From 2ee817fbf7f88761f95283e5dc0467feda2b1c53 Mon Sep 17 00:00:00 2001 From: Michel Juillard <michel.juillard@mjui.fr> Date: Wed, 14 Dec 2011 21:08:07 +0100 Subject: [PATCH] adding forecast to estimation test with non-stationary variables --- tests/kalman_filter_smoother/fs2000a.mod | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/kalman_filter_smoother/fs2000a.mod b/tests/kalman_filter_smoother/fs2000a.mod index a2c241e941..9a636ae01d 100644 --- a/tests/kalman_filter_smoother/fs2000a.mod +++ b/tests/kalman_filter_smoother/fs2000a.mod @@ -79,5 +79,5 @@ Y_obs (gam); end; estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=0, - mode_compute=0,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65,diffuse_filter,smoother) P_obs gp_obs gy_obs; + mode_compute=4,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65,diffuse_filter,smoother,forecast=10) P_obs gp_obs gy_obs; -- GitLab