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Bug in imcforecast.m?

PostPosted: Mon Aug 03, 2009 3:48 am
by rdi611
Hi,

I am running the snapshot version of Dynare version 4.

I am trying to do conditional forecasting, as described here: http://www.dynare.org/DynareWiki/ConditionalForecast

I obtained the following error message:
Code: Select all
??? Input argument "missing_value" is undefined.

Error in ==> DsgeSmoother at 259
          if missing_value

Error in ==> imcforecast at 40
[atT,innov,measurement_error,filtered_state_vector,ys,trend_coeff] =
DsgeSmoother(xparam,gend,data);


Replacing line 40 in imcforecast.m with the following seems to solve the problem:
Code: Select all
[atT,innov,measurement_error,filtered_state_vector,ys,trend_coeff] =
DsgeSmoother(xparam,gend,data,[],0);


Is this a bug? Is my "mechanical solution" correct?

Thanks,

Riccardo

Re: Bug in imcforecast.m?

PostPosted: Fri Aug 28, 2009 2:56 pm
by StephaneAdjemian
Hi Riccardo, your solution is correct. I did forget to change this file when i introduced the possibility to estimate models with missing observations. I will fix this as soon as possible. Thanks for your bug report.

Best,
Stéphane.