@#include "../Trend_exp_model_no_prefilter_common.inc" addpath('..'); generate_trend_stationary_AR1; estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400, mode_compute=4,first_obs=1,loglinear,diffuse_filter,smoother,forecast=100,prefilter=0, mcmc_jumping_covariance='MCMC_jump_covar', filtered_vars, filter_step_ahead = [1,2,4], mh_nblocks=1,mh_jscale=0.3) P_obs Y_obs junk2; load('Exp_AR1_trend_data_with_constant'); @#include "../Trend_load_data_common.inc" loaded_par=load('orig_params'); if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03 error('Parameter estimates do not match') end y_forecast_100_periods=loaded_par.orig_params(strmatch('const_y',loaded_par.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par.orig_params(strmatch('g_y',loaded_par.param_names,'exact')); p_forecast_100_periods=loaded_par.orig_params(strmatch('const_p',loaded_par.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par.orig_params(strmatch('g_p',loaded_par.param_names,'exact')); @#include "../Trend_diagnostics_MCMC_common.inc"