gboehl / pydsge Goto Github PK

im trying to run minimal dsge with inflation data for estimation and im getting a lot of errors, do you have some examples for that yaml? would be usefull!

from pydsge import * # imports eg. DSGE, example, sort_nhd ...
yaml_file, data_file = example

————————————————————————————————
ModuleNotFoundError Traceback (most recent call last)
in
----> 1 from pydsge import * # imports eg. DSGE, example, sort_nhd ...
2 yaml_file, data_file = example

D:\Users\yuanxiaohui\anaconda3\lib\site-packages\pydsge_init_.py in
4 import logging
5 import os
----> 6 from .clsmethods import DSGE
7 from .plots import sort_nhd
8 from pandas.plotting import register_matplotlib_converters

D:\Users\yuanxiaohui\anaconda3\lib\site-packages\pydsge\clsmethods.py in
6 import pandas as pd
7 from .parser import DSGE
----> 8 from .stats import summary, gfevd, mbcs_index, nhd, mdd
9 from .plots import posteriorplot, traceplot
10 from .mcmc import mcmc, tmcmc

D:\Users\yuanxiaohui\anaconda3\lib\site-packages\pydsge\stats.py in
11 import scipy.optimize as so
12 from scipy.special import gammaln
---> 13 from grgrlib.core import timeprint
14 from grgrlib.stats import mode
15

D:\Users\yuanxiaohui\anaconda3\lib\site-packages\grgrlib_init_.py in
6 from .njitted import *
7 from .optimize import *
----> 8 from .la import *

ModuleNotFoundError: No module named 'grgrlib.la'

Hi Gregor, many thanks for an amazing package and all the great work!

Is there a way to use the models we estimate for out-of-sample forecasting (maybe some of the underlying filtering packages support that)? I haven't been able to figure anything out.

Running " p0 = mod.tmcmc(200) " results in the error in estimation_tutorial

Hello everyone,
first of all thank you Gregor for this fatastic library. I have a doubt about the zero-lower-bound ZLB in the example getting_started.ipynb. I do not understand why after running the Transposed Ensemble Kalman Filter (TEnKF) I get (as in the example) R values that are less than zero when the model should not allow it (also because the historical data never goes below zero) .
Thanks in advance

I was following the documentation and under processing estimation results, the following line failed with the error below:
mod = DSGE.load(meta_data)

---

ValueError Traceback (most recent call last)
in
----> 1 mod = DSGE.load(meta_data)

~/opt/anaconda3/lib/python3.8/site-packages/pydsge/parser.py in load(cls, npzfile, force_parse, verbose)
485 st = time.time()
486
--> 487 fdict = dict(np.load(npzfile, allow_pickle=True))
488
489 mtxt = str(fdict["yaml_raw"])

~/opt/anaconda3/lib/python3.8/site-packages/numpy/lib/npyio.py in getitem(self, key)
241 if magic == format.MAGIC_PREFIX:
242 bytes = self.zip.open(key)
--> 243 return format.read_array(bytes,
244 allow_pickle=self.allow_pickle,
245 pickle_kwargs=self.pickle_kwargs)

~/opt/anaconda3/lib/python3.8/site-packages/numpy/lib/format.py in read_array(fp, allow_pickle, pickle_kwargs)
745 pickle_kwargs = {}
746 try:
--> 747 array = pickle.load(fp, **pickle_kwargs)
748 except UnicodeError as err:
749 # Friendlier error message

~/opt/anaconda3/lib/python3.8/site-packages/scipy/stats/_distn_infrastructure.py in setstate(self, state)
623
624 def setstate(self, state):
--> 625 ctor_param, r = state
626 self.init(**ctor_param)
627 self._random_state = r

ValueError: too many values to unpack (expected 2)

I am running numpy 1.22.4 and Python 3.8.

Hi, as a Python fan and econ grad student I'd like to use this package to do everything that one would do in matlab.

I see that in the getting started example file (dfi.yaml) there is no part where one sets the steady state. I'm trying to understand:
1.) What ss values are being used by default? If I interpret parser.py correctly, ss values are being set as 0
2.) Can I set the steady state manually, for example like it's being done in econpizza package (Using steady_state/ fixed_values/ init_guesses headers). I tried, didn't get an error, but don't know how to check whether this worked.
3.) How can I see the steady state values in the estimated model?
4.) (unrelated), why does policy reacts by loosening if you put in a policy shock (shock_list = ('e_r', 4.0, 0) ) in the example (dfi.yaml) model? And why does every line starts with ~ ?

Many thanks for a wonderful package!

i think that at cell [8] you need to add falg1:

X1, (L1, K1) ,flag1 = mod.irfs(shock_list, verbose=True)

from pydsge import * generates the following error:

---------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
Input In [15], in <cell line: 1>()
----> 1 from pydsge import *

File ~/opt/anaconda3/envs/test/lib/python3.10/site-packages/pydsge/__init__.py:4, in <module>
      1 #!/bin/python
      2 # -*- coding: utf-8 -*-
----> 4 import logging
      5 import os
      6 import numpy as np

ImportError: cannot import name 'sort_nhd' from 'pydsge.stats' (/Users/.../opt/anaconda3/envs/test/lib/python3.10/site-packages/pydsge/stats.py)

I installed pydsge by running

pip install git+https://github.com/gboehl/grgrlib
pip install git+https://github.com/gboehl/econsieve
pip install git+https://github.com/gboehl/emcwrap
pip install git+https://github.com/gboehl/pydsge