24 lines
1.1 KiB
Modula-2
24 lines
1.1 KiB
Modula-2
@#include "../Trend_model_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_prefilter_AR1_trend_data_with_constant',mh_replic=0,mode_compute=4,
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first_obs=1,
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filtered_vars, filter_step_ahead = [1,2,4],
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smoother,forecast=100,prefilter=1) P_obs Y_obs junk2;
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load('Trend_prefilter_AR1_trend_data_with_constant');
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@#include "../Trend_load_data_common.inc"
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loaded_par=load('Trend_prefilter_orig_params');
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if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>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_ML_common.inc"
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