Kalman filter
Posted: Tue Aug 21, 2012 12:09 am
Hi,
I have received an error message as shown below when I run estimation. Could anybody tell me what the problem is and how to solve it? Thanks in advance!
----------------
??? Attempted to access H(2); index out of bounds because numel(H)=1.
Error in ==> univariate_kalman_filter at 170
Fi = z(i,:)*PZ + H(d_index(i));
Error in ==> dsge_likelihood at 686
[LIK, lik] =
univariate_kalman_filter(DynareDataset.missing.aindex,DynareDataset.missing.number_of_observations,DynareDataset.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2),
.
Error in ==> initial_estimation_checks at 45
[fval,junk1,junk2,a,b,c,d] =
feval(objective_function,xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
Error in ==> dynare_estimation_1 at 133
oo_ =
initial_estimation_checks(objective_function,xparam1,dataset_,M_,estim_params_,options_,bayestopt_,oo_);
Error in ==> dynare_estimation at 70
dynare_estimation_1(var_list,dname);
I have received an error message as shown below when I run estimation. Could anybody tell me what the problem is and how to solve it? Thanks in advance!
----------------
??? Attempted to access H(2); index out of bounds because numel(H)=1.
Error in ==> univariate_kalman_filter at 170
Fi = z(i,:)*PZ + H(d_index(i));
Error in ==> dsge_likelihood at 686
[LIK, lik] =
univariate_kalman_filter(DynareDataset.missing.aindex,DynareDataset.missing.number_of_observations,DynareDataset.missing.no_more_missing_observations,Y,diffuse_periods+1,size(Y,2),
.
Error in ==> initial_estimation_checks at 45
[fval,junk1,junk2,a,b,c,d] =
feval(objective_function,xparam1,DynareDataset,DynareOptions,Model,EstimatedParameters,BayesInfo,DynareResults);
Error in ==> dynare_estimation_1 at 133
oo_ =
initial_estimation_checks(objective_function,xparam1,dataset_,M_,estim_params_,options_,bayestopt_,oo_);
Error in ==> dynare_estimation at 70
dynare_estimation_1(var_list,dname);