Added a model with VAR and PAC equation.
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#!/bin/sh
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rm -rf example
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rm -f example_dynamic.json example.json example.m example_original.json example_static.json
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rm -f example_dynamic.m example.log example_set_auxiliary_variables.m example_static.m
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// --+ options: json=compute +--
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var y x z;
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varexo ex ey ez;
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parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 ; // VAR parameters
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parameters beta g e_c_m c_z_1 c_z_2; // PAC equation parameters
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a_y_1 = .2;
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a_y_2 = .3;
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b_y_1 = .1;
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b_y_2 = .4;
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b_x_1 = -.1;
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b_x_2 = -.2;
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g = .0;
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beta = .9;
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e_c_m = .1;
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c_z_1 = .7;
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c_z_2 = -.3;
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var_model(model_name=toto, eqtags=['eq:x', 'eq:y']);
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model;
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[name='eq:y']
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y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ;
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[name='eq:x']
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diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ez ;
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[name='eq:pac']
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diff(z) = e_c_m*(x(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(model_name=pacman, var_model_name=toto, discount=beta, growth=g) + ez;
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end;
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get_companion_matrix('toto');
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