62 lines
1.3 KiB
Modula-2
62 lines
1.3 KiB
Modula-2
var R Pie Y;
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varobs Y Pie R;
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svar_identification;
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lower_cholesky;
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end;
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markov_switching(chain=1,number_of_regimes=2,duration=2.5);
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svar(variances, chain=1);
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set_dynare_seed(5);
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ms_estimation(datafile=msdata
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,freq=4
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,initial_year=1959
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,final_year=2005
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,nlags=4
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,max_repeated_optimization_runs=1
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,max_number_of_stages=0
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);
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ms_simulation(mh_replic=1000);
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ms_compute_mdd;
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ms_compute_probabilities;
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ms_irf;
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ms_forecast;
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ms_variance_decomposition;
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ms_estimation(datafile=msdata, file_tag=tmv_rr_sr
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,freq=4
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,initial_year=1959
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,final_year=2005
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,nlags=4
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,max_repeated_optimization_runs=1
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,max_number_of_stages=0
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);
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ms_simulation(mh_replic=1000,file_tag=tmv_rr_sr);
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ms_compute_mdd(file_tag=tmv_rr_sr);
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ms_compute_probabilities(file_tag=tmv_rr_sr);
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ms_irf(file_tag=tmv_rr_sr);
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ms_forecast(file_tag=tmv_rr_sr);
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ms_variance_decomposition(file_tag=tmv_rr_sr);
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ms_estimation(datafile=msdata, file_tag=tmv_rr_sr, no_create_init
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,freq=4, output_file_tag=tmv_rr_tr
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,initial_year=1959
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,final_year=2005
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,nlags=4
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,max_repeated_optimization_runs=1
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,max_number_of_stages=0
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);
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ms_simulation(mh_replic=1000,file_tag=tmv_rr_tr);
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ms_compute_mdd(file_tag=tmv_rr_tr);
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ms_compute_probabilities(file_tag=tmv_rr_tr);
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ms_irf(file_tag=tmv_rr_tr);
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ms_forecast(file_tag=tmv_rr_tr);
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ms_variance_decomposition(file_tag=tmv_rr_tr);
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