I'm trying to run GPM (downloaded from Douglas Laxton's web page http://www.douglaslaxton.org/id4.html).
I get the error message
??? Reference to non-existent field 'FilteredVariablesShockDecomposition'.
Error in ==> calc_fcast_all_4a at 106
Udecomp(:,jnk,t,:) = ...
Error in ==> soe1bayes at 1593
[fy,fx,Fy,Fx,Udecomp,ndiffuse] = calc_fcast_all_4a;
Error in ==> dynare at 120
evalin('base',fname) ;
It seems to me that Dynare 4.2.4 (that I'm running) needs different/new options in order to compute this variable.
WHAT COMMAND/OPTION SHOULD I USE?
These are the options I have
console_mode: 0
terminal_condition: 0
rplottype: 0
smpl: 0
dynatol: 1.0000e-05
maxit_: 10
slowc: 1
timing: 0
gstep: 0.0100
scalv: 1
debug: 0
initval_file: 0
Schur_vec_tol: 1.0000e-11
qz_criterium: 1.0000
lyapunov_complex_threshold: 1.0000e-15
solve_tolf: 6.0555e-06
solve_tolx: 3.6669e-11
solve_maxit: 500
deterministic_simulation_initialization: 0
threads: [1x1 struct]
steadystate_flag: 1
steadystate_partial: []
ParamSubSet: 'None'
dsge_var: 0
dsge_varlag: 4
Opt6Iter: 2
Opt6Numb: 5000
graphics: [1x1 struct]
nograph: 1
XTick: []
XTickLabel: []
irf: 40
relative_irf: 0
ar: 5
hp_filter: 0
hp_ngrid: 512
nomoments: 0
nocorr: 0
periods: 0
noprint: 0
SpectralDensity: 0
TeX: 1
xls_sheet: ''
xls_range: ''
forecast: 20
linear: 0
stack_solve_algo: 0
markowitz: 0.5000
minimal_solving_periods: 1
order: 1
pruning: 0
solve_algo: 2
replic: 50
drop: 100
use_qzdiv: 0
aim_solver: 0
k_order_solver: 0
partial_information: 0
ACES_solver: 0
conditional_variance_decomposition: []
planner_discount: 1
ramsey_policy: 0
timeless: 0
Harvey_scale_factor: 10
MaxNumberOfBytes: 1000000
MaximumNumberOfMegaBytes: 111
PosteriorSampleSize: 1000
bayesian_irf: 0
bayesian_th_moments: 0
diffuse_filter: 0
filter_step_ahead: [12x1 double]
filtered_vars: 1
first_obs: 1
kalman_algo: 4
kalman_tol: 1.0000e-10
riccati_tol: 1.0000e-06
lik_algo: 1
lik_init: 3
load_mh_file: 0
logdata: 0
loglinear: 0
mh_conf_sig: 0.9000
prior_interval: 0.9000
mh_drop: 0.5000
mh_jscale: 0.3500
mh_init_scale: 0.4000
mh_mode: 1
mh_nblck: 1
mh_recover: 0
mh_replic: 0
mode_check: 0
mode_check_nolik: 0
mode_compute: 0
mode_file: 'soe1bayes_mode'
moments_varendo: 0
nk: 12
noconstant: 0
nodiagnostic: 0
mh_posterior_mode_estimation: 0
prefilter: 0
presample: 0
prior_trunc: 1.0000e-10
smoother: 1
student_degrees_of_freedom: 3
subdraws: []
unit_root_vars: [32x13 char]
use_mh_covariance_matrix: 0
gradient_method: 2
gradient_epsilon: 1.0000e-06
posterior_sampling_method: 'random_walk_metropolis_hastings'
proposal_distribution: 'rand_multivariate_normal'
trace_plot_ma: 200
mh_autocorrelation_function_size: 30
plot_priors: 1
cova_compute: 1
parallel: 0
parallel_info: [1x1 struct]
number_of_grid_points_for_kde: 512
conditional_variance_decomposition_dates: [1 5 9 13 17 37 77 117 157 197]
filter_covariance: 0
filter_decomposition: 0
selected_variables_only: 0
conf_sig: 0.9500
homotopy_mode: 0
homotopy_steps: 1
prior_mc: 20000
prior_analysis_endo_var_list: []
block: 0
use_dll: 0
bytecode: 0
initial_date: [1x1 struct]
ms: [1x1 struct]
parameter_set: []
DynareRandomStreams: [1x1 struct]
varobs: [15x7 char]
varobs_id: [38 43 32 64 70 78 66 34 40 2 39 48 33 65 77]
jacobian_flag: 1
trend_coeff_: {}
trend_coeffs: {1x13 cell}
datafile: 'data3ctry'
nobs: 57
varlist: [48x14 char]
lgyidx2varobs: [137x1 double]
missing_data: 0
Thanks