Mapping of the fit - RMSE

Identification/Sensitivity
1

Dear Community,

I estimated the model of Quint Rabanal with my own data. For further analysis I want to include the _Mapping of the fit _ as graphs (example as screenshot attached).

However, I am not able to code it properly. Up to now the forum provides limited information about this topic (key words: mapping the fit, RMSE,…)
Up to now I am receiving the error message:

Error using load
Unable to read file ‘estmodel/metropolis/estmodel_data.mat’. No such
file or directory.

Error in filt_mc_ (line 146)
load([DirectoryName filesep M_.fname ‘_data.mat’]);

Error in dynare_sensitivity (line 419)
filt_mc_(OutputDirectoryName,options_gsa,dataset_,dataset_info);

Error in estmodel (line 1446)
dynare_sensitivity(options_gsa);

Error in dynare (line 268)
evalin(‘base’,fname) ;

I am running the sensitivity command after I ran the estimation. The modfile is attached in the dropbox link:
https://www.dropbox.com/s/mkyeuzdrh08uxk5/0126.zip?dl=0

Since estimation takes up to 33 hours, I attach the results.
Could you please tell me what I am doing wrong?

Best

JohnWB

53
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2

@rattoma Do you know what is going on?

3

I’ll try to have a look this week

4

Thank you both for the rapid answer and having a look. If it helps already, this is the code I am using to run the sensitivity analysis:

dynare_sensitivity(datafile='dataobs.xls', first_obs=1, presample=0, lik_init=1, prefilter=0, nobs=69, ppost=1, rmse=1, pfilt_rmse=0.1 );

Best,

JohnWB

5

Dear Professors,
I know that you are doing this in your free time and do not have time to look into every issue more detailed. Thereby, you do a great service by making DSGE models and GSA more common and easier to comprehend its functionalities.

Hence, let me please refresh this topic by asking: Could you please offer some advice on how to produce the posterior cumulative distributions? - I could already produce other GSA results, however still struggle with this one.
I already checked literature from @rattoma and @jpfeifer and the forum. A simple hint (codewise) would already be sufficient, then I can try to implement it on my own.

Please excuse any inconveniences and also the possible triviality of my questions

Best regards,

JohnWB