testsuite: provide analytical steady state to unit root models instead of relying on initial values

(cherry picked from commit 76885870)

tests/arima/mod1.mod

@@ -18,6 +18,13 @@ var e_x; stderr 0.01;
 var e_y; stderr 0.01;
 end;
 
+steady_state_model;
+dx=0;
+x=0;
+dy=0;
+y=0;
+end;
+
 stoch_simul(order=1,periods=1000,irf=0,nomoments);
 
 datatomfile('data1',[]);
\ No newline at end of file

tests/arima/mod1a.mod

@@ -11,6 +11,11 @@ dx = rho_x*dx(-1)+e_x;
 dy = rho_y*dy(-1)+e_y;
 end;
 
+steady_state_model;
+dx=0;
+dy=0;
+end;
+
 estimated_params;
 rho_x,NORMAL_PDF,0.5,0.1;
 rho_y,NORMAL_PDF,-0.3,0.1;

tests/arima/mod1b.mod

@@ -13,6 +13,13 @@ x = x(-1)+dx;
 y = y(-1)+dy;
 end;
 
+steady_state_model;
+dx=0;
+x=0;
+dy=0;
+y=0;
+end;
+
 estimated_params;
 rho_x,NORMAL_PDF,0.5,0.1;
 rho_y,NORMAL_PDF,-0.3,0.1;

tests/arima/mod1c.mod

@@ -13,6 +13,13 @@ x = x(-1)+dx;
 y = y(-1)+dy;
 end;
 
+steady_state_model;
+dx=0;
+x=0;
+dy=0;
+y=0;
+end;
+
 estimated_params;
 rho_x,NORMAL_PDF,0.5,0.1;
 rho_y,NORMAL_PDF,-0.3,0.1;

tests/arima/mod2.mod

@@ -16,6 +16,13 @@ x = x(-1)+dx;
 y = y(-1)+dy;
 end;
 
+steady_state_model;
+dx=0;
+x=0;
+dy=0;
+y=0;
+end;
+
 shocks;
 var e_x; stderr 0.01;
 var e_y; stderr 0.01;

tests/arima/mod2a.mod

@@ -16,6 +16,13 @@ x = x(-1)+dx;
 y = y(-1)+dy;
 end;
 
+steady_state_model;
+dx=0;
+x=0;
+dy=0;
+y=0;
+end;
+
 estimated_params;
 rho_x,NORMAL_PDF,0.5,0.1;
 rho_y,NORMAL_PDF,-0.3,0.1;

tests/arima/mod2b.mod

@@ -16,6 +16,13 @@ x = x(-1)+dx;
 y = y(-1)+dy;
 end;
 
+steady_state_model;
+dx=0;
+x=0;
+dy=0;
+y=0;
+end;
+
 estimated_params;
 rho_x,NORMAL_PDF,0.5,0.1;
 rho_y,NORMAL_PDF,-0.3,0.1;

tests/arima/mod2c.mod

@@ -15,6 +15,12 @@ dy = rho_y*dy(-1)+a2*coint_err(-1)+e_y;
 coint_err = dx-b*dy+coint_err(-1);
 end;
 
+steady_state_model;
+dx=0;
+dy=0;
+coint_err=0;
+end;
+
 estimated_params;
 rho_x,NORMAL_PDF,0.5,0.1;
 rho_y,NORMAL_PDF,-0.3,0.1;

tests/decision_rules/ar_qz_test.mod

@@ -11,6 +11,12 @@ ar1=phi*ar1(-1)+e;
 junk=0.9*junk(+1);
 end;
 
+steady_state_model;
+white_noise=0;
+ar1=0;
+junk=0;
+end;
+
 shocks;
 var e = 1;
 end;