add three datafiles corresponding to the usual calibration exercise in the literature.

time-shift
Frédéric Karamé 2014-12-17 12:06:32 +01:00 committed by Stéphane Adjemian (Hermes)
parent 503356c2e3
commit b7d40cc714
3 changed files with 474 additions and 0 deletions

158
tests/particle/benchmark.m Normal file
View File

@ -0,0 +1,158 @@
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set_dynare_seed('default');
y = series(:,1) + 0.00158*randn(size(series(:,1)));
l = series(:,2) + 0.0011*randn(size(series(:,2)));
i = series(:,3) + 0.000866*randn(size(series(:,3)));
ti = [1950:0.25:1997.75] ;

158
tests/particle/extreme.m Normal file
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@ -0,0 +1,158 @@
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2.142495889557134 0.332723978543999 0.716747302318746
1.972335146672318 0.323009944472129 0.598611382636265
1.960032978731420 0.322337700909600 0.590822458953444
1.892736021185325 0.318399928224863 0.544712037197812
1.817727518077365 0.313890597043592 0.493800641801013
1.732818354432900 0.308638151751227 0.436587334970866
1.709712053275818 0.307294092052731 0.421979569450315
1.560777278572816 0.297457158767192 0.322157189475494
1.678355925543266 0.305618851041591 0.403484108249424] ;
set_dynare_seed('default');
y = series(:,1) + 0.0175*randn(size(series(:,1)));
l = series(:,2) + 0.00312*randn(size(series(:,2)));
i = series(:,3) + 0.00465*randn(size(series(:,3)));
ti = [1950:0.25:1997.75] ;

158
tests/particle/risky.m Normal file
View File

@ -0,0 +1,158 @@
series = [ 1.831805242058402 0.326183687045750 0.571394980772413
1.984702489138465 0.335169748463059 0.670420465974991
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2.499717430182296 0.351010191098421 0.967897548419094
2.572211042595633 0.354659119526649 1.018967108776286
2.663557373274198 0.359030754462987 1.084127294941044
2.624508384540186 0.356972637699486 1.056848324055082
2.638578391882532 0.357631581496546 1.066764536958948
2.490619544707827 0.350219619250241 0.961836430307891
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2.166601866570710 0.333192210611845 0.732859178568121
2.108843923653465 0.330052027456209 0.692243810014626
2.170141182101418 0.333505871231270 0.735409067431057
2.254451075620278 0.338167643418567 0.794516594921980
2.446506792318999 0.348291161505242 0.929849297341202
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2.139849820112224 0.332063175615470 0.714018808416182
2.250143469020041 0.338136253085361 0.791600043424550
2.264735780708348 0.338979274263224 0.801680191863518
2.425121660100526 0.347436401511180 0.914625338218002
2.206590644219017 0.335830510968584 0.760892479739662
2.189826738892797 0.334948331690477 0.749202347672420
2.069051029835663 0.328235256714593 0.664845519474291
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2.478723828708481 0.350304667654797 0.952470631759343
2.633589418757750 0.357943374909926 1.062259709272963
2.501720459872961 0.351218582106388 0.969405568955396
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2.402956953910124 0.346226899680829 0.899047137304136
2.524642865536631 0.352419486777799 0.985020882838327
2.486592708507011 0.350410839822111 0.958347818799192
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2.142495889557134 0.332723978543999 0.716747302318746
1.972335146672318 0.323009944472129 0.598611382636265
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1.892736021185325 0.318399928224863 0.544712037197812
1.817727518077365 0.313890597043592 0.493800641801013
1.732818354432900 0.308638151751227 0.436587334970866
1.709712053275818 0.307294092052731 0.421979569450315
1.560777278572816 0.297457158767192 0.322157189475494
1.678355925543266 0.305618851041591 0.403484108249424] ;
set_dynare_seed('default');
y = series(:,1) + 0.00158*randn(size(series(:,1)));
l = series(:,2) + 0.0011*randn(size(series(:,2)));
i = series(:,3) + 0.000866*randn(size(series(:,3)));
ti = [1950:0.25:1997.75] ;