Help with estimation problem with data

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Help with estimation problem with data

Postby Nice » Thu May 04, 2017 8:36 pm

Hello jpfeifer

I am able to run the estimation with my observables when I use data that is linearly detrended in file soe_data_obs_2.m however when I hpfilter the same data with the same number of observations ( only the detrending method is different) and use the data file soe_data_hp.m then I get the following error message:


ou did not declare endogenous variables after the estimation/calib_smoother command.
Error using load_m_file_data_legacy (line 38)
makedataset: Check that all the variables listed in varobs exist in soe_data_hp.m and have the same number of observations.

Error in makedataset (line 106)
DynareDataset = load_m_file_data_legacy(datafile, DynareOptions.varobs);

Error in dynare_estimation_init (line 494)
[dataset_, dataset_info, newdatainterfaceflag] = makedataset(options_, options_.dsge_var*options_.dsge_varlag, gsa_flag);

Error in dynare_estimation_1 (line 94)
[dataset_, dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, bayestopt_, bounds] = ...

Error in dynare_estimation (line 92)
dynare_estimation_1(var_list,dname);

Error in soe_hp (line 800)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin('base',fname) ;
Attachments
soe_hp.mod
hp filtered data
(22.65 KiB) Downloaded 74 times
soe_data_obs_2.m
linear detrended data
(32.04 KiB) Downloaded 74 times
soe_data_hp.m
estimation file
(32.36 KiB) Downloaded 80 times
Nice
 
Posts: 31
Joined: Fri Jul 11, 2014 5:16 pm

Re: Help with estimation problem with data

Postby jpfeifer » Fri May 05, 2017 6:10 am

Your data needs to be in column vectors, which the case in soe_data_obs_2.m. In the
Code: Select all
soe_data_hp.m

they are row vectors.
------------
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: Help with estimation problem with data

Postby Nice » Fri May 05, 2017 9:52 pm

Hello jpfeifer,

Thank you! it works fine now.
Nice
 
Posts: 31
Joined: Fri Jul 11, 2014 5:16 pm


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