after MCMC ??? Index exceeds matrix dimensions.

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after MCMC ??? Index exceeds matrix dimensions.

Postby shuixing » 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
shuixing
 
Posts: 38
Joined: Sun Apr 13, 2014 2:08 pm

Re: after MCMC ??? Index exceeds matrix dimensions.

Postby jpfeifer » Mon May 08, 2017 9:43 am

Regarding the crash, please try the unstable version. please report back if the problem persists.
The decrease in acceptance suggests a problem with mode-finding before estimation.
------------
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: after MCMC ??? Index exceeds matrix dimensions.

Postby shuixing » Thu May 11, 2017 5:53 am

jpfeifer wrote:Regarding the crash, please try the unstable version. please report back if the problem persists.
The decrease in acceptance suggests a problem with mode-finding before estimation.


that does work, thanks Professor Pfeifer~
best respect~
shuixing
 
Posts: 38
Joined: Sun Apr 13, 2014 2:08 pm


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