Hello,everyone. I meet some difficulties.

Firstly, if I don’t make bayesian estimation, there will be not errors. But some errors will appear if I add bayesian estimation.

Log data density [Laplace approximation] is NaN.

Error using chol

Matrix must be positive definite.

Error in posterior_sampler_initialization (line 84)

d = chol(vv);

Error in posterior_sampler (line 60)

posterior_sampler_initialization(TargetFun, xparam1, vv,

mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);

Error in dynare_estimation_1 (line 471)

posterior_sampler(objective_function,posterior_sampler_options.proposal_distribution,xparam1,posterior_sampler_options,bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);

Error in dynare_estimation (line 118)

dynare_estimation_1(var_list,dname);

Error in m11.driver (line 274)

oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 281)

evalin(‘base’,[fname ‘.driver’]);

Secondly,my question is about data processing. Data in the excel is processed:

1.take logarithmic

2.HP filtering

3.take cyclic component

In my mod file, equations of model block are nonlinear. I wonder whether this way is feasible.

Lastly, I’m a novice on the dynare, thanks very much for your reply!

m11.mod (1.6 KB)

usdata.xlsx (11.7 KB)