var a; varexo epsil ; parameters betta; betta = 0.97; model; a = betta*a(+1)+epsil; end; initval; a=0; end; steady; shocks; var epsil; stderr .2; end; steady; check; % Skip test under Octave 5.1 % ordeig() is buggy in that version (but is fixed in later ones; and in older % ones it is absent, so we use our replacement) if ~isoctave || octave_ver_less_than('5.1') || ~octave_ver_less_than('5.2') stoch_simul(periods=0, irf=30, order=1); stoch_simul(periods=2000, irf=30, order=1); stoch_simul(periods=0, irf=30, order=1,hp_filter=1600); stoch_simul(periods=2000, irf=30, order=1,hp_filter=1600); end