Closed TimMunday closed 4 years ago
yes, interpolation.py doesn't support prefiltering for more than four dimensions . It is issue https://github.com/EconForge/interpolation.py/issues/40 .
What you can probably do is change the interpolation method, try passing interp_method='linear'
to time_iteration
.
Thanks for the quick reply - much appreciated.
Hello -
I'm trying to solve a non-linear model which has some lagged variables in it. I was getting an error message putting them in directly into the 'arbitrage' section, so I created new state variables, and added them to the 'transition' section.
Whilst this seems to be fine for perturbation methods, once more than 4 state variables are in the transition section I get a complicated error message. Is this because time iteration doesn't support more than 4 states?
Since github won't let me attach a .yaml, below is a very simple minimum workable example. Its a 3 eq linear new keynesian model where the taylor rule uses some lagged variables (the actual model I'm solving is non-linear, hence the desire to use time iteration). I also include the error message below as well.
Any help much appreciated. Great library
Tim
The error message takes the form: