158 lines
9.1 KiB
Matlab
158 lines
9.1 KiB
Matlab
series = [ 1.831805242058402 0.326183687045750 0.571394980772413
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1.984702489138465 0.335169748463059 0.670420465974991
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1.797086108881765 0.323738578123985 0.547308667595199
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1.868444017934854 0.328080679826740 0.593052853366243
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1.895360226929111 0.329595817929623 0.609928225756056
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1.790832321540929 0.323045792420179 0.541464341531705
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1.760361113136238 0.321043326280900 0.521508650424371
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1.790915969739093 0.322955490721488 0.540943037175086
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2.094179862755653 0.340746414276014 0.739070344706716
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2.351323603033167 0.353813072593956 0.910247160484619
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2.210203726655083 0.345882571920415 0.814539583358436
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2.502764243167320 0.360529072208579 1.010034424820335
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2.569208789183717 0.362428841518866 1.055534562597981
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2.547595154425792 0.360952177511515 1.039047992042150
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2.609146531246866 0.363696577503416 1.078846711754488
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2.571616001378042 0.361498291257734 1.051509986784717
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2.541891024016321 0.360071155104088 1.028624099377237
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2.689409275114334 0.366815600832908 1.128105032869184
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2.836542116534716 0.372524050373151 1.229814150394072
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2.989371778822207 0.378100564290163 1.336372695875410
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3.053527484610819 0.379663367671839 1.381646099750626
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2.881583926807516 0.371937515643922 1.259734111646857
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2.937243454748999 0.375283171360020 1.293755438734926
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3.118203726771490 0.382439157449350 1.420284000580079
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3.162221425436911 0.382978730072962 1.452879778911405
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3.270131116244304 0.387045130060735 1.528307700189284
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3.342461488854179 0.389086673292955 1.580437828600709
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3.273192452854725 0.385774052536333 1.531120751032252
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3.275458381986319 0.386357608290016 1.529824198671000
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3.140839718197673 0.380646875429989 1.433095635793685
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3.219561570532605 0.384603663097986 1.485897119680615
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3.046020484023621 0.376619364484571 1.363233558132235
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2.875797146770958 0.369735139885355 1.238996996305890
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2.749622178822991 0.364254301976450 1.147444649402347
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2.392412920492719 0.346784183865998 0.894670846513585
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2.538569352588205 0.354489172654320 0.995609156305664
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2.568582116289918 0.355797653561804 1.017051641895211
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2.473671797066097 0.350928176810026 0.950257635346841
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2.620458952999331 0.358256344008751 1.053181588833955
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2.417877040613256 0.347870025062447 0.911027320823617
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2.397670314991495 0.346921694035742 0.896082963087687
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2.366883065577286 0.345289845529682 0.874408874120826
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2.398421161488027 0.346918229004658 0.896452534897949
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2.429022432917506 0.348458911692765 0.917940360480214
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2.329480001673114 0.343218039531235 0.848090572728616
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2.323778203248307 0.342928605968239 0.843955176095121
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2.304540951504139 0.341899250525543 0.830468123386457
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2.371683909087846 0.345441636785679 0.877514351279621
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2.490195690751581 0.351506590301081 0.960838542863225
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2.611493982190879 0.357442690934199 1.046618170917642
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2.503405760920729 0.351887256856341 0.970703524500816
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2.502374477458479 0.351865505580769 0.969514474424414
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2.359478710434038 0.344470328092121 0.868876338341471
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2.235614401552562 0.337896673011709 0.781763976906244
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2.237065512060965 0.337998138421979 0.782823153982811
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2.405249293222310 0.346934628008361 0.900834255435682
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2.317208444296528 0.342286974469216 0.839012239040374
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2.356353796613430 0.344364397044866 0.866418340883992
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2.329623188746103 0.342942028228397 0.847657055734664
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2.451699791573160 0.349287377428137 0.933477131054643
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2.326653326931049 0.342720642543720 0.845654324922242
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2.328176409623511 0.342824741941796 0.846575965562970
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2.387605984815603 0.345939128892875 0.888332186956944
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2.508162718702005 0.352082240173918 0.973304394397491
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2.682098704221850 0.360548632109151 1.096619975241019
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2.683210187517440 0.360334208336806 1.098196347992521
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2.495448180812561 0.351002978084749 0.965191387615425
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2.400677321318541 0.346260011274923 0.897566056014340
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2.279709427240636 0.339905112366486 0.812280162193439
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2.543742139352676 0.353571759314430 0.998416614177836
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2.466804544683231 0.349570487450388 0.944374705292784
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2.545923232397798 0.353562161906674 1.000133847612044
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2.516609766492527 0.351998960811952 0.979615171231177
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2.612598123816773 0.356735709969249 1.047580818676070
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2.514581877733644 0.351736314350723 0.978472497403178
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2.346814819442599 0.343151537387364 0.859593502999736
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2.190061053436186 0.334783668048696 0.749123665788591
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2.248248190346710 0.337975537211722 0.790133451151325
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2.231245577955952 0.337099249591117 0.778120306643938
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2.213620813638347 0.336172963701584 0.765787919679999
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2.372368622485876 0.344669139219734 0.877475808694303
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2.402394532412963 0.346236714114806 0.898578702308663
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2.421632200543405 0.347211723112796 0.912182166100545
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2.600814823475984 0.356206951763316 1.039020125139189
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2.499717430182296 0.351010191098421 0.967897548419094
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2.572211042595633 0.354659119526649 1.018967108776286
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2.663557373274198 0.359030754462987 1.084127294941044
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2.624508384540186 0.356972637699486 1.056848324055082
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2.638578391882532 0.357631581496546 1.066764536958948
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2.490619544707827 0.350219619250241 0.961836430307891
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2.351499685312523 0.343126531712676 0.862944429125821
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2.361744409273265 0.343693557597678 0.870045243822348
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2.442494968080141 0.347873202461086 0.927160968018594
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2.745123805313629 0.362770643020118 1.142349343426111
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2.655499503705102 0.358132929197389 1.079779897215503
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2.663850696079126 0.358574973979539 1.085379958290025
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2.642540272757401 0.357462408799286 1.070401889504760
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2.404037994048185 0.345491588561572 0.900884395443159
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2.348769349405146 0.342712258600463 0.861219163642359
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2.151645849089095 0.332135094769575 0.722080451054128
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2.252343203542463 0.337640454116440 0.793256172150181
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2.158313350236808 0.332590653949928 0.726803768436609
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2.177375300770910 0.333675009914873 0.740364253592691
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2.125333870619463 0.330857624626525 0.703750112206580
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2.166601866570710 0.333192210611845 0.732859178568121
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2.108843923653465 0.330052027456209 0.692243810014626
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2.170141182101418 0.333505871231270 0.735409067431057
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2.254451075620278 0.338167643418567 0.794516594921980
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2.446506792318999 0.348291161505242 0.929849297341202
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2.420231514001146 0.346916032088861 0.911318264635804
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2.181800682169253 0.334237425269950 0.743319742477540
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2.099742314313267 0.329709128744430 0.685953130712018
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2.253483605428042 0.338209143902201 0.794027010792921
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2.139849820112224 0.332063175615470 0.714018808416182
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2.250143469020041 0.338136253085361 0.791600043424550
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2.264735780708348 0.338979274263224 0.801680191863518
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2.425121660100526 0.347436401511180 0.914625338218002
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2.206590644219017 0.335830510968584 0.760892479739662
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2.189826738892797 0.334948331690477 0.749202347672420
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2.069051029835663 0.328235256714593 0.664845519474291
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2.391186717627713 0.345755663706005 0.891100361136644
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2.478723828708481 0.350304667654797 0.952470631759343
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2.633589418757750 0.357943374909926 1.062259709272963
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2.501720459872961 0.351218582106388 0.969405568955396
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2.438825464623843 0.348074452736294 0.924486170126454
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2.402956953910124 0.346226899680829 0.899047137304136
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2.524642865536631 0.352419486777799 0.985020882838327
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2.486592708507011 0.350410839822111 0.958347818799192
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2.561198294838873 0.354135408220830 1.011115336262727
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2.320611782924737 0.341730318797737 0.841256200313256
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2.279686641907904 0.339623952830723 0.812097446193594
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2.192677970879956 0.334934939278205 0.750983611681066
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2.034253696137675 0.326074943710870 0.640293522184461
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2.100411653364924 0.329874859982984 0.687004183670506
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2.136363142365890 0.331978934678318 0.712025267361496
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2.145765618417357 0.332571647651874 0.718576738965439
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2.015355353786295 0.325223748826715 0.627682513187217
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2.144497911280442 0.332597163880719 0.718235199174144
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2.184419901142909 0.334907791330299 0.745855884353715
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2.156941988546521 0.333440304455754 0.726637490761326
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2.164896092557094 0.333922888423381 0.732317236030551
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2.142495889557134 0.332723978543999 0.716747302318746
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1.972335146672318 0.323009944472129 0.598611382636265
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1.960032978731420 0.322337700909600 0.590822458953444
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1.892736021185325 0.318399928224863 0.544712037197812
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1.817727518077365 0.313890597043592 0.493800641801013
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1.732818354432900 0.308638151751227 0.436587334970866
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1.709712053275818 0.307294092052731 0.421979569450315
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1.560777278572816 0.297457158767192 0.322157189475494
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1.678355925543266 0.305618851041591 0.403484108249424] ;
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set_dynare_seed('default');
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y = series(:,1) + 0.00158*randn(size(series(:,1)));
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l = series(:,2) + 0.0011*randn(size(series(:,2)));
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i = series(:,3) + 0.000866*randn(size(series(:,3)));
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clear series; |