19 lines
602 B
Modula-2
19 lines
602 B
Modula-2
@#include "../Trend_model_calib_no_prefilter_common.inc"
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options_.filter_decomposition=1;
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addpath('..');
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generate_trend_stationary_AR1;
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calib_smoother(datafile='AR1_trend_data_with_constant',prefilter=0,first_obs=1000,
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// filter_decomposition,
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filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs;
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load('AR1_trend_data_with_constant');
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@#include "../Trend_load_data_common.inc"
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loaded_par=load('orig_params');
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if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
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error('Parameters do not match')
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end
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@#include "../Trend_diagnostics_calib_common.inc" |