simul — simulates a deterministic model
simul
[(OPTION
[, OPTION
...])] ;
Triggers the computation of a deterministic simulation of the model for the number of periods set in the option periods
. simul uses a
periods
= INTEGER
Number of periods of the simulation
stack_solve_algo
= INTEGER
Algorithm used for computing the solution. Possible values are:
0
: Newton method to solve simultaneously all the equations for every period, see Juillard (1996). (Default)
1
: use a Newton algorithm with a sparse LU solver at each iteration.
2
: use a Newton algorithm with a Generalized Minimal Residual (GMRES) solver at each iteration. This option is not available under Octave.
3
: use a Newton algorithm with a Stabilized Bi-Conjugate Gradient (BICGSTAB) solver at each iteration.
4
: use a Newton algorithm with a optimal path length at each iteration.
5
: use a Newton algorithm with a sparse Gaussian elimination (SPE) solver at each iteration.
markowitz
= DOUBLE
Value of the Markowitz criterion, used to select the pivot. Only used when stack_solve_algo
= 5. Default: 0.5
minimal_solving_periods
= INTEGER
Specify the minimal number of periods where the model has to be solved, before using a constant set of operations for the remaining periods. Only used when stack_solve_algo
= 5. Default: 1
datafile
= FILENAME
If the variables of the model are not constant over time, their initial values, stored in a text file, could be loaded, using that option, as initial values before a deteministic simulation.
The simulated endogenous variables are available in global matrix oo_.endo_simul
. The variables are arranged row by row, in order of declaration (as in M_.endo_names
). Note that this variable also contains initial and terminal conditions, so it has more columns than the value of periods
option.