158 lines
9.1 KiB
Matlab
158 lines
9.1 KiB
Matlab
series = [ 1.760105924130475 0.312845989288584 0.472239512216113
|
|
1.791115550250920 0.315305579629763 0.495435385609039
|
|
1.751331053949751 0.311989642569820 0.464766630177063
|
|
1.765929133664154 0.313176251276488 0.475784761647821
|
|
1.770872676560947 0.313535941672459 0.479277718740513
|
|
1.748075630214838 0.311640694207934 0.461812669855265
|
|
1.740886476370027 0.311073006485788 0.456517504298258
|
|
1.746988485610710 0.311609842604230 0.461340624803336
|
|
1.808281456868951 0.316539782119637 0.507629282479002
|
|
1.854947854385870 0.320010198263909 0.541895324334327
|
|
1.827811476526137 0.317608694730638 0.519624032701902
|
|
1.879047068282612 0.321359760057394 0.557145907254063
|
|
1.887936238720303 0.321683176283716 0.561813543154462
|
|
1.882365288701271 0.320907888275609 0.555461197000685
|
|
1.890963491380599 0.321242988024427 0.560026873563179
|
|
1.882743098340623 0.320289640711274 0.551797310779183
|
|
1.876245428003903 0.319508363989648 0.545106040180286
|
|
1.899034955459843 0.320980198691605 0.560776758509276
|
|
1.919897524223688 0.322227856348739 0.574674345449269
|
|
1.940465687586868 0.323391885583672 0.588076473486549
|
|
1.946743468303839 0.323448346524082 0.590378789190440
|
|
1.918157772981919 0.320928920092838 0.566236466080824
|
|
1.925845147314101 0.321216558537531 0.570201396175100
|
|
1.950276054315104 0.322717541652949 0.586824950361549
|
|
1.952915927458601 0.322540993947346 0.586583808819511
|
|
1.965636934883926 0.323122493559917 0.594038815545898
|
|
1.972278860444277 0.323231527516691 0.596759621388749
|
|
1.959399309100668 0.321916338391799 0.584645544633759
|
|
1.958073327908836 0.321508830194106 0.581624183440973
|
|
1.936706642470067 0.319634602213589 0.563522208941135
|
|
1.947132164851317 0.320188564417158 0.569981980824923
|
|
1.919592010791757 0.317893953785440 0.547555649660018
|
|
1.894582145436749 0.315863589696844 0.527608826086009
|
|
1.875328652440384 0.314322533775785 0.512518217710308
|
|
1.818937674207909 0.309930593995679 0.469772963605365
|
|
1.842409309222495 0.311897436693824 0.488301677052811
|
|
1.845447947284471 0.312192107041639 0.490975676211932
|
|
1.829190530052879 0.310975037205003 0.479016383910071
|
|
1.851212468593380 0.312780063456632 0.496217792811673
|
|
1.817833267055856 0.310203236444623 0.471201641902107
|
|
1.814097651048634 0.310028641358866 0.469129333784112
|
|
1.808063752653222 0.309676136030093 0.465359164080259
|
|
1.812053865835763 0.310126209868808 0.469216929060463
|
|
1.815799385165197 0.310539545366918 0.472785315494855
|
|
1.798798028758880 0.309298628496020 0.460618548651907
|
|
1.796971476500592 0.309299647541166 0.460158134508980
|
|
1.792859811632106 0.309117520299899 0.457969407540741
|
|
1.802670357795570 0.310047046957601 0.466302337158534
|
|
1.820354449456020 0.311558370446942 0.480365151317462
|
|
1.837863518950930 0.312988951978216 0.493967328821185
|
|
1.819974600115587 0.311600489058620 0.480537413839488
|
|
1.819271706701453 0.311606389118186 0.480384082633725
|
|
1.796029494102046 0.309829708408597 0.463237300920444
|
|
1.775524357691159 0.308313824436222 0.448559541114655
|
|
1.774854815875979 0.308434688960723 0.449144066862645
|
|
1.800835802767033 0.310677704459576 0.469765050688536
|
|
1.786059157721867 0.309590821826591 0.459188017661675
|
|
1.791551405000660 0.310156043725194 0.464114176691556
|
|
1.786523594020741 0.309861195621005 0.460986828042084
|
|
1.804952143362207 0.311441919821646 0.475591467341628
|
|
1.784480090431664 0.309872669759674 0.460532950060849
|
|
1.784140477821738 0.309959999276874 0.460985722206660
|
|
1.792798863056227 0.310761222426831 0.468191678518626
|
|
1.810747873450371 0.312264562058321 0.482223441024178
|
|
1.836065173354547 0.314274983408592 0.501492175433812
|
|
1.834938445492660 0.314139706316670 0.500357204123308
|
|
1.806164052494138 0.311841299442154 0.478396307371778
|
|
1.791620538153089 0.310730861290031 0.467698336394830
|
|
1.772173414017760 0.309256295298234 0.453561242440342
|
|
1.812359648762609 0.312589557817234 0.484663233994422
|
|
1.799780206306195 0.311608460056369 0.475265269172501
|
|
1.811364242815336 0.312573632439023 0.484300778401714
|
|
1.806180627845691 0.312178076723633 0.480478570801151
|
|
1.820046807592720 0.313298422774191 0.491109285086001
|
|
1.804568707455205 0.312065809617281 0.479359179539144
|
|
1.778702229794904 0.310038401087946 0.460068807524478
|
|
1.753649470369830 0.308120981940320 0.441860777634412
|
|
1.762068124424802 0.308974588046040 0.449247521833160
|
|
1.758856007155504 0.308854726469356 0.447693105953493
|
|
1.755433459009933 0.308720641041879 0.446000172507877
|
|
1.779715943854885 0.310825716005938 0.465178127643472
|
|
1.783930656673236 0.311234452750944 0.468790547227773
|
|
1.786393861473134 0.311487455757189 0.470991209360008
|
|
1.812898088968145 0.313635733468485 0.491256411174780
|
|
1.797000942820567 0.312346799207385 0.479078496049043
|
|
1.807708490475648 0.313210619724172 0.487246468090725
|
|
1.820545018487566 0.314204773496048 0.496832484203625
|
|
1.814116326762029 0.313647239601944 0.491664078190780
|
|
1.815926310618496 0.313758727958057 0.492837457825446
|
|
1.793643825095235 0.311961730422198 0.475822245177027
|
|
1.772611874266904 0.310310656389495 0.460168156652974
|
|
1.773842053215969 0.310499043015798 0.461642812402857
|
|
1.785642136192052 0.311526453631286 0.471032222071789
|
|
1.829627605677892 0.315044478550508 0.504474308367718
|
|
1.815474499865232 0.313850063604634 0.493282068447158
|
|
1.816739274169429 0.313910944956201 0.493994123075643
|
|
1.813254431983305 0.313595577041968 0.491112183202942
|
|
1.777865207201645 0.310754679633359 0.464261094025897
|
|
1.769595829699111 0.310163842241233 0.458485858065570
|
|
1.738659830875185 0.307745681157472 0.435795806472776
|
|
1.753436721676202 0.309129771430515 0.447999836470890
|
|
1.738481436021817 0.308039101942578 0.437545017347768
|
|
1.740721029687560 0.308389115201939 0.440245658063711
|
|
1.732029327854716 0.307829919218540 0.434648762458203
|
|
1.737881122071139 0.308481963044799 0.440093163154560
|
|
1.728349104083563 0.307847119795516 0.433830656073788
|
|
1.737427954717117 0.308761979466418 0.441680792447009
|
|
1.750442947374700 0.309959966873872 0.452290462457059
|
|
1.779708864329036 0.312413921952660 0.474876889887843
|
|
1.775517700307935 0.312080924290991 0.471738746822015
|
|
1.738514480440751 0.309096953236020 0.443991465279803
|
|
1.724939674799569 0.308103998655976 0.434532905394758
|
|
1.748639894643620 0.310202459511950 0.453294130844291
|
|
1.730755612953242 0.308820365538791 0.440340001996458
|
|
1.747650308897352 0.310332409785786 0.453823831757850
|
|
1.749916699862329 0.310591600424986 0.455980263561499
|
|
1.774426772869005 0.312637115042041 0.474818879600935
|
|
1.740468164509070 0.309876282879142 0.449208911368321
|
|
1.737549008596557 0.309727704615865 0.447559410722363
|
|
1.717860431453982 0.308201819817147 0.433340786017471
|
|
1.767957927064596 0.312440621914469 0.471904911234585
|
|
1.781541660272785 0.313526179152300 0.482105532880402
|
|
1.804344557934195 0.315294209577413 0.499025051607507
|
|
1.784390243718790 0.313599070228016 0.483320723495016
|
|
1.775311536722649 0.312826632807963 0.476202483262179
|
|
1.769910016585468 0.312375180855473 0.472029256009528
|
|
1.788150491156262 0.313835100220238 0.485763549426003
|
|
1.782208569646677 0.313306245996605 0.480957924899580
|
|
1.793299392486021 0.314155939009175 0.489106667914307
|
|
1.756885968603183 0.311168062389533 0.461287567602054
|
|
1.750759539703974 0.310714859720743 0.456944873825189
|
|
1.736951131154746 0.309648094136421 0.446925313549972
|
|
1.711160587304450 0.307618648711839 0.428144813997209
|
|
1.720963686450892 0.308600975424972 0.436526291240511
|
|
1.726695519089401 0.309207201827563 0.441636496567855
|
|
1.728089508420109 0.309432993463704 0.443352306847972
|
|
1.706713941073114 0.307765747865817 0.427915961562161
|
|
1.726924471697119 0.309600667916548 0.444058294820935
|
|
1.733588015863146 0.310242486127838 0.449633093256537
|
|
1.729174707935853 0.309950688669380 0.446740897858215
|
|
1.730286135569681 0.310122869634148 0.448060312437253
|
|
1.726601265171260 0.309893747429677 0.445735020251979
|
|
1.698421870820049 0.307636786323920 0.425068312709748
|
|
1.695448780500048 0.307550916364643 0.423804837967207
|
|
1.683650854279764 0.306723382060783 0.415936535399100
|
|
1.669913985903250 0.305753527158022 0.406787487941312
|
|
1.653878134082938 0.304611079255971 0.396118930676138
|
|
1.648446560982758 0.304410745365111 0.393617956062407
|
|
1.619912950387850 0.302205289654123 0.373881240161860
|
|
1.639388896456292 0.304249793143430 0.390462851630105] ;
|
|
|
|
set_dynare_seed('default');
|
|
|
|
y = series(:,1) + 0.00158*randn(size(series(:,1)));
|
|
l = series(:,2) + 0.0011*randn(size(series(:,2)));
|
|
i = series(:,3) + 0.000866*randn(size(series(:,3)));
|
|
|
|
clear series; |