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function model_diagnostics(M,options,oo)
% function model_diagnostics(M,options,oo)
% computes various diagnostics on the model
% INPUTS
% M [matlab structure] Definition of the model.
% options [matlab structure] Global options.
% oo [matlab structure] Results
%
% OUTPUTS
% none
%
% ALGORITHM
% ...
%
% SPECIAL REQUIREMENTS
% none.
%
% Copyright (C) 1996-2018 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global jacob
endo_nbr = M.endo_nbr;
endo_names = M.endo_names;
lead_lag_incidence = M.lead_lag_incidence;
maximum_endo_lag = M.maximum_endo_lag;
problem_dummy=0;
%
% missing variables at the current period
%
k = find(lead_lag_incidence(maximum_endo_lag+1,:)==0);
if ~isempty(k)
problem_dummy=1;
disp(['MODEL_DIAGNOSTICS: The following endogenous variables aren''t present at ' ...
'the current period in the model:'])
for i=1:length(k)
disp(endo_names{k(i)})
end
end
%
% check steady state
%
info = 0;
if M.exo_nbr == 0
oo.exo_steady_state = [] ;
end
info=test_for_deep_parameters_calibration(M);
if info
problem_dummy=1;
end
% check if ys is steady state
options.debug=1; %locally set debug option to 1
[dr.ys,M.params,check1]=evaluate_steady_state(oo.steady_state,M,options,oo,options.steadystate.nocheck);
% testing for problem
if check1(1)
problem_dummy=1;
disp('MODEL_DIAGNOSTICS: The steady state cannot be computed')
if any(isnan(dr.ys))
disp(['MODEL_DIAGNOSTICS: Steady state contains NaNs'])
end
if any(isinf(dr.ys))
disp(['MODEL_DIAGNOSTICS: Steady state contains Inf'])
end
return
end
if ~isreal(dr.ys)
problem_dummy=1;
disp(['MODEL_DIAGNOSTICS: Steady state contains complex ' ...
'numbers'])
return
end
%
% singular Jacobian of static model
%
singularity_problem = 0;
if ~isfield(M,'block_structure_stat')
nb = 1;
else
nb = length(M.block_structure_stat.block);
end
exo = [oo.exo_steady_state; oo.exo_det_steady_state];
for b=1:nb
if options.bytecode
if nb == 1
[chk, res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
'evaluate', 'static');
else
[chk, res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
'evaluate', 'static',['block=' ...
int2str(b)]);
end
else
[res,jacob]=feval([M.fname '.static'],dr.ys,exo,M.params);
end
if any(any(isinf(jacob) | isnan(jacob)))
problem_dummy=1;
[infrow,infcol]=find(isinf(jacob) | isnan(jacob));
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'static','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacob)))
problem_dummy=1;
[imagrow,imagcol]=find(abs(imag(jacob))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'static','MODEL_DIAGNOSTICS: ')
end
try
rank_jacob = rank(jacob); %can sometimes fail
catch
rank_jacob=size(jacob,1);
end
if rank_jacob < size(jacob,1)
problem_dummy=1;
singularity_problem = 1;
disp(['MODEL_DIAGNOSTICS: The Jacobian of the static model is ' ...
'singular'])
disp(['MODEL_DIAGNOSTICS: there is ' num2str(endo_nbr-rank_jacob) ...
' colinear relationships between the variables and the equations'])
ncol = null(jacob);
n_rel = size(ncol,2);
for i = 1:n_rel
if n_rel > 1
disp(['Relation ' int2str(i)])
end
disp('Colinear variables:')
for j=1:10
k = find(abs(ncol(:,i)) > 10^-j);
if max(abs(jacob(:,k)*ncol(k,i))) < 1e-6
break
end
end
fprintf('%s\n',endo_names{k})
end
neq = null(jacob');
n_rel = size(neq,2);
for i = 1:n_rel
if n_rel > 1
disp(['Relation ' int2str(i)])
end
disp('Colinear equations')
for j=1:10
k = find(abs(neq(:,i)) > 10^-j);
if max(abs(jacob(k,:)'*neq(k,i))) < 1e-6
break
end
end
disp(k')
end
end
end
if singularity_problem
try
options_check=options;
options_check.noprint=1;
[eigenvalues_] = check(M, options_check, oo);
if any(abs(abs(eigenvalues_)-1)<1e-6)
fprintf('MODEL_DIAGNOSTICS: The singularity seems to be (partly) caused by the presence of a unit root\n')
fprintf('MODEL_DIAGNOSTICS: as the absolute value of one eigenvalue is in the range of +-1e-6 to 1.\n')
fprintf('MODEL_DIAGNOSTICS: If the model is actually supposed to feature unit root behavior, such a warning is expected,\n')
fprintf('MODEL_DIAGNOSTICS: but you should nevertheless check whether there is an additional singularity problem.\n')
end
catch
end
fprintf('MODEL_DIAGNOSTICS: The presence of a singularity problem typically indicates that there is one\n')
fprintf('MODEL_DIAGNOSTICS: redundant equation entered in the model block, while another non-redundant equation\n')
fprintf('MODEL_DIAGNOSTICS: is missing. The problem often derives from Walras Law.\n')
end
%%check dynamic Jacobian
klen = M.maximum_lag + M.maximum_lead + 1;
exo_simul = [repmat(oo.exo_steady_state',klen,1) repmat(oo.exo_det_steady_state',klen,1)];
iyv = M.lead_lag_incidence';
iyv = iyv(:);
iyr0 = find(iyv) ;
it_ = M.maximum_lag + 1;
z = repmat(dr.ys,1,klen);
if ~options.block
if options.order == 1
if (options.bytecode)
[chck, ~, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
M.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x loc_dr.g1_xd];
else
[~,jacobia_] = feval([M.fname '.dynamic'],z(iyr0),exo_simul, ...
M.params, dr.ys, it_);
end
elseif options.order >= 2
if (options.bytecode)
[chck, ~, loc_dr] = bytecode('dynamic','evaluate', z,exo_simul, ...
M.params, dr.ys, 1);
jacobia_ = [loc_dr.g1 loc_dr.g1_x];
else
[~,jacobia_,hessian1] = feval([M.fname '.dynamic'],z(iyr0),...
exo_simul, ...
M.params, dr.ys, it_);
end
if options.use_dll
% In USE_DLL mode, the hessian is in the 3-column sparse representation
hessian1 = sparse(hessian1(:,1), hessian1(:,2), hessian1(:,3), ...
size(jacobia_, 1), size(jacobia_, 2)*size(jacobia_, 2));
end
end
if any(any(isinf(jacobia_) | isnan(jacobia_)))
problem_dummy=1;
[infrow,infcol]=find(isinf(jacobia_) | isnan(jacobia_));
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacobia_)))
problem_dummy=1;
[imagrow,imagcol]=find(abs(imag(jacobia_))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if exist('hessian1','var')
if any(any(isinf(hessian1) | isnan(hessian1)))
problem_dummy=1;
fprintf('\nMODEL_DIAGNOSTICS: The Hessian of the dynamic model contains Inf or NaN.\n')
end
end
else
fprintf('\nMODEL_DIAGNOSTICS: This command currently does not support the block option for checking.\n')
fprintf('\nMODEL_DIAGNOSTICS: the dynamic model. You may want to disable it for doing model_diagnostics. Skipping this part.\n')
end
if problem_dummy==0
fprintf('MODEL_DIAGNOSTICS: No obvious problems with this mod-file were detected.\n')
end
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