diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod
index 92798b4576a1d29bc91002961d93a029f22355c0..091dfc2709ccbb8e32395abccb88fff28d564fef 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod
@@ -1,17 +1,17 @@
@#include "../Trend_exp_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
+estimation(order=1,datafile='Trend_loglin_no_prefilt_first_obs_MC_Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=0,
- mcmc_jumping_covariance='MCMC_jump_covar',
+ mcmc_jumping_covariance='Trend_loglin_no_prefilt_first_obs_MC_MCMC_jump_covar',
filtered_vars, filter_step_ahead = [1,2,4],
mh_nblocks=1,mh_jscale=0.3,no_posterior_kernel_density) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglin_no_prefilt_first_obs_MC_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_loglin_no_prefilt_first_obs_MC_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod
index 7ed7bb9c86e4ec91524b2782be343cce7371b2aa..775067c8ec75b02d43d346c47a022b7604828d78 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod
@@ -1,23 +1,23 @@
@#include "../Trend_exp_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
+estimation(order=1,datafile='Trend_loglin_prefilt_first_obs_MC_Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=1,
- mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
+ mcmc_jumping_covariance='Trend_loglin_prefilt_first_obs_MC_MCMC_jump_covar_prefilter',
filtered_vars, filter_step_ahead = [1,2,4],
mh_nblocks=1,mh_jscale=1e-4,no_posterior_kernel_density) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglin_prefilt_first_obs_MC_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params_prefilter');
+loaded_par=load('Trend_loglin_prefilt_first_obs_MC_orig_params_prefilter');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
-loaded_par_full=load('orig_params');
+loaded_par_full=load('Trend_loglin_prefilt_first_obs_MC_orig_params');
y_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_y',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_y',loaded_par_full.param_names,'exact'));
p_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_p',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_p',loaded_par_full.param_names,'exact'));
diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod
index 33edf99a1fdf82b180a9848063c3290481a3994c..9353109a5ccf05e0fdd7a04133ef9b6d07994aef 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod
@@ -1,17 +1,17 @@
@#include "../Trend_exp_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
+estimation(order=1,datafile='Trend_loglinear_no_prefilter_MC_Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1,loglinear,diffuse_filter,smoother,forecast=100,prefilter=0,
- mcmc_jumping_covariance='MCMC_jump_covar',
+ mcmc_jumping_covariance='Trend_loglinear_no_prefilter_MC_MCMC_jump_covar',
filtered_vars, filter_step_ahead = [1,2,4],
mh_nblocks=1,mh_jscale=0.3) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglinear_no_prefilter_MC_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_loglinear_no_prefilter_MC_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod
index 191e8c8ea64dd25e00c0f26bfae6728fbeef8f81..0ddcb37426bb5c8b3c9c6323bbf95b93e46fd29c 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod
@@ -1,23 +1,23 @@
@#include "../Trend_exp_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
+estimation(order=1,datafile='Trend_loglinear_prefilter_MC_Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1,loglinear,smoother,forecast=100,prefilter=1,
- mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
+ mcmc_jumping_covariance='Trend_loglinear_prefilter_MC_MCMC_jump_covar_prefilter',
filtered_vars, filter_step_ahead = [1,2,4],
mh_nblocks=1,mh_jscale=1e-4) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglinear_prefilter_MC_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params_prefilter');
+loaded_par=load('Trend_loglinear_prefilter_MC_orig_params_prefilter');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
-loaded_par_full=load('orig_params');
+loaded_par_full=load('Trend_loglinear_prefilter_MC_orig_params');
y_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_y',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_y',loaded_par_full.param_names,'exact'));
p_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_p',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_p',loaded_par_full.param_names,'exact'));
diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod
index 5c0b2b984f7c88e36419d671060bc232ac840aa8..8cf321d725acb02595dffb4e00be86f7f49854ad 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod
@@ -1,17 +1,17 @@
@#include "../Trend_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,
+estimation(order=1,datafile='Trend_no_prefilter_MC_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1,smoother,mh_nblocks=1,mh_jscale=0.3,
filtered_vars, filter_step_ahead = [1,2,4],
- mcmc_jumping_covariance='MCMC_jump_covar',forecast=100,prefilter=0) P_obs Y_obs junk2;
+ mcmc_jumping_covariance='Trend_no_prefilter_MC_MCMC_jump_covar',forecast=100,prefilter=0) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_no_prefilter_MC_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_no_prefilter_MC_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod
index 15f487eec4ca235841d54c5a08d729c7f3ac4c01..90a9a76cb702ebd7101619352e5341fd687c4e8a 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod
@@ -1,18 +1,18 @@
@#include "../Trend_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',
+estimation(order=1,datafile='Trend_no_prefilter_first_obs_MC_AR1_trend_data_with_constant',
mh_replic=400,mode_compute=4,first_obs=1000,smoother,forecast=100,prefilter=0,
- mcmc_jumping_covariance='MCMC_jump_covar',
+ mcmc_jumping_covariance='Trend_no_prefilter_first_obs_MC_MCMC_jump_covar',
filtered_vars, filter_step_ahead = [1,2,4],
mh_nblocks=1,mh_jscale=0.3,no_posterior_kernel_density) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_no_prefilter_first_obs_MC_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_no_prefilter_first_obs_MC_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod
index 686b0a56d239913764466ba1d8f433b0bac5ffa5..ba2f88b731264ba63ecd6fb0f3004027ff4001ee 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod
@@ -1,23 +1,23 @@
@#include "../Trend_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
+estimation(order=1,datafile='Trend_prefilter_MC_AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
first_obs=1,smoother,prefilter=1,
mh_nblocks=1,mh_jscale=1e-4,
filtered_vars, filter_step_ahead = [1,2,4],
- mcmc_jumping_covariance='MCMC_jump_covar_prefilter',forecast=100) P_obs Y_obs junk2;
+ mcmc_jumping_covariance='Trend_prefilter_MC_MCMC_jump_covar_prefilter',forecast=100) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_prefilter_MC_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params_prefilter');
+loaded_par=load('Trend_prefilter_MC_orig_params_prefilter');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
-loaded_par_full=load('orig_params');
+loaded_par_full=load('Trend_prefilter_MC_orig_params');
y_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_y',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_y',loaded_par_full.param_names,'exact'));
p_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_p',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_p',loaded_par_full.param_names,'exact'));
diff --git a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod
index 68b44622c395d50ef2485fed438340b2d5516609..4cfef3cadad5e6629a878f49bcbc55d021b598b7 100644
--- a/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod
+++ b/tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod
@@ -1,23 +1,23 @@
@#include "../Trend_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
+estimation(order=1,datafile='Trend_prefilter_first_obs_MC_AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
first_obs=1000,smoother,prefilter=1,
mh_nblocks=1,mh_jscale=1e-4,
filtered_vars, filter_step_ahead = [1,2,4],
- mcmc_jumping_covariance='MCMC_jump_covar_prefilter',forecast=100,no_posterior_kernel_density) P_obs Y_obs junk2;
+ mcmc_jumping_covariance='Trend_prefilter_first_obs_MC_MCMC_jump_covar_prefilter',forecast=100,no_posterior_kernel_density) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_prefilter_first_obs_MC_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params_prefilter');
+loaded_par=load('Trend_prefilter_first_obs_MC_orig_params_prefilter');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
-loaded_par_full=load('orig_params');
+loaded_par_full=load('Trend_prefilter_first_obs_MC_orig_params');
y_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_y',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_y',loaded_par_full.param_names,'exact'));
p_forecast_100_periods=loaded_par_full.orig_params(strmatch('const_p',loaded_par_full.param_names,'exact'))+(options_.first_obs+options_.nobs-1+options_.forecast)*loaded_par_full.orig_params(strmatch('g_p',loaded_par_full.param_names,'exact'));
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter.mod b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter.mod
index ed638c1dd3883dec40a2349f58baead9d6cce4cf..b98e24e815cfef472cf0536b4e0aa72dd7397911 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter.mod
@@ -1,17 +1,17 @@
@#include "../Trend_exp_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=0,
+estimation(order=1,datafile='Trend_loglinear_no_prefilter_Exp_AR1_trend_data_with_constant',mh_replic=0,
mode_compute=4,first_obs=1,
filtered_vars, filter_step_ahead = [1,2,4],
loglinear,smoother,forecast=100,prefilter=0) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglinear_no_prefilter_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_loglinear_no_prefilter_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter_first_obs.mod b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter_first_obs.mod
index 86e09466b55d3e1c69231e799b7ebe422c2ff8f7..5451c790420560def55a6114cacd2715d19e0e9d 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter_first_obs.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter_first_obs.mod
@@ -1,17 +1,17 @@
@#include "../Trend_exp_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=0,
+estimation(order=1,datafile='Trend_loglinear_no_prefilter_first_obs_Exp_AR1_trend_data_with_constant',mh_replic=0,
mode_compute=4,first_obs=1000,
filtered_vars, filter_step_ahead = [1,2,4],
loglinear,smoother,forecast=100,prefilter=0) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglinear_no_prefilter_first_obs_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_loglinear_no_prefilter_first_obs_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter.mod b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter.mod
index bc0eff74220f9da8343829a9fcf6de3b6a22a6a6..302c5eb321c685a033cee26a6cdc8d356dc4a44f 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter.mod
@@ -1,17 +1,17 @@
@#include "../Trend_exp_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=0,mode_compute=4,
+estimation(order=1,datafile='Trend_loglinear_prefilter_Exp_AR1_trend_data_with_constant',mh_replic=0,mode_compute=4,
first_obs=1,smoother,loglinear,
filtered_vars, filter_step_ahead = [1,2,4],
forecast=100,prefilter=1) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglinear_prefilter_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_loglinear_prefilter_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameter estimates do not match')
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter_first_obs.mod b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter_first_obs.mod
index 298d9c8480623ff3de8903c040dc1e4aaf5669b4..9ae1f90bb4300baed6f554319f320e675a94fc37 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter_first_obs.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter_first_obs.mod
@@ -1,17 +1,17 @@
@#include "../Trend_exp_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=0,mode_compute=4,
+estimation(order=1,datafile='Trend_loglinear_prefilter_first_obs_Exp_AR1_trend_data_with_constant',mh_replic=0,mode_compute=4,
first_obs=1000,smoother,loglinear,
filtered_vars, filter_step_ahead = [1,2,4],
forecast=100,prefilter=1) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Trend_loglinear_prefilter_first_obs_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_loglinear_prefilter_first_obs_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameter estimates do not match')
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter.mod b/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter.mod
index d7ada7c7b4c274dbfde0fe72d02990068da6e48a..1e617af876bec52c8b5d1d77ed82a19bc821175b 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter.mod
@@ -1,16 +1,16 @@
@#include "../Trend_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=0,
+estimation(order=1,datafile='Trend_no_prefilter_AR1_trend_data_with_constant',mh_replic=0,
mode_compute=4,first_obs=1,
filtered_vars, filter_step_ahead = [1,2,4],
diffuse_filter,smoother,forecast=100,prefilter=0) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_no_prefilter_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_no_prefilter_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_first_obs.mod b/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_first_obs.mod
index a120ee412a7dd9b4c7406d2c6de1159c7392c927..feab481a6d121ae4457db107b769b9cb4e91a6e8 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_first_obs.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_first_obs.mod
@@ -1,17 +1,17 @@
@#include "../Trend_model_no_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=0,
+estimation(order=1,datafile='Trend_no_prefilter_first_obs_AR1_trend_data_with_constant',mh_replic=0,
mode_compute=4,first_obs=1000,
filtered_vars, filter_step_ahead = [1,2,4],
smoother,forecast=100,prefilter=0) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_no_prefilter_first_obs_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_no_prefilter_first_obs_orig_params');
if max(abs(M_.params-loaded_par.orig_params)./loaded_par.orig_params)>0.03
error('Parameter estimates do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_selected_var.mod b/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_selected_var.mod
index b64d27fddc0079b964991b4916eed0458978f205..2a25030d0444926afd7eaa7735f4c258cf64426a 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_selected_var.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_no_prefilter_selected_var.mod
@@ -63,9 +63,9 @@ estimated_params_init(use_calibration);
end;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=0,
+estimation(order=1,datafile='Trend_no_prefilter_selected_var_AR1_trend_data_with_constant',mh_replic=0,
mode_compute=4,first_obs=1,nobs=1000,
filtered_vars, filter_step_ahead = [1,2,4],
diffuse_filter,filter_covariance,smoother,forecast=0,prefilter=0,filter_decomposition) P_obs Y_obs junk2;
@@ -82,7 +82,7 @@ oo_.UpdatedVariables = [];
oo_.SmoothedShocks = [];
set_dynare_seed('default');
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=0,
+estimation(order=1,datafile='Trend_no_prefilter_selected_var_AR1_trend_data_with_constant',mh_replic=0,
mode_compute=4,first_obs=1,nobs=1000,
filtered_vars, filter_step_ahead = [1,2,4],
diffuse_filter,smoother,forecast=0,filter_covariance,prefilter=0,filter_decomposition,selected_variables_only) P_obs Y_obs junk2;
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_prefilter.mod b/tests/observation_trends_and_prefiltering/ML/Trend_prefilter.mod
index 764184a602c674c7954bef75ed76c30c55b51fd9..e6a73210d78e52d792b2beb8ca5e72a67b9e4e33 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_prefilter.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_prefilter.mod
@@ -1,17 +1,17 @@
@#include "../Trend_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname)
-estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=0,mode_compute=4,
+estimation(order=1,datafile='Trend_prefilter_AR1_trend_data_with_constant',mh_replic=0,mode_compute=4,
first_obs=1,
filtered_vars, filter_step_ahead = [1,2,4],
smoother,forecast=100,prefilter=1) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_prefilter_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_prefilter_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameter estimates do not match')
diff --git a/tests/observation_trends_and_prefiltering/ML/Trend_prefilter_first_obs.mod b/tests/observation_trends_and_prefiltering/ML/Trend_prefilter_first_obs.mod
index 19483496d7b72e5420083e16299cda4d311f1e12..f9fc52af24d09260623b95075bbb5a4b96293858 100644
--- a/tests/observation_trends_and_prefiltering/ML/Trend_prefilter_first_obs.mod
+++ b/tests/observation_trends_and_prefiltering/ML/Trend_prefilter_first_obs.mod
@@ -1,18 +1,18 @@
@#include "../Trend_model_prefilter_common.inc"
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-estimation(order=1,datafile='AR1_trend_data_with_constant',
+estimation(order=1,datafile='Trend_prefilter_first_obs_AR1_trend_data_with_constant',
mh_replic=0,mode_compute=4,
filtered_vars, filter_step_ahead = [1,2,4],
first_obs=1000,diffuse_filter,smoother,forecast=100,prefilter=1) P_obs Y_obs junk2;
-load('AR1_trend_data_with_constant');
+load('Trend_prefilter_first_obs_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Trend_prefilter_first_obs_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameter estimates do not match')
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefil_f_obs_loglin_cal_smoother.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefil_f_obs_loglin_cal_smoother.mod
index cbec86f6d26fb3c7480b2df099fa3ad28aab8021..ad67064ffd336bd5e88c3edcb8250096df025e77 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefil_f_obs_loglin_cal_smoother.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefil_f_obs_loglin_cal_smoother.mod
@@ -2,15 +2,15 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='Exp_AR1_trend_data_with_constant',prefilter=0,loglinear,first_obs=1000,
+calib_smoother(datafile='Tr_no_prefil_f_obs_loglin_cal_smoother_Exp_AR1_trend_data_with_constant',prefilter=0,loglinear,first_obs=1000,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Tr_no_prefil_f_obs_loglin_cal_smoother_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_no_prefil_f_obs_loglin_cal_smoother_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilt_first_obs_cal_smooth.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilt_first_obs_cal_smooth.mod
index e9f2c47978685d0001de588c8fe5b66b781eef1d..f5da7ef7dc657129e1ff7773e0b0dc38ed4ed9c0 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilt_first_obs_cal_smooth.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilt_first_obs_cal_smooth.mod
@@ -2,16 +2,16 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='AR1_trend_data_with_constant',prefilter=0,first_obs=1000,
+calib_smoother(datafile='Tr_no_prefilt_first_obs_cal_smooth_AR1_trend_data_with_constant',prefilter=0,first_obs=1000,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs;
-load('AR1_trend_data_with_constant');
+load('Tr_no_prefilt_first_obs_cal_smooth_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_no_prefilt_first_obs_cal_smooth_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_calib_smoother.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_calib_smoother.mod
index 2d49952a8da2bacd13ce33b0d3ac24bd7635a524..01cdb3b31263c046b1eb925efb3fb3476daa4243 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_calib_smoother.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_calib_smoother.mod
@@ -2,15 +2,15 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='AR1_trend_data_with_constant',prefilter=0,
+calib_smoother(datafile='Tr_no_prefilter_calib_smoother_AR1_trend_data_with_constant',prefilter=0,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs;
-load('AR1_trend_data_with_constant');
+load('Tr_no_prefilter_calib_smoother_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_no_prefilter_calib_smoother_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_loglin_calib_smoother.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_loglin_calib_smoother.mod
index b3c242fd409df23d798fcebddc298f5e83151c1c..ec2bcafdd35933ff71985aa027176607e9e20c39 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_loglin_calib_smoother.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_loglin_calib_smoother.mod
@@ -2,16 +2,16 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='Exp_AR1_trend_data_with_constant',prefilter=0,loglinear,
+calib_smoother(datafile='Tr_no_prefilter_loglin_calib_smoother_Exp_AR1_trend_data_with_constant',prefilter=0,loglinear,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Tr_no_prefilter_loglin_calib_smoother_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_no_prefilter_loglin_calib_smoother_orig_params');
if max(abs((M_.params-loaded_par.orig_params)./loaded_par.orig_params))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefil_f_obs_loglin_cal_smoother.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefil_f_obs_loglin_cal_smoother.mod
index 16fa8a76d51f618b8841ffa81494c1ab5c4c2b48..59baf74b0788f3738905ae28a24584180c14b102 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefil_f_obs_loglin_cal_smoother.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefil_f_obs_loglin_cal_smoother.mod
@@ -2,15 +2,15 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='Exp_AR1_trend_data_with_constant',prefilter=1,loglinear,first_obs=1000,
+calib_smoother(datafile='Tr_prefil_f_obs_loglin_cal_smoother_Exp_AR1_trend_data_with_constant',prefilter=1,loglinear,first_obs=1000,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Tr_prefil_f_obs_loglin_cal_smoother_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_prefil_f_obs_loglin_cal_smoother_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilt_first_obs_cal_smooth.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilt_first_obs_cal_smooth.mod
index 4c87f01e6db689d925a03bd997c0ac6de652537b..cca9d259a0ee7b10a41afddd0f7d12895ea6a851 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilt_first_obs_cal_smooth.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilt_first_obs_cal_smooth.mod
@@ -2,15 +2,15 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='AR1_trend_data_with_constant',prefilter=1,first_obs=1000,
+calib_smoother(datafile='Tr_prefilt_first_obs_cal_smooth_AR1_trend_data_with_constant',prefilter=1,first_obs=1000,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs;
-load('AR1_trend_data_with_constant');
+load('Tr_prefilt_first_obs_cal_smooth_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_prefilt_first_obs_cal_smooth_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_calib_smoother.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_calib_smoother.mod
index 4c5ca5b1a183a88349f4af9f8db8898161b66476..dfe56e7efbef122fb55b6c01de6d3c7cf41ab90c 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_calib_smoother.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_calib_smoother.mod
@@ -2,15 +2,15 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='AR1_trend_data_with_constant',prefilter=1,
+calib_smoother(datafile='Tr_prefilter_calib_smoother_AR1_trend_data_with_constant',prefilter=1,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs;
-load('AR1_trend_data_with_constant');
+load('Tr_prefilter_calib_smoother_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_prefilter_calib_smoother_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_loglin_calib_smoother.mod b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_loglin_calib_smoother.mod
index 216741f7dc367308eb344e55f387df2c129f02c7..63576f4ac003ca7c75064b93d6641e8cffdcb689 100644
--- a/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_loglin_calib_smoother.mod
+++ b/tests/observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_loglin_calib_smoother.mod
@@ -2,15 +2,15 @@
options_.filter_decomposition=1;
addpath('..');
-generate_trend_stationary_AR1;
+generate_trend_stationary_AR1(M_.fname);
-calib_smoother(datafile='Exp_AR1_trend_data_with_constant',prefilter=1,loglinear,
+calib_smoother(datafile='Tr_prefilter_loglin_calib_smoother_Exp_AR1_trend_data_with_constant',prefilter=1,loglinear,
// filter_decomposition,
filtered_vars, filter_step_ahead = [1,2,4]) P_obs Y_obs junk2;
-load('Exp_AR1_trend_data_with_constant');
+load('Tr_prefilter_loglin_calib_smoother_Exp_AR1_trend_data_with_constant');
@#include "../Trend_load_data_common.inc"
-loaded_par=load('orig_params');
+loaded_par=load('Tr_prefilter_loglin_calib_smoother_orig_params');
if max(abs((M_.params-loaded_par.orig_params([1:4,7:8]))./loaded_par.orig_params([1:4,7:8])))>0.03
error('Parameters do not match')
end
diff --git a/tests/observation_trends_and_prefiltering/generate_trend_stationary_AR1.m b/tests/observation_trends_and_prefiltering/generate_trend_stationary_AR1.m
index e56da7779e271711479be7c034fb0336f87f007e..a2ea9f96d52f2671aec2809fe6e636a2905700cd 100644
--- a/tests/observation_trends_and_prefiltering/generate_trend_stationary_AR1.m
+++ b/tests/observation_trends_and_prefiltering/generate_trend_stationary_AR1.m
@@ -1,4 +1,4 @@
-function generate_trend_stationary_AR1
+function generate_trend_stationary_AR1(fname)
n_periods=10000;
rho_y=0.5;
rho_p=0.5;
@@ -12,17 +12,17 @@ sigma_p=0.001;
orig_params=[rho_y rho_p g_y g_p sigma_y sigma_p]';
param_names={'rho_y'; 'rho_p'; 'g_y'; 'g_p'; 'sigma_y'; 'sigma_p'};
-save orig_params_prefilter.mat orig_params param_names
+save([fname '_orig_params_prefilter.mat'],'orig_params','param_names')
orig_params = [rho_y rho_p g_y g_p const_y const_p sigma_y sigma_p]';
param_names = {'rho_y'; 'rho_p'; 'g_y'; 'g_p'; 'const_y'; 'const_p'; 'sigma_y'; 'sigma_p'};
-save orig_params.mat orig_params param_names
+save([fname '_orig_params.mat'],'orig_params','param_names')
jumping_covariance=diag([1e-8; 1e-8; 1e-16; 1e-16; 1e-8; 1e-8; 1e-12; 1e-12;])^-1;
-save MCMC_jump_covar.mat jumping_covariance
+save([fname '_MCMC_jump_covar.mat'],'jumping_covariance');
jumping_covariance=diag([1e-8; 1e-8; 1e-16; 1e-16; 1e-12; 1e-12;])^-1;
-save MCMC_jump_covar_prefilter.mat jumping_covariance
+save([fname '_MCMC_jump_covar_prefilter.mat'],'jumping_covariance');
%% data without constant
log_P=zeros(1,n_periods);
@@ -40,7 +40,7 @@ log_Y=log_Y+g_y*(1:n_periods);
Y_obs=exp(log_Y);
P_obs=exp(log_P);
junk2=exp(junk2_orig);
-save Exp_AR1_trend_data_no_constant.mat Y_obs P_obs junk2
+save([fname '_Exp_AR1_trend_data_no_constant.mat'],'Y_obs','P_obs','junk2')
%
% [b_p,~,~,~,stats_p] = regress(log(P_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' log(P_obs(1:end-1)')]);
% [b_y,~,~,~,stats_y] = regress(log(Y_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' log(Y_obs(1:end-1)')]);
@@ -48,7 +48,7 @@ save Exp_AR1_trend_data_no_constant.mat Y_obs P_obs junk2
Y_obs=log_Y;
P_obs=log_P;
junk2=junk2_orig;
-save AR1_trend_data_no_constant.mat Y_obs P_obs junk2
+save([fname '_AR1_trend_data_no_constant.mat'],'Y_obs','P_obs','junk2')
% [b_p,~,~,~,stats_p] = regress((P_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' (P_obs(1:end-1)')]);
% [b_y,~,~,~,stats_y] = regress((Y_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' (Y_obs(1:end-1)')]);
@@ -69,7 +69,7 @@ log_Y=log_Y+g_y*(1:n_periods);
Y_obs=exp(log_Y);
P_obs=exp(log_P);
junk2=exp(junk2_orig);
-save Exp_AR1_trend_data_with_constant.mat Y_obs P_obs junk2
+save([fname '_Exp_AR1_trend_data_with_constant.mat'],'Y_obs','P_obs','junk2')
% [b,bint,r,rint,stats] = regress(log(P_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' log(P_obs(1:end-1)')]);
% [b,bint,r,rint,stats] = regress(log(Y_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' log(Y_obs(1:end-1)')]);
@@ -77,9 +77,7 @@ save Exp_AR1_trend_data_with_constant.mat Y_obs P_obs junk2
Y_obs=log_Y;
P_obs=log_P;
junk2=junk2_orig;
-save AR1_trend_data_with_constant.mat Y_obs P_obs junk2
+save([fname '_AR1_trend_data_with_constant.mat'],'Y_obs','P_obs','junk2')
% [b_p,~,~,~,stats_p] = regress((P_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' (P_obs(1:end-1)')]);
-% [b_y,~,~,~,stats_y] = regress((Y_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' (Y_obs(1:end-1)')]);
-
-
+% [b_y,~,~,~,stats_y] = regress((Y_obs(2:end))',[ones(n_periods-1,1) (2:n_periods)' (Y_obs(1:end-1)')]);
\ No newline at end of file