99 lines
3.3 KiB
Plaintext
99 lines
3.3 KiB
Plaintext
/******************************************************************************/
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/********************* Markov State Variable Information **********************/
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/******************************************************************************/
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//== Flat Independent Markov States and Simple Restrictions ==//
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//This number is NOT used but read in.
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//== Number Observations ==//
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200
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//== Number Independent State Variables ==//
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2
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//=====================================================//
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//== state_variable[i] (1 <= i <= n_state_variables) ==//
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//=====================================================//
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//== Number of states for state_variable[1] ==//
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2
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//== 03/15/06: DW TVBVAR code reads the data below and overwrite the prior data read somewhere else if any.
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//== Each column contains the parameters for a Dirichlet prior on the corresponding
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//== column of the transition matrix. Each element must be positive. For each column,
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//== the relative size of the prior elements determine the relative size of the elements
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//== of the transition matrix and overall larger sizes implies a tighter prior.
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//== Transition matrix prior for state_variable[1]. (n_states x n_states) ==//
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5.6666666666666661e+000 1.0000000000000000e+000
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1.0000000000000000e+000 5.6666666666666661e+000
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//== Free Dirichet dimensions for state_variable[1] ==//
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2 2
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//== The jth restriction matrix is n_states-by-free[j]. Each row of the restriction
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//== matrix has exactly one non-zero entry and the sum of each column must be one.
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//== Column restrictions for state_variable[1] ==//
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1 0
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0 1
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1 0
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0 1
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//== Number of states for state_variable[2] ==//
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2
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//== Each column contains the parameters for a Dirichlet prior on the corresponding
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//== column of the transition matrix. Each element must be positive. For each column,
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//== the relative size of the prior elements determine the relative size of the elements
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//== of the transition matrix and overall larger sizes implies a tighter prior.
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//== Transition matrix prior for state_variable[2]. (n_states x n_states) ==//
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5.6666666666666661e+000 1.0000000000000000e+000
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1.0000000000000000e+000 5.6666666666666661e+000
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//== Free Dirichet dimensions for state_variable[2] ==//
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2 2
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//== The jth restriction matrix is n_states x free[j]. Each row of the restriction
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//== matrix has exactly one non-zero entry and the sum of each column must be one.
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//== Column restrictions for state_variable[2] ==//
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1 0
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0 1
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1 0
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0 1
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/******************************************************************************/
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/******************************* VAR Parameters *******************************/
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/******************************************************************************/
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//NOT read
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//== Number Variables ==//
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3
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//NOT read
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//== Number Lags ==//
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3
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//NOT read
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//== Exogenous Variables ==//
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1
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//== nvar x n_state_variables matrix. In the jth row, a non-zero value implies that
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this state variable controls the jth column of A0 and Aplus
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//== Controlling states variables for coefficients ==//
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0 1
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0 1
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0 1
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0 1
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0 1
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//== nvar x n_state_variables matrix. In the jth row, a non-zero value implies that
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this state variable controls the jth diagonal element of Xi
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//== Controlling states variables for variance ==//
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1 0
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1 0
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1 0
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1 0
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1 0
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