// See fs2000.mod in the examples/ directory for details on the model
// tests heteroskedastic filter/smoother
// includes lagged exogenous variable introduced by preprocessor

@#include "fs2000_het_model.inc" 

shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
corr e_a, e_m = 0.01;
var gp_obs; stderr 0.001;
var gy_obs; stderr 0.001;
corr gp_obs, gy_obs = 0.01;
end;

steady;

check;
stoch_simul(order=1,loglinear);
forecast;

options_.solve_tolf = 1e-12;

heteroskedastic_shocks;
  var e_b;
  periods 100:120;
  values 0.01;

  var e_a;
  periods 100:120;
  scales 0;
end;

estimation(order=1,datafile='../fsdat_simul',nobs=192,mode_compute=5,loglinear,mh_replic=0,smoother,filtered_vars,forecast=8,filter_step_ahead=[1:8],consider_all_endogenous,heteroskedastic_filter);

@#define mode_file_name="'fs2000_het_corr/Output/fs2000_het_corr_mode'"
@#include "fs2000_het_check.inc"