Extended path with order>0 not working

Extended Path
1

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!

2

I would need to see the codes.

3

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.

4

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

5

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