after MCMC ??? Index exceeds matrix dimensions.
Posted: Mon May 08, 2017 6:45 am
dear professor Pfeifer;
I can run my mod file and get some results, but when comes to the smoothed shocks and moments it warns that:
Estimation::mcmc: Posterior (dsge) IRFs...
Estimation::mcmc: Posterior IRFs, done!
??? Index exceeds matrix dimensions.
Error in ==> th_autocovariances at 101
ghu1(i0,:) = ghu(ikx,:);
Error in ==> dsge_simulated_theoretical_covariance at 103
tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);
Error in ==> posterior_analysis>job at 54
[nvar,vartan,NumberOfFiles] = ...
Error in ==> posterior_analysis at 32
oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
Error in ==> compute_moments_varendo at 68
oo_ = posterior_analysis('variance',var_list_(i,:),var_list_(j,:),[],options_,M_,oo_);
Error in ==> dynare_estimation_1 at 818
oo_ = compute_moments_varendo('posterior',options_,M_,oo_,var_list_);
Error in ==> dynare_estimation at 89
dynare_estimation_1(var_list,dname);
Error in ==> lcmr at 1448
dynare_estimation(var_list_);
Error in ==> dynare at 180
evalin('base',fname) ;
when running metropolis-hastings, the acceptance ratio goes from 44% to 0.12%, is it because of bad convergence? I do not know what seems to be the problem, could you help me~
best wishes
I can run my mod file and get some results, but when comes to the smoothed shocks and moments it warns that:
Estimation::mcmc: Posterior (dsge) IRFs...
Estimation::mcmc: Posterior IRFs, done!
??? Index exceeds matrix dimensions.
Error in ==> th_autocovariances at 101
ghu1(i0,:) = ghu(ikx,:);
Error in ==> dsge_simulated_theoretical_covariance at 103
tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);
Error in ==> posterior_analysis>job at 54
[nvar,vartan,NumberOfFiles] = ...
Error in ==> posterior_analysis at 32
oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);
Error in ==> compute_moments_varendo at 68
oo_ = posterior_analysis('variance',var_list_(i,:),var_list_(j,:),[],options_,M_,oo_);
Error in ==> dynare_estimation_1 at 818
oo_ = compute_moments_varendo('posterior',options_,M_,oo_,var_list_);
Error in ==> dynare_estimation at 89
dynare_estimation_1(var_list,dname);
Error in ==> lcmr at 1448
dynare_estimation(var_list_);
Error in ==> dynare at 180
evalin('base',fname) ;
when running metropolis-hastings, the acceptance ratio goes from 44% to 0.12%, is it because of bad convergence? I do not know what seems to be the problem, could you help me~
best wishes