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Later Problem with Recursive Estimation

PostPosted: Wed Jul 31, 2013 2:54 am
by luckassl
Hi you all, greetings!

I've been having a problem when recursively estimating a model. After the first round of the MH algorithm, I'm always getting the following message:

Code: Select all
MH: Forecasted variables (mean)
MH: Forecasted variables (mean), done!
MH: Forecasted variables (point)
MH: Forecasted variables (point), done!
Error using set
Bad property value found.
Object Name: axes
Property Name: 'XLim'
Values must be increasing and non-NaN.

Error in xlim (line 44)
        set(ax,'xlim',val);

Error in dynare_estimation_1 (line 1044)
                xlim([1 gend])

Error in dynare_estimation (line 66)
        dynare_estimation_1(var_list,M_.dname);

Error in sim2est (line 142)
dynare_estimation(var_list_);

Error in dynare (line 120)
evalin('base',fname) ;


The model is running easily when estimating it with fixed samples. My last line of command is:

Code: Select all
estimation(datafile=data,nobs=[1:40], forecast=1,nodisplay, mh_replic=40000,mh_nblocks=5,mh_drop=0.5,mh_jscale=0.8,mode_compute=6,mode_check,moments_varendo);


I have a data file with 172 points. Thanks for helping me,

Luckas.

Re: Later Problem with Recursive Estimation

PostPosted: Wed Jul 31, 2013 7:28 am
by jpfeifer
Which Dynare version are you using. Have you tried the most recent snapshot? If the problem persists, send me the mod-file and the data-file as a private message.

Re: Later Problem with Recursive Estimation

PostPosted: Wed Jul 31, 2013 4:15 pm
by luckassl
Hi jp, thanks for your reply, using the 4.3.3 version!

message sent!

Re: Later Problem with Recursive Estimation

PostPosted: Mon Aug 12, 2013 6:58 am
by jpfeifer
Either start at observation 2, i.e. nobs=2:40 or replace
Code: Select all
xlim([1 gend])

with
Code: Select all
xlim([1 max(2,gend)])

in dynare_estimation_1.m

Re: Later Problem with Recursive Estimation

PostPosted: Wed Aug 21, 2013 11:09 am
by luckassl
Thanks a lot JP!

Re: Later Problem with Recursive Estimation

PostPosted: Wed Aug 21, 2013 11:23 am
by jpfeifer
The problem should also be fixed in the most recent unstable version.