23 lines
433 B
Modula-2
23 lines
433 B
Modula-2
// same as test_upper_cholesky.mod, but with reordered variables. Results must be the same.
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addpath '../../matlab/swz';
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var R Pie Y;
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model;
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Y = 0;
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Pie = 0;
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R = 0;
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end;
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varobs Y Pie R;
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svar_identification;
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lower_cholesky;
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end;
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markov_switching(chain=1,number_of_states=4,duration=2.5);
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svar(variances, chain=1);
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ms_sbvar(datafile = data,freq=4,initial_year=1959,final_year=2005,nlags=4,draws_nbr_modified_harmonic_mean=10000);
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