Error using kalman transition matrix

Yamaam · July 27, 2017, 9:03am

Dear all

I am struggling to figure out what is wrong while running the version of the GPM model with bank liquidity tightness. I get the following error message:

Error using kalman_transition_matrix (line 40)
Not enough input arguments.

Error in forcst (line 33)
   [A,B] =
   kalman_transition_matrix(dr,nstatic+(1:npred),1:nc,dr.transition_auxiliary_variables);

Error in forecast (line 85)
       [yf,int_width,int_width2] = forcst(oo_.dr,y0,options_.periods,var_list);

Error in dynare_estimation (line 1462)
  forecast(var_list_,'smoother');

Error in soe1 (line 395)
dynare_estimation(var_list_);

Error in dynare (line 102)
evalin('base',fname) ;

Can someone help please?

stepan-a · July 27, 2017, 9:28am

I have the impression that you are not using the last version of Dynare. What is your version? Did you try to upgrade?

Best,
Stéphane.

Yamaam · July 27, 2017, 9:44am

Dear Stéphane,

Thank you for your reply.

I am using version 4.4.3 but I will try with the latest version and see what it gives. But I have 3 versions of dynare installed (4.0.4; 4.4.1 and 4.4.3). If I refer to this post ( http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2293) it looks like concurrent versions of dynare often create those kinds of error. Is this the case?

Best

Thanks

stepan-a · July 27, 2017, 9:56am

It’s difficult to say. Normally it should not be a problem, you can have different versions of Dynare installed on your PC. But this assumes that your Matlab/octave’s path is fine. To be sure, you should revert the Matlab/octave’s path to the default:

>> restoredefaultpath

and then add temporarily the desired version of Dynare in the path:

>> addpath /home/toto/dynare/4.5.1/matlab

Each time you restart matlab/octave, the path will be set to the default and you will have to add the path to dynare manually. If you want to play with a different version of Dynare, first restore the default path and then temporarily add the version you need in the path.

That said, you should really upgrade. In 4.5 we fixed an important bug related to the detection of stochastic trends which matters for the estimation of GPM.

Best,
Stéphane.

Yamaam · July 27, 2017, 10:04am

Thanks Stéphane for your support. Appreciated. I will upgrade Dynare and will let you know how it goes.

Yamaam · July 27, 2017, 4:43pm

Dear Stéphane

I still have the same issue even with the latest version of Dynare. When I restore the default path here is what I get:

>> restoredefaultpath
Warning: Duplicate directory name: C:\Program Files\MATLAB\R2012a\toolbox\sldv\sldv. 
> In restoredefaultpath at 47 
Warning: Duplicate directory name: C:\Program Files\MATLAB\R2012a\toolbox\shared\hdlshared. 
> In restoredefaultpath at 47 
Warning: Duplicate directory name: C:\Program Files\MATLAB\R2012a\toolbox\sldv\sldv. 
> In restoredefaultpath at 47

Then using version 4.5.1 returns the same error message:

Error using kalman_transition_matrix (line 40)
Not enough input arguments.

Error in forcst (line 33)
   [A,B] =
   kalman_transition_matrix(dr,nstatic+(1:npred),1:nc,dr.transition_auxiliary_variables);

Error in forecast (line 85)
       [yf,int_width,int_width2] = forcst(oo_.dr,y0,options_.periods,var_list);

Error in dynare_estimation (line 1462)
  forecast(var_list_,'smoother');

Error in soe1 (line 395)
dynare_estimation(var_list_);

Error in dynare (line 102)
evalin('base',fname) ;

Is this an issue with my Matlab? What is wrong here?

Best

stepan-a · July 27, 2017, 5:04pm

I have no idea about the warning message you obtain after restoredefaultpath. It may be an issue with your Matlab installation. Can you post the output of the Matlab’s path command?

Please copy/paste the output between three backward single quotes, as I have done by editing your previous post, The result is easier to read.

Yamaam · July 27, 2017, 5:19pm

Do you mean this:

>> addpath c:\dynare\4.5.1\matlab

stepan-a · July 27, 2017, 5:23pm

No. In the Matlab’s command window, type:

>> path

and post the output.

Yamaam · July 27, 2017, 5:38pm

Here is what I get:
MATLABPATH

c:\dynare\4.5.1\matlab
C:\HKMA_Training\Software\dynare_v4\matlab\kronecker
C:\HKMA_Training\Software\dynare_v4\matlab\gensylv
C:\HKMA_Training\Software\dynare_v4\matlab\qz
C:\HKMA_Training\Software\dynare_v4\matlab\..\mex\2007b
C:\HKMA_Training\Software\dynare_v4\matlab\AIM
C:\HKMA_Training\Software\dynare_v4\matlab\kalman\likelihood
C:\HKMA_Training\Software\dynare_v4\matlab\kalman
C:\HKMA_Training\Software\dynare_v4\matlab\distributions
c:\hkma_training\software\iris
c:\hkma_training\software\iris\Class_Library
c:\hkma_training\software\iris\Data
c:\hkma_training\software\iris\Dates
c:\hkma_training\software\iris\Freq_Domain
c:\hkma_training\software\iris\Obsolete
c:\hkma_training\software\iris\Time_Domain
c:\hkma_training\software\iris\Utils
c:\hkma_training\software\iris\Utils\Graphics
c:\hkma_training\software\iris\Utils\IO
c:\hkma_training\software\iris\Utils\Is
c:\hkma_training\software\iris\Utils\LaTeX
c:\hkma_training\software\iris\X12
C:\HKMA_Training\Software\dynare_v4\matlab
C:\Program Files\MATLAB\R2012a\toolbox\matlab\audiovideo
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C:\Program Files\MATLAB\R2012a\toolbox\matlab\plottools
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jpfeifer · July 27, 2017, 6:56pm

After the error message, what do you get when you type
which kalman_transition_matrix
into the command window?

Yamaam · July 27, 2017, 7:05pm

Dear Johannes

Here is what I get:
"C:\HKMA_Training\Software\dynare_v4\matlab\kalman_transition_matrix.m

stepan-a · July 27, 2017, 7:13pm

That’s weird. Given the result returned by path the which command should point to Dynare version 4.5.1 which is on top of your path. I wonder if this not a problem with this matlab version (also I see that the root folder is c: or C:, normally this should be without consequence because windows is not case sensitive, but with Matlab we never know).

A simple solution is to clean your path. You should at least remove the folder C:\HKMA_Training\Software\dynare_v4\ (and all subfolders) from the Matlab’s path. There is a Matlab command called rmpath to do that.

Best,
Stéphane

Yamaam · July 27, 2017, 7:34pm

Thanks Stephane. How is this command used because I get an error message?

rmpath
Error using rmpath (line 27)
Not enough input arguments.

stepan-a · July 27, 2017, 7:41pm

There is a documentation in Maltab. If you type:

help rmpath

Matlab wil return something like (I do not have the same version of Matlab):

RMPATH Remove directory from search path.
    RMPATH DIRNAME  removes the specified directory from the current
    matlabpath.  Surround the DIRNAME in quotes if the name contains a
    space.  If DIRNAME is a set of multiple directories separated by path
    separators, then each of the specified directories will be removed.
 
    RMPATH DIR1 DIR2 DIR3  removes all the specified directories from the
    path.
 
    Use the functional form of RMPATH, such as RMPATH('dir1','dir2',...),
    when the directory specification is stored in a string.
 
    P = RMPATH(...) returns the path prior to removing the specified paths.
 
    Examples
        rmpath c:\matlab\work
        rmpath /home/user/matlab
        rmpath /home/user/matlab:/home/user/matlab/test:
        rmpath /home/user/matlab /home/user/matlab/test
 
    See also ADDPATH, PATHTOOL, PATH, SAVEPATH, USERPATH, GENPATH, REHASH.

    Reference page in Doc Center
       doc rmpath

So you need to specify the path to the folder you want to delete.

Best,
Stéphane.

Yamaam · July 27, 2017, 8:05pm

To be more precise, I am following instructions on the Laxton’s website (http://www.douglaslaxton.org/hkma_training2010.html) on how to run the model. Here is the sequence:
">> addpath C:\HKMA_Training\Software\iris
">> addpath C:\HKMA_Training\Software\dynare_v4\matlab
">> irisstartup

So I wonder how removing "C:\HKMA_Training\Software\dynare_v4\matlab would work or maybe I am not getting the instructions right.

Thanks

stepan-a · July 27, 2017, 8:37pm

I am sorry but I cannot help with that… I don’t know what irissatratup does, and I don’t have time to figure this out. The files distributed on this page are very old, and I don’t think it is possible to do anything serious with them.

Best,
Stéphane.

Yamaam · July 27, 2017, 9:05pm

Thanks Stephane for your help. I will subscribe for the recent version of the model’s toolkit.
Best,

jpfeifer · July 28, 2017, 10:43am

The irisstartup simply initializes the IRIS toolbox and sets the paths. The problem is that you need to figure out which Dynare version you want to use. What you describe sounds like v4 is needed, but currently you are trying 4.5.1