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Removed useless tag (data_type).

time-shift
Stéphane Adjemia (Scylla) 2018-10-24 18:45:38 +02:00
parent dcea7514d9
commit 524085927d
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
23 changed files with 74 additions and 74 deletions
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8
tests/pac/trend-component-1/example.mod
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@ -34,16 +34,16 @@ pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
model;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='eq:pac']

8
tests/pac/trend-component-10/example.mod
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@ -39,16 +39,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(log(x1)) = a_x1_0*(log(x1(-1))-x1bar(-1)) + a_x1_1*diff(log(x1(-1))) + a_x1_2*diff(log(x1(-2))) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(log(x1(-1))) + a_x2_2*diff(log(x1(-2))) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-11/example.mod
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@ -34,16 +34,16 @@ pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
model;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(diff(log(x1))) = a_x1_0*(diff(log(x1(-1)))-x1bar(-1)) + a_x1_1*diff(diff(log(x1(-1)))) + a_x1_2*diff(diff(x1(-2))) + a_x1_x2_1*diff(log(x2(-1))) + a_x1_x2_2*diff(log(x2(-2))) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(log(x2)) = a_x2_0*(log(x2(-1))-x2bar(-1)) + a_x2_1*diff(diff(log(x1(-1)))) + a_x2_2*diff(diff(log(x1(-2)))) + a_x2_x1_1*diff(log(x2(-1))) + a_x2_x1_2*diff(log(x2(-2))) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='eq:pac']

8
tests/pac/trend-component-12/example.mod
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@ -39,16 +39,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-13a/example.mod
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@ -39,16 +39,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-13b/example.mod
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@ -39,16 +39,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-14/example.mod
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@ -39,16 +39,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-14/substitution.mod
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@ -37,16 +37,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-2/example.mod
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@ -34,16 +34,16 @@ pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
model;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(diff(x1)) = a_x1_0*(diff(x1(-1))-diff(x1bar(-1))) + a_x1_1*diff(diff(x1(-1))) + a_x1_2*diff(diff(x1(-2))) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(diff(x1(-1))) + a_x2_2*diff(diff(x1(-2))) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
diff(x1bar) = diff(x1bar(-1)) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='eq:pac']

8
tests/pac/trend-component-3/example.mod
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@ -34,16 +34,16 @@ pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
model;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(diff(x1)) = a_x1_0*(diff(x1(-1))-diff(x1bar(-1))) + a_x1_1*diff(diff(x1(-1))) + a_x1_2*diff(diff(x1(-2))) + a_x1_x2_1*diff(log(x2(-1))) + a_x1_x2_2*diff(log(x2(-2))) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(log(x2)) = a_x2_0*(log(x2(-1))-log(x2bar(-1))) + a_x2_1*diff(diff(x1(-1))) + a_x2_2*diff(diff(x1(-2))) + a_x2_x1_1*diff(log(x2(-1))) + a_x2_x1_2*diff(log(x2(-2))) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
diff(x1bar) = diff(x1bar(-1)) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
log(x2bar) = log(x2bar(-1)) + ex2bar;
[name='eq:pac']

8
tests/pac/trend-component-4/example.mod
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@ -35,16 +35,16 @@ pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
model;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1))+a_x1_0_*(x2(-1)-x2bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='eq:pac']

8
tests/pac/trend-component-5/example.mod
View File

@ -42,16 +42,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='eq:pac']

8
tests/pac/trend-component-6/example.mod
View File

@ -42,16 +42,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-7/example.mod
View File

@ -40,16 +40,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-8-mc-iterative-ols/example.mod
View File

@ -41,16 +41,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-8-mc-nls/example.mod
View File

@ -41,16 +41,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

8
tests/pac/trend-component-9/example.mod
View File

@ -39,16 +39,16 @@ model;
[name='eq:y']
y = rho_1*y(-1) + rho_2*y(-2) + ey;
[name='eq:x1', data_type='nonstationary']
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2', data_type='nonstationary']
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar', data_type='nonstationary']
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar', data_type='nonstationary']
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='zpac']

2
tests/pac/var-1/example.mod
View File

@ -29,7 +29,7 @@ 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', data_type='nonstationary']
[name='eq:x']
diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ;
[name='eq:pac']

2
tests/pac/var-2/example.mod
View File

@ -31,7 +31,7 @@ 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', data_type='nonstationary']
[name='eq:x']
diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ;
[name='eq:pac']

2
tests/pac/var-3/example.mod
View File

@ -31,7 +31,7 @@ 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', data_type='nonstationary']
[name='eq:x']
diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ;
[name='eq:pac']

2
tests/pac/var-4/example.mod
View File

@ -31,7 +31,7 @@ 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', data_type='nonstationary']
[name='eq:x']
diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + g*(1-b_x_2) + ex ;
[name='eq:pac']

2
tests/pac/var-5/example.mod
View File

@ -31,7 +31,7 @@ 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', data_type='nonstationary']
[name='eq:x']
diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + g*(1-b_x_2) + ex ;
[name='eq:pac']

2
tests/pac/var-5/substitution.mod
View File

@ -28,7 +28,7 @@ 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', data_type='nonstationary']
[name='eq:x']
diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + g*(1-b_x_2) + ex ;
[name='eq:pac']