a suggestion on DLM instruction

Discussion of State Space and Dynamic Stochastic General Equilibrium Models

a suggestion on DLM instruction

Unread postby hardmann » Sun Feb 27, 2022 12:06 am

Dear Tom:

When we do a long loop for DLM instruction, we should skip non-convergent the result. We can use option=noprint, when it convergent, we can use option=print. However, DLM should support the save the output option and present the output for later without estimating. If possible, it can save the history of estimated results. Considering such situation, we do 100 times grid search, then according the convergent estimation, we only focus on and check the convergen estimation.


Best Regard
Hardmann
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Re: a suggestion on DLM instruction

Unread postby TomDoan » Sun Feb 27, 2022 11:27 am

Can't you use tests on %CONVERGED to handle that? Just re-estimate with the PRINT option on when you get %CONVERGED==1.
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Re: a suggestion on DLM instruction

Unread postby hardmann » Wed Mar 16, 2022 12:52 am

Dear Tom:

we do grid search with two variables, and want to save the result to MS excel files. It seems only save the series with time spans defined by allocation.

Best Regard
Hardmann
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Re: a suggestion on DLM instruction

Unread postby TomDoan » Wed Mar 16, 2022 8:07 am

That sounds like it would naturally be in a RECTANGULAR. You can use WRITE to put information to an Excel file. Alternatively, you can put the information into a REPORT and export that at the end (ACTION=SHOW,UNIT=COPY,FORMAT=XLS options).
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