21 lines
1.2 KiB
Modula-2
21 lines
1.2 KiB
Modula-2
@#include "../Trend_model_no_prefilter_common.inc"
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addpath('..');
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generate_trend_stationary_AR1(M_.fname);
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estimation(order=1,datafile='Trend_no_prefilter_MC_AR1_trend_data_with_constant',mh_replic=400,silent_optimizer,
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mode_compute=4,first_obs=1,smoother,mh_nblocks=1,mh_jscale=0.3,
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filtered_vars, filter_step_ahead = [1,2,4],
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mcmc_jumping_covariance='Trend_no_prefilter_MC_MCMC_jump_covar',forecast=100,prefilter=0) P_obs Y_obs junk2;
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load('Trend_no_prefilter_MC_AR1_trend_data_with_constant');
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@#include "../Trend_load_data_common.inc"
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loaded_par=load('Trend_no_prefilter_MC_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('Parameter estimates do not match')
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end
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y_forecast_100_periods=loaded_par.orig_params(strmatch('const_y',loaded_par.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par.orig_params(strmatch('g_y',loaded_par.param_names,'exact'));
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p_forecast_100_periods=loaded_par.orig_params(strmatch('const_p',loaded_par.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par.orig_params(strmatch('g_p',loaded_par.param_names,'exact'));
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@#include "../Trend_diagnostics_MCMC_common.inc" |