dynare/tests/observation_trends_and_pref.../calib_smoother/Tr_prefilt_first_obs_cal_sm...

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726 B
Modula-2

@#include "../Trend_model_calib_prefilter_common.inc"
options_.filter_decomposition=1;
addpath('..');
generate_trend_stationary_AR1(M_.fname);
calib_smoother(datafile='Tr_prefilt_first_obs_cal_smooth_AR1_trend_data_with_constant',prefilter=1,first_obs=1000,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs;
load('Tr_prefilt_first_obs_cal_smooth_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
loaded_par=load('Tr_prefilt_first_obs_cal_smooth_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameters do not match')
end
@#include "../Trend_diagnostics_calib_common.inc"