From 488913a092589e7ffe3ed87655c3ca94d74dbc3e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 9 Feb 2018 15:52:09 +0100
Subject: [PATCH] Added VAR model with ECM component.

---
 examples/var/clean  |  5 +++--
 examples/var/m3.mod | 32 ++++++++++++++++++++++++++++++++
 2 files changed, 35 insertions(+), 2 deletions(-)
 create mode 100644 examples/var/m3.mod

diff --git a/examples/var/clean b/examples/var/clean
index d09a225cc..1ac7e3d6a 100755
--- a/examples/var/clean
+++ b/examples/var/clean
@@ -1,5 +1,6 @@
 #!/bin/sh
 
-rm -rf m1 m2
+rm -rf m1 m2 m3
 rm -f m1_dynamic.m  m1.log  m1.m  m1_results.mat  m1_set_auxiliary_variables.m  m1_static.m
-rm -f m2_dynamic.m  m2.log  m2.m  m2_results.mat  m2_set_auxiliary_variables.m  m2_static.m
\ No newline at end of file
+rm -f m2_dynamic.m  m2.log  m2.m  m2_results.mat  m2_set_auxiliary_variables.m  m2_static.m
+rm -f m3_dynamic.m  m3.log  m3.m  m3_results.mat  m3_set_auxiliary_variables.m  m3_static.m
diff --git a/examples/var/m3.mod b/examples/var/m3.mod
new file mode 100644
index 000000000..eaf79b782
--- /dev/null
+++ b/examples/var/m3.mod
@@ -0,0 +1,32 @@
+var y x z;
+
+varexo ex ey ez;
+
+parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 c_z_1 c_z_2 c_z_3;
+
+a_y_1 =  .2;
+a_y_2 =  .3;
+b_y_1 =  .1;
+b_y_2 =  .4;
+b_x_1 = -.1;
+b_x_2 = -.2; 
+c_z_1 =  .9;
+c_z_2 =  .1;
+c_z_3 = -.8;
+
+var_model(model_name=toto, eqtags=['eq:x', 'eq:y', 'eq:z']);
+
+model;
+
+[name='eq:y']
+y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ;
+
+[name='eq:x']
+diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ;
+
+[name='eq:z']
+diff(z) = c_z_1*(x(-1)-z(-1)) + c_z_2*diff(z(-1)) + c_z_3*diff(z(-2)) + ez ;
+
+end;
+
+get_ar_matrices('toto');
\ No newline at end of file