Program works but warnings

I made a dynare program which seems to work well but I got the following message.

**Note: warning(s) encountered in MATLAB/Octave code

Checking the results displayed, there is a warning message in front of Theoretical Moments as follows.

**Warning: Aggregate variance and sum of variances by shocks differ by more than 0.01 %

In th_autocovariances (line 198)
In disp_th_moments (line 37)
In stoch_simul (line 164)
In prac_ssz (line 504)
In dynare (line 180) **

In fact, dynare can’t find theoretical moments of some variables which are endogenous state variables in the model.

I want to estimate the model but am not sure there is no problem in the model.
Is there any problem in the program?

The NaN come from the unit roots in your model. Given these unit roots and the size of the model, the warning is not that unusual. If the unit roots are a model feature, you should be fine.

Dear Prof. Pfeifer,

I have a question about the two types of warning. The first type of warning is in red characters. LIke “**Warning: Aggregate variance and sum of variances by shocks differ by more than 0.01 %” The second type of warning is just in blaack character. Like “Note: warning(s) encountered in MATLAB/Octave code”. Also, the second type of warning staring with the word “Note”, but the first type of warning without the word "Note” . My question is what the differences are between these two types of warnings. My first feeling is that the first type of warning is more serious, and we should spend time dealing with it. However, the seconf one is okay.

Thank you,

The first, red is a warning that can usually be ignored. The second one is just a summary notifying you that there was a warning message in the codes.

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Thank you Prof. Pfeifer, for answering my question.