a suggestion on DLM instruction

Discussion of State Space and Dynamic Stochastic General Equilibrium Models
hardmann
Posts: 252
Joined: Sat Feb 26, 2011 9:49 pm

a suggestion on DLM instruction

Unread post by hardmann »

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
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: a suggestion on DLM instruction

Unread post by TomDoan »

Can't you use tests on %CONVERGED to handle that? Just re-estimate with the PRINT option on when you get %CONVERGED==1.
hardmann
Posts: 252
Joined: Sat Feb 26, 2011 9:49 pm

Re: a suggestion on DLM instruction

Unread post by hardmann »

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
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: a suggestion on DLM instruction

Unread post by TomDoan »

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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