shouldn't use a loglinear transformation if some of your data take a zero or a negative value.

Best

Michel