Variables are missing in the MATRIX OF CORRELATIONS and COEFFICIENTS OF AUTOCORRELATION

Dear all,

I used a linearized model for solving, my model has 62 variables, but only 10 variables are displayed in the MATRIX OF CORRELATIONS and COEFFICIENTS OF AUTOCORRELATION of the result, with 52 variables missing. The ‘MODEL_DIAGNOSTICS’ shows: No obvious problems with this mod-file were detected.

Could you help me find the problem?

code.mod (6.7 KB)
solve_w_ss.m (1.6 KB)

Thanks very much.

In the list of

THEORETICAL MOMENTS
VARIABLE         MEAN  STD. DEV.   VARIANCE
w              0.0000     0.0000     0.0000
c              0.0000     0.0000     0.0000

you can see that those “missing” variables have a zero variance. Thus, there is nothing to correlate.

Thank you very much for your reply. What does zero variance mean? Does it imply that this shock has no effect on variables with zero variance?

Yes, the specified shocks do not affect the mentioned variables.

Thanks very much. Your reply has been very helpful to me.