Commit ba502e66 authored by Michel Juillard's avatar Michel Juillard
Browse files

tests: fixing syntax for diffuse_filter, modifying mh_jscale

parent dcc46959
......@@ -20,4 +20,4 @@ end;
varobs dx dy;
check;
estimation(datafile=data1,nobs=1000,mh_replic=2000);
\ No newline at end of file
estimation(datafile=data1,nobs=1000,mh_replic=2000,mh_jscale=1.2);
\ No newline at end of file
......@@ -21,5 +21,4 @@ stderr e_y,INV_GAMMA_PDF,0.01,inf;
end;
varobs x y;
unit_root_vars x y;
estimation(datafile=data1,nobs=1000,mh_replic=0);
\ No newline at end of file
estimation(datafile=data1,nobs=1000,mh_replic=0,mh_jscale=0.8,diffuse_filter);
\ No newline at end of file
......@@ -24,4 +24,4 @@ end;
varobs x y;
unit_root_vars x y;
estimation(datafile=data1,nobs=1000,mh_replic=2000,lik_init=2);
\ No newline at end of file
estimation(datafile=data1,nobs=1000,mh_replic=2000,lik_init=2,mh_jscale=1.2);
\ No newline at end of file
......@@ -55,10 +55,6 @@ var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
unit_root_vars P_obs Y_obs;
steady;
check;
estimated_params;
......@@ -81,7 +77,7 @@ Y_obs (gam);
end;
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,
mode_compute=4,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65);
mode_compute=4,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65,diffuse_filter);
//stoch_simul(order=1, periods=200);
//datatomfile('fsdat_simul2', char('gy_obs', 'gp_obs', 'Y_obs', 'P_obs'));
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