Added test with two PAC equations in the same mod file.
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#!/bin/sh
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rm -rf example
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rm -rf +example
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rm -f example*.mat
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rm -f example.log
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// --+ options: json=compute, stochastic +--
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var x1 x2 x1bar x2bar z u;
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varexo ex1 ex2 ex1bar ex2bar ez eu;
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parameters a_x1_0 a_x1_1 a_x1_2 a_x1_x2_1 a_x1_x2_2
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a_x2_0 a_x2_1 a_x2_2 a_x2_x1_1 a_x2_x1_2
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e_c_m_z e_c_m_u c_z_1 c_z_2 c_u_1 c_u_2 gamma_z gamma_u beta ;
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a_x1_0 = -.9;
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a_x1_1 = .4;
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a_x1_2 = .3;
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a_x1_x2_1 = .1;
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a_x1_x2_2 = .2;
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a_x2_0 = -.9;
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a_x2_1 = .2;
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a_x2_2 = -.1;
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a_x2_x1_1 = -.1;
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a_x2_x1_2 = .2;
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beta = .2;
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e_c_m_z = .5;
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e_c_m_u = .6;
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c_z_1 = .2;
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c_z_2 = -.1;
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c_u_1 = .2;
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c_u_2 = -.1;
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gamma_z = .7;
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gamma_u = .8;
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trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq:x2bar'], targets=['eq:x1bar', 'eq:x2bar']);
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pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
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pac_model(auxiliary_model_name=toto, discount=beta, model_name=nowhereman);
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model;
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[name='eq:x1']
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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;
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[name='eq:x2']
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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;
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[name='eq:x1bar']
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x1bar = x1bar(-1) + ex1bar;
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[name='eq:x2bar']
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x2bar = x2bar(-1) + ex2bar;
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[name='eq:pac:z']
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diff(z) = gamma_z*(e_c_m_z*(x1(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman)) + (1-gamma_z)*ez;
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[name='eq:pac:u']
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diff(u) = gamma_u*(e_c_m_u*(x2(-1)-u(-1)) + c_u_1*diff(u(-1)) + c_u_2*diff(u(-2)) + pac_expectation(nowhereman)) + (1-gamma_u)*eu;
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end;
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shocks;
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var ex1 = 1.0;
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var ex2 = 1.0;
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var ex1bar = 1.0;
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var ex2bar = 1.0;
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var ez = 1.0;
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var eu = 1.0;
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end;
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