From dccabecee7aa74e3bda424b3d6889693bce6044a Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Fri, 15 Mar 2019 13:29:15 +0100 Subject: [PATCH] fix trend-component tests --- tests/trend-component-and-var-models/tcm6.mod | 10 +++++++++- tests/trend-component-and-var-models/tcm7.mod | 9 ++++++++- tests/trend-component-and-var-models/tcm8.mod | 9 ++++++++- 3 files changed, 25 insertions(+), 3 deletions(-) diff --git a/tests/trend-component-and-var-models/tcm6.mod b/tests/trend-component-and-var-models/tcm6.mod index c27dae769..a1858dc84 100644 --- a/tests/trend-component-and-var-models/tcm6.mod +++ b/tests/trend-component-and-var-models/tcm6.mod @@ -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. diff --git a/tests/trend-component-and-var-models/tcm7.mod b/tests/trend-component-and-var-models/tcm7.mod index 582c2152f..98d7ec639 100644 --- a/tests/trend-component-and-var-models/tcm7.mod +++ b/tests/trend-component-and-var-models/tcm7.mod @@ -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. diff --git a/tests/trend-component-and-var-models/tcm8.mod b/tests/trend-component-and-var-models/tcm8.mod index 63589fe19..425f8ef6f 100644 --- a/tests/trend-component-and-var-models/tcm8.mod +++ b/tests/trend-component-and-var-models/tcm8.mod @@ -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.