2015-05-19 17:18:47 +02:00
|
|
|
@#include "../Trend_exp_model_no_prefilter_common.inc"
|
|
|
|
|
2016-03-31 19:57:16 +02:00
|
|
|
addpath('..');
|
2022-04-11 17:03:43 +02:00
|
|
|
generate_trend_stationary_AR1(M_.fname);
|
2016-03-31 19:57:16 +02:00
|
|
|
|
2023-09-28 11:25:48 +02:00
|
|
|
estimation(order=1,datafile='Trend_loglinear_no_prefilter_Exp_AR1_trend_data_with_constant',mh_replic=0,silent_optimizer,
|
2015-05-19 17:18:47 +02:00
|
|
|
mode_compute=4,first_obs=1,
|
|
|
|
filtered_vars, filter_step_ahead = [1,2,4],
|
|
|
|
loglinear,smoother,forecast=100,prefilter=0) P_obs Y_obs junk2;
|
|
|
|
|
2022-04-11 17:03:43 +02:00
|
|
|
load('Trend_loglinear_no_prefilter_Exp_AR1_trend_data_with_constant');
|
2015-05-19 17:18:47 +02:00
|
|
|
@#include "../Trend_load_data_common.inc"
|
|
|
|
|
2022-04-11 17:03:43 +02:00
|
|
|
loaded_par=load('Trend_loglinear_no_prefilter_orig_params');
|
2015-05-19 17:18:47 +02:00
|
|
|
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
|
|
|
|
error('Parameter estimates do not match')
|
|
|
|
end
|
|
|
|
|
|
|
|
y_forecast_100_periods=loaded_par.orig_params(strmatch('const_y',M_.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par.orig_params(strmatch('g_y',M_.param_names,'exact'));
|
|
|
|
p_forecast_100_periods=loaded_par.orig_params(strmatch('const_p',M_.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par.orig_params(strmatch('g_p',M_.param_names,'exact'));
|
|
|
|
|
|
|
|
@#include "../Trend_diagnostics_ML_common.inc"
|
2016-04-01 11:23:27 +02:00
|
|
|
|
|
|
|
@#include "../Trend_no_prefilter_conditional_forecast.inc"
|
|
|
|
|