prefilter in estimation
Posted: Thu Jun 04, 2009 12:50 amI specified 5 observables in the mod file. When I set prefilter=0, the code can run, but when I set prefilter=6, the following error message popped out:
Declared number of observed variables = 6
Number of variables in the database = 216
??? Error using ==> initial_estimation_checks at 44
Estimation can't take place because the declared number of observedvariables doesn't match the number of variables in
the database.
Error in ==> dynare_estimation at 319
initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations);
Error in ==> news_correlation at 400
dynare_estimation(var_list_);
Error in ==> dynare at 102
evalin('base',fname) ;
Obviously, dynare takes the number of observations as the number of variables. It doesn't work if I change the dimesion of variables from n*1 to 1*n.
Declared number of observed variables = 6
Number of variables in the database = 216
??? Error using ==> initial_estimation_checks at 44
Estimation can't take place because the declared number of observedvariables doesn't match the number of variables in
the database.
Error in ==> dynare_estimation at 319
initial_estimation_checks(xparam1,gend,data,data_index,number_of_observations,no_more_missing_observations);
Error in ==> news_correlation at 400
dynare_estimation(var_list_);
Error in ==> dynare at 102
evalin('base',fname) ;
Obviously, dynare takes the number of observations as the number of variables. It doesn't work if I change the dimesion of variables from n*1 to 1*n.