dynare/dynare++/extern/R/test.r

16 lines
453 B
R

source("dynareR.r")
parameters <- c("beta","gamma","rho","alpha","delta")
varendo <- c("k","c","a")
varexo <- "eps"
parval <- c(.99,2,.9,.3,.025)
vcovmatrix <- matrix(1,1,1)
initval <- c(0.066, 0.43, 0.01)
modeleq <- c("(c/c(1))^gamma*beta*(alpha*exp(a(1))*k^(alpha-1)+1-delta)=1",
"a=rho*a(-1)+eps",
"k+c=exp(a)*k(-1)^alpha+(1-delta)*k(-1)")
dd <- calldynare(modeleq,varendo,varexo,parameters,2,parval,vcovmatrix,initval)