Understanding a rise_model object ================================== Every modern factory -- ``dsge_model(...)``, ``rfvar_model(...)``, ``svar_model(...)``, ``proxy_svar_model(...)``, ``prfvar_model(...)``, ``dsge_var_model(...)`` -- returns an object of the same class: ``rise_model``. The fields below are the canonical ones; the engines (solve, filter, estimate, forecast, irf, decompositions) read these and only these, regardless of which factory produced the object. Ordering and information about atoms ------------------------------------- Endogenous variables ~~~~~~~~~~~~~~~~~~~~~ For DSGE-shaped models, endogenous variables are ordered by group, and within each group alphabetically: #. static variables -- variables dated in period ``t`` only. #. purely predetermined variables -- variables dated in periods ``t`` and ``t-1``. #. predetermined and forward-looking variables -- variables dated in periods ``t``, ``t-1`` and ``t+1``. #. purely forward-looking variables -- variables dated in periods ``t`` and ``t+1``. For VAR-shaped models (reduced-form, structural, proxy SVAR, panel, DSGE-VAR) the endogenous variables are in the order they were passed to the factory. Panel models additionally append a per-unit suffix during expansion (``GROWTH_US``, ``GROWTH_CA``, ...). Exogenous variables ~~~~~~~~~~~~~~~~~~~~ Alphabetical order. Parameters ~~~~~~~~~~~ Alphabetical order. Observables ~~~~~~~~~~~~ Alphabetical order. Information on model equations ------------------------------- ``get(m, 'equations')`` returns the equations as they were written, together with their labels (the quoted strings that appear before each equation in the model file). The equations are the parser-canonical form; the original raw text of the model file is not preserved. VAR-family models do not have model-file equations in the same sense; ``get(m, 'equations')`` returns the canonical structural / reduced-form representation the parser built from the factory arguments. Information on model results ----------------------------- First-order structural form ~~~~~~~~~~~~~~~~~~~~~~~~~~~~ The matrices of the parsed first-order structural form are reachable via ``extract_first_order_structure``. They include the contemporaneous, lead and lag Jacobians used to feed the perturbation solver (DSGE-shaped models) or the structural-form matrices ``A0``, ``A1``, ..., ``Ap`` (SVAR-shaped models). Solution results ~~~~~~~~~~~~~~~~~ After ``solve`` succeeds, the solution lives in ``m.state_space{1}`` (one entry per parameterization) and includes the regime-specific transition matrices, the shock-impact matrices, and the steady state. Use ``print_solution(m)`` for a human-readable view:: print_solution(m) print_solution(m, {'pi','y'}) % restrict to a subset The shape of ``state_space`` is the same across factories -- the unified state-space representation described in :doc:`../Architecture/Modern architecture`. Posterior maximisation results ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ After ``estimate`` succeeds:: m_est.estimation.posterior_maximization.mode m_est.estimation.posterior_maximization.mode_stdev m_est.estimation.posterior_maximization.hessian m_est.estimation.posterior_maximization.vcov m_est.estimation.posterior_maximization.log_post m_est.estimation.posterior_maximization.log_lik m_est.estimation.posterior_maximization.log_prior m_est.estimation.posterior_maximization.log_marginal_data_density_laplace The field names and shapes are the same across factories. See :doc:`../Estimation/Main Estimation` for the full surface.