Dear colleagues,
I ran into a problem when using the new piecewise Kalmann filter option in combination with Occbin. My estimation seems to have converged to a mode, but then the Kalmann smoother crashed. Specifically, I got this output in the command window:
Occbin: linear smoother done.
Occbin smoother iteration 1.
Occbin smoother iteration 2.
Reference to non-existent field ‘regime_history’.
Error in occbin.DSGE_smoother (line 202)
regime_history = out.regime_history;
Error in dynare_estimation_1 (line 616)
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp,Trend,state_uncertainty,M_,oo_,bayestopt_]
=
occbin.DSGE_smoother(xparam1,dataset_.nobs,transpose(dataset_.data),dataset_info.missing.aindex,dataset_info.missing.state,M_,oo_,options_,bayestopt_,estim_params_,dataset_,dataset_info);
Error in dynare_estimation (line 118)
dynare_estimation_1(var_list,dname);
Error in E_short_obc_il.driver (line 2564)
oo_recursive_=dynare_estimation(var_list_);
Error in dynare (line 278)
evalin(‘base’,[fname ‘.driver’]);
Furthermore, when the computation stopped this picture remained on the screen:
The issue occurse both with Dynare 5.4 and 5.3.
I am attaching everything you need to reproduce the issue. You need to type "dynare E_short_obc_il " Many thanks in advance for your help!
Best wishes,
Ansgar
PKF_smootherissue.zip (2.5 MB)