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var white_noise ar1 junk; | |
varexo e; | |
parameters phi; | |
phi=1; | |
model; | |
white_noise=e; | |
ar1=phi*ar1(-1)+e; | |
junk=0.9*junk(+1); | |
end; | |
shocks; | |
var e = 1; | |
end; | |
options_.qz_criterium=1+1e-6; | |
stoch_simul(order=1); | |
options_.qz_criterium=1-1e-6; | |
try | |
info=stoch_simul(var_list_); | |
error_indicator = true; | |
catch | |
error_indicator = false; | |
end | |
if error_indicator | |
error('qz_criterion did not work') | |
end |
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