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fix trend-component tests

time-shift
Houtan Bastani 2019-03-15 13:29:15 +01:00
parent d3db092c81
commit dccabecee7
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GPG Key ID: 000094FB955BE169
3 changed files with 25 additions and 3 deletions
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10
tests/trend-component-and-var-models/tcm6.mod
View File

@ -8,7 +8,8 @@ var U2_Q_YED
U2_G_EYER
U2_HH_OCOR
U2_HH_COR
U2_H_Q_YER400 ;
U2_H_Q_YER400
var_allows_second_pac_eqn ;
varexo res_U2_Q_YED
res_U2_G_YER
@ -110,6 +111,13 @@ diff(log(U2_HH_COR)) = ecm_pac*(log(U2_HH_COR(-1))-log(U2_HH_OCOR(-1))) +
u2_hh_cor_pac_u2_hh_cor_L1*diff(log(U2_HH_COR(-1))) +
pac_expectation(pacman) +
res_ez;
[name='zpac1']
diff(log(U2_HH_COR)) = ecm_pac*(log(U2_HH_COR(-1))-log(U2_HH_OCOR(-1))) +
u2_hh_cor_pac_u2_hh_cor_L1*diff(log(U2_HH_COR(-1))) +
pac_expectation(pacman1) +
res_ez;
end;
// Random calibration for the TREND_COMPONENT_MODEL's parameters.

9
tests/trend-component-and-var-models/tcm7.mod
View File

@ -8,7 +8,8 @@ var U2_Q_YED
U2_G_EYER
U2_HH_OCOR
U2_HH_COR
U2_H_Q_YER400 ;
U2_H_Q_YER400
var_allows_second_pac_eqn ;
varexo res_U2_Q_YED
res_U2_G_YER
@ -112,6 +113,12 @@ diff(log(U2_HH_COR)) = ecm_pac*(log(U2_HH_COR(-1))-log(U2_HH_OCOR(-1))) +
u2_hh_cor_pac_u2_hh_cor_L1*diff(log(U2_HH_COR(-1))) +
pac_expectation(pacman) +
res_ez;
[name='zpac1']
diff(log(U2_HH_COR)) = ecm_pac*(log(U2_HH_COR(-1))-log(U2_HH_OCOR(-1))) +
u2_hh_cor_pac_u2_hh_cor_L1*diff(log(U2_HH_COR(-1))) +
pac_expectation(pacman1) +
res_ez;
end;
// Use the same calibration as in tcm6.mod.

9
tests/trend-component-and-var-models/tcm8.mod
View File

@ -8,7 +8,8 @@ var U2_Q_YED
U2_G_EYER
U2_HH_OCOR
U2_HH_COR
U2_H_Q_YER400 ;
U2_H_Q_YER400
var_allows_second_pac_eqn ;
varexo res_U2_Q_YED
res_U2_G_YER
@ -111,6 +112,12 @@ diff(log(U2_HH_COR)) = ecm_pac*(log(U2_HH_COR(-1))-log(U2_HH_OCOR(-1))) +
u2_hh_cor_pac_u2_hh_cor_L1*diff(log(U2_HH_COR(-1))) +
pac_expectation(pacman) +
res_ez;
[name='zpac1']
diff(log(U2_HH_COR)) = ecm_pac*(log(U2_HH_COR(-1))-log(U2_HH_OCOR(-1))) +
u2_hh_cor_pac_u2_hh_cor_L1*diff(log(U2_HH_COR(-1))) +
pac_expectation(pacman1) +
res_ez;
end;
// Use the same calibration as in tcm6.mod.