34 lines
609 B
Modula-2
34 lines
609 B
Modula-2
var a;
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varexo epsil ;
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parameters betta;
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betta = 0.97;
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model;
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a = betta*a(+1)+epsil;
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end;
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initval;
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a=0;
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end;
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steady;
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shocks;
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var epsil; stderr .2;
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end;
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steady;
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check;
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% Skip test under Octave 5.1
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% ordeig() is buggy in that version (but is fixed in later ones; and in older
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% ones it is absent, so we use our replacement)
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if ~isoctave || octave_ver_less_than('5.1') || ~octave_ver_less_than('5.2')
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stoch_simul(periods=0, irf=30, order=1);
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stoch_simul(periods=2000, irf=30, order=1);
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stoch_simul(periods=0, irf=30, order=1,hp_filter=1600);
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stoch_simul(periods=2000, irf=30, order=1,hp_filter=1600);
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end
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