33 lines
470 B
Modula-2
33 lines
470 B
Modula-2
var y z;
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varexo e x u;
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parameters rho;
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rho = .9;
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model(linear);
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y = z + e ;
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z = rho*z(-1) + u;
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end;
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shocks;
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var e; stderr .01;
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var u; stderr .01;
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end;
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varobs y;
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varexobs x;
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assert(length(options_.varobs)==1);
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assert(length(options_.varexobs)==1);
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assert(length(options_.varobs_id)==1);
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assert(length(options_.varexobs_id)==1);
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assert(options_.varobs_id==1);
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assert(options_.varexobs_id==2);
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assert(options_.varobs{1}=='y');
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assert(options_.varexobs{1}=='x');
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