Dynare forums

Hello jpfeifer

I am able to run the estimation with my observables when I use data that is linearly detrended in file soe_data_obs_2.m however when I hpfilter the same data with the same number of observations ( only the detrending method is different) and use the data file soe_data_hp.m then I get the following error message:


ou did not declare endogenous variables after the estimation/calib_smoother command.
Error using load_m_file_data_legacy (line 38)
makedataset: Check that all the variables listed in varobs exist in soe_data_hp.m and have the same number of observations.

Error in makedataset (line 106)
DynareDataset = load_m_file_data_legacy(datafile, DynareOptions.varobs);

Error in dynare_estimation_init (line 494)
[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_, options_.dsge_var*options_.dsge_varlag, gsa_flag);

Error in dynare_estimation_1 (line 94)
[dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, bayestopt_, bounds] = ...

Error in dynare_estimation (line 92)
dynare_estimation_1(var_list,dname);

Error in soe_hp (line 800)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin('base',fname) ;

Your data needs to be in column vectors, which the case in soe_data_obs_2.m. In the

Code: Select all

soe_data_hp.m

they are row vectors.

Hello jpfeifer,

Thank you! it works fine now.