Loop over data file name for estimation

[wupeifan]

I was wondering how to pass the name of the data file into the .mod file? Essentially, I want to run something like

for i = 1:N
    ...
    dynare model.mod (in which estimation(datafile = filename[i]); )
    ... (record the results)
end

Thank you!

[jpfeifer]

One option is

Macro loop problem

I was thinking about including one file in the mod-file and then wrapping it with something like: equations={'k=0.9*k(-1)+invest;' 'k=0.8*k(-1)+invest;'}; for ii=1:size(equations,1) %write equation to file fid=fopen('my_equation.mod','w'); fprintf(fid,'%s \n',equations{ii,1}); fclose(fid); %run file dynare my_modfile noclearall %save results save('results_',num2str(ii)]) end

[wupeifan]

This is adding some lines to some files. So what you mean is to create a new mod file every time in the loop? OK, thanks.

[jpfeifer]

No, have a file e.g. called
estimation_statement.txt included in your mod-file with

@#include "estimation_statement.txt"

Then alter that file using the for-loop:

for ii=1:size(filenames,1)
%write equation to file
fid=fopen('estimation_statement.txt','w');
fprintf(fid,'estimation(datafile = %s)\n',filenames{ii,1});
fclose(fid);
%run file
dynare my_modfile noclearall
%save results
save('results_',num2str(ii)])
end

[wupeifan]

I see, through a macro. Thanks a lot for that clarification!