Estimation under Octave

Dynare help (legacy posts)
1

Hello,

I am testing under Octave 3.2.4 a DSGE-VAR model which I have successfully estimated under Matlab R2009a. Octave apparently does not accept data in “xls” files (error: ‘xlsread’ undefined near line 72).
My query is whether Octave will accept data in other formats, or is Octave unable to estimate?

Regards

2

Further to this, I understand from the wiki that Octave may accept data files in text format but how is not defined (we are informed that “A workaround is to convert the file to a text format (more details to come shortly)”). If one of the developers could indicate how to structure and call the text file, it would be very helpful.

Regards

3

Yet further to this:
I have been able to estimate using a “.m” file for data, but ONLY with mode_compute=4; the others do not seem to work. For example, using mode_compute=6 generates the error message “error: ‘waitbar’ undefined near line 93 column 6”. Using mode_compute=1 for an otherwise identical “.mod” file generates the error message “error: ‘fmincom’ undefined near line 379 column 17”. And so on. Does anyone have experience of successful estimation under Octave for mode_compute other than the default (4)?

Regards

4

Hi, Thanks for reporting that mode_compute=6 does not work under Octave. This routine crashes because of the waitbar function which is not available under Octave. If you want to use this routine you just have to comment the lines related to the waitbar function… We will fix this in a future release of Dynare (using a text-based waitbar). The other routines rely on matlab’s optimization toolbox (except mode_compute=5 which may work with Octave), so they may not work under Octave.

Best,
Stéphane.