Extended path with order>0 not working

Hi,
I am running a model with the extended_path function. Everything works well but when I try the option order=1, I get the following error message:

Reference to non-existent field ‘Omega’.

Error in setup_integration_nodes (line 9)
nodes0 =
repmat(nodes0,1,pfm.number_of_shocks*pfm.stochastic_order)*kron(eye(pfm.stochastic_order),pfm.Omega);

Error in extended_path_initialization (line 118)
[nodes,weights,nnodes] = setup_integration_nodes(options_.ep,pfm);

Error in extended_path (line 40)
extended_path_initialization(initialconditions, samplesize, exogenousvariables, options_, M_, oo_);

Error in partialeq.driver (line 680)
[Simulated_time_series, oo_] = extended_path(, 200, , options_, M_, oo_);

Error in dynare (line 310)
evalin(‘base’,[fname ‘.driver’]);

I do not understand what is missing. I went through the manual but I was not able to find any reference to ‘Omega’.

Any help would be super appreciated!

I would need to see the codes.

Thank you very much for your response!

I solved the problem. I do not fully understand why but it seems that when one set order>0, the standard deviation of all shocks should be declared. I was first using just one of the shocks appearing in the model block, and that error message showed up.

Can you nevertheless provide me with the file generating the cryptic error? I would like to improve the error message.

I have sent you the files in a message :slight_smile: