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Updated first pac model example.

time-shift
Stéphane Adjemian (Charybdis) 2018-02-15 15:23:23 +01:00
parent 4ccb810530
commit b1368c4e85
1 changed files with 3 additions and 4 deletions
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7
examples/1/example.mod
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@ -6,7 +6,7 @@ varexo ex ey ez;
parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 ; // VAR parameters
parameters beta g e_c_m c_z_1 c_z_2; // PAC equation parameters
parameters beta e_c_m c_z_1 c_z_2; // PAC equation parameters
a_y_1 = .2;
a_y_2 = .3;
@ -15,7 +15,6 @@ b_y_2 = .4;
b_x_1 = -.1;
b_x_2 = -.2;
g = .0;
beta = .9;
e_c_m = .1;
c_z_1 = .7;
@ -28,11 +27,11 @@ 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']
[name='eq:x', data_type='nonstationary']
diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ;
[name='eq:pac']
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;
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) + ez;
end;