44 lines
1.9 KiB
Modula-2
44 lines
1.9 KiB
Modula-2
@#include "fs2000ns_model.inc"
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% Under Octave, the default seed leads to a generated dataset that makes
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% fs2000ns_corr_ME.mod and fs2000ns_corr_ME_missing.mod fail (due to a large
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% difference between univariate and multivariate diffuse filters).
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if isoctave
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set_dynare_seed(2);
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end
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stoch_simul(periods=200, order=1,irf=0);
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temp=oo_.endo_simul;
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%add measurement error
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oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)+0.05*randn(1,size(oo_.endo_simul,2));
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oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)+0.05*randn(1,size(oo_.endo_simul,2));
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datatomfile('fs_ns_dat_simul_uncorr_ME', {'Y_obs'; 'P_obs'});
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oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),[7,199])=NaN;
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oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),[151,199])=NaN;
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datatomfile('fs_ns_dat_simul_uncorr_ME_missing', {'Y_obs'; 'P_obs'});
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shock_mat=chol([1 0.5; 0.5 1])*0.05*randn(2,size(oo_.endo_simul,2));
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oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)+shock_mat(1,:);
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oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)+shock_mat(2,:);
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datatomfile('fs_ns_dat_simul_corr_ME', {'Y_obs'; 'P_obs'});
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oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),[7,199])=NaN;
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oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),[151,199])=NaN;
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datatomfile('fs_ns_dat_simul_corr_ME_missing', {'Y_obs'; 'P_obs'});
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estimated_params;
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alp, 0.33;
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gam, 0.0;
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del, 0.02;
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stderr e_a, 0.014;
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stderr e_m, 0.005;
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corr e_m, e_a, 0;
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stderr P_obs, 0.05;
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stderr Y_obs, 0.05;
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//corr gp_obs, gy_obs,0;
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end;
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@#define mode_file_name="'fs2000ns_uncorr_ME/Output/fs2000ns_uncorr_ME_mode'"
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@#define data_file_name="fs_ns_dat_simul_uncorr_ME"
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@#include "fs2000ns_estimation_check.inc"
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