diff --git a/tests/.gitignore b/tests/.gitignore index 02b30ad65b902800f24d31476dcd5468228ca881..74d9654429b3cdae80407f5a2322666313efcd59 100644 --- a/tests/.gitignore +++ b/tests/.gitignore @@ -18,10 +18,7 @@ !/block_bytecode/MARK3_exo.dat !/bvar_a_la_sims/bvar_sample.m !/fs2000/fs2000a_steadystate.m -!/fs2000/fs2000b_steadystate.m -!/fs2000/fsdat.m -!/fs2000/fsdat2.m -!/fs2000/test.m +!/fs2000/fsdat_simul.m !/kalman/likelihood/compare_kalman_routines.m !/kalman/likelihood/simul_state_space_model.m !/kalman/likelihood/test1.m diff --git a/tests/fs2000/fs2000.mod b/tests/fs2000/fs2000.mod index ace92ed11dadde7d1be60ea5888f2b7cdaf8ab45..f933339c5ca5b78f5e63998d6ab31b6a9957cda1 100644 --- a/tests/fs2000/fs2000.mod +++ b/tests/fs2000/fs2000.mod @@ -1,22 +1,4 @@ -// This file replicates the estimation of the CIA model from -// Frank Schorfheide (2000) "Loss function-based evaluation of DSGE models" -// Journal of Applied Econometrics, 15, 645-670. -// the data are the ones provided on Schorfheide's web site with the programs. -// http://www.econ.upenn.edu/~schorf/programs/dsgesel.ZIP -// You need to have fsdat.m in the same directory as this file. -// This file replicates: -// -the posterior mode as computed by Frank's Gauss programs -// -the parameter mean posterior estimates reported in the paper -// -the model probability (harmonic mean) reported in the paper -// This file was tested with dyn_mat_test_0218.zip -// the smooth shocks are probably stil buggy -// -// The equations are taken from J. Nason and T. Cogley (1994) -// "Testing the implications of long-run neutrality for monetary business -// cycle models" Journal of Applied Econometrics, 9, S37-S70. -// Note that there is an initial minus sign missing in equation (A1), p. S63. -// -// Michel Juillard, February 2004 +// See fs2000.mod in the examples/ directory for details on the model var m P c e W R k d n l gy_obs gp_obs y dA; varexo e_a e_m; @@ -61,7 +43,7 @@ n = 0.19; l = 0.86; y = 0.6; gy_obs = exp(gam); -gp_obs = exp(-gam); +gp_obs = exp(-gam); dA = exp(gam); end; @@ -72,8 +54,10 @@ end; steady; +check; + estimated_params; -alp, beta_pdf, 0.356, 0.02; +alp, beta_pdf, 0.356, 0.02; bet, beta_pdf, 0.993, 0.002; gam, normal_pdf, 0.0085, 0.003; mst, normal_pdf, 1.0002, 0.007; @@ -86,4 +70,4 @@ end; varobs gp_obs gy_obs; -estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=2000,mh_nblocks=5,mh_jscale=0.8); \ No newline at end of file +estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8); diff --git a/tests/fs2000/fs2000a.mod b/tests/fs2000/fs2000a.mod index fec11e36be352cf3be1bbc6c72d98dfbb785a3eb..6dba2e70c6e71cad890cf85dee0c806770f5be59 100644 --- a/tests/fs2000/fs2000a.mod +++ b/tests/fs2000/fs2000a.mod @@ -1,22 +1,5 @@ -// This file replicates the estimation of the CIA model from -// Frank Schorfheide (2000) "Loss function-based evaluation of DSGE models" -// Journal of Applied Econometrics, 15, 645-670. -// the data are the ones provided on Schorfheide's web site with the programs. -// http://www.econ.upenn.edu/~schorf/programs/dsgesel.ZIP -// You need to have fsdat.m in the same directory as this file. -// This file replicates: -// -the posterior mode as computed by Frank's Gauss programs -// -the parameter mean posterior estimates reported in the paper -// -the model probability (harmonic mean) reported in the paper -// This file was tested with dyn_mat_test_0218.zip -// the smooth shocks are probably stil buggy -// -// The equations are taken from J. Nason and T. Cogley (1994) -// "Testing the implications of long-run neutrality for monetary business -// cycle models" Journal of Applied Econometrics, 9, S37-S70. -// Note that there is an initial minus sign missing in equation (A1), p. S63. -// -// Michel Juillard, February 2004 +// See fs2000.mod in the examples/ directory for details on the model +// This version estimates the model in level rather than in growth rates var m P c e W R k d n l gy_obs gp_obs Y_obs P_obs y dA; varexo e_a e_m; @@ -63,7 +46,7 @@ n = 0.19; l = 0.86; y = 0.6; gy_obs = exp(gam); -gp_obs = exp(-gam); +gp_obs = exp(-gam); dA = exp(gam); end; @@ -79,7 +62,7 @@ steady; check; estimated_params; -alp, beta_pdf, 0.356, 0.02; +alp, beta_pdf, 0.356, 0.02; bet, beta_pdf, 0.993, 0.002; gam, normal_pdf, 0.0085, 0.003; mst, normal_pdf, 1.0002, 0.007; @@ -97,7 +80,8 @@ P_obs (log(mst)-gam); 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); -estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=2000, - mode_compute=4,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65); - +//stoch_simul(order=1, periods=200); +//datatomfile('fsdat_simul2', char('gy_obs', 'gp_obs', 'Y_obs', 'P_obs')); diff --git a/tests/fs2000/fs2000b.mod b/tests/fs2000/fs2000b.mod deleted file mode 100644 index bead541eabd9b466b6b31770943a74e6e81118c5..0000000000000000000000000000000000000000 --- a/tests/fs2000/fs2000b.mod +++ /dev/null @@ -1,102 +0,0 @@ -// This file replicates the estimation of the CIA model from -// Frank Schorfheide (2000) "Loss function-based evaluation of DSGE models" -// Journal of Applied Econometrics, 15, 645-670. -// the data are the ones provided on Schorfheide's web site with the programs. -// http://www.econ.upenn.edu/~schorf/programs/dsgesel.ZIP -// You need to have fsdat.m in the same directory as this file. -// This file replicates: -// -the posterior mode as computed by Frank's Gauss programs -// -the parameter mean posterior estimates reported in the paper -// -the model probability (harmonic mean) reported in the paper -// This file was tested with dyn_mat_test_0218.zip -// the smooth shocks are probably stil buggy -// -// The equations are taken from J. Nason and T. Cogley (1994) -// "Testing the implications of long-run neutrality for monetary business -// cycle models" Journal of Applied Econometrics, 9, S37-S70. -// Note that there is an initial minus sign missing in equation (A1), p. S63. -// -// Michel Juillard, February 2004 - -var m P c e W R k d n l gy_obs gp_obs Y_obs P_obs y dA; -varexo e_a e_m; - -parameters alp bet gam mst rho psi del; - -alp = 0.33; -bet = 0.99; -gam = 0.003; -mst = 1.011; -rho = 0.7; -psi = 0.787; -del = 0.02; - -model; -dA = exp(gam+e_a); -log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m; --P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0; -W = l/n; --(psi/(1-psi))*(c*P/(1-n))+l/n = 0; -R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W; -1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0; -c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1); -P*c = m; -m-1+d = l; -e = exp(e_a); -y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)); -gy_obs = dA*y/y(-1); -gp_obs = (P/P(-1))*m(-1)/dA; -Y_obs/Y_obs(-1) = gy_obs; -P_obs/P_obs(-1) = gp_obs; -end; - -initval; -k = 6; -m = mst; -P = 2.25; -c = 0.45; -e = 1; -W = 4; -R = 1.02; -d = 0.85; -n = 0.19; -l = 0.86; -y = 0.6; -gy_obs = exp(gam); -gp_obs = exp(-gam); -dA = exp(gam); -end; - -shocks; -var e_a; stderr 0.014; -var e_m; stderr 0.005; -end; - -steady; - -check; - -estimated_params; -alp, beta_pdf, 0.356, 0.02; -bet, beta_pdf, 0.993, 0.002; -gam, normal_pdf, 0.0085, 0.003; -mst, normal_pdf, 1.0002, 0.007; -rho, beta_pdf, 0.129, 0.223; -psi, beta_pdf, 0.65, 0.05; -del, beta_pdf, 0.01, 0.005; -stderr e_a, inv_gamma_pdf, 0.035449, inf; -stderr e_m, inv_gamma_pdf, 0.008862, inf; -end; - -varobs P_obs Y_obs; - -observation_trends; -P_obs (log(mst)-gam); -Y_obs (gam); -end; - -unit_root_vars P_obs Y_obs; - -//stoch_simul(order=1,nomoments,irf=0); -estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=0,mh_nblocks=2,mh_drop=0.45,mode_compute=0,mode_file=fs2000b_mode,load_mh_file); -stab_map_; diff --git a/tests/fs2000/fs2000b_steadystate.m b/tests/fs2000/fs2000b_steadystate.m deleted file mode 100644 index 4833e8b9601223500ccf285e63ebfdd828da6940..0000000000000000000000000000000000000000 --- a/tests/fs2000/fs2000b_steadystate.m +++ /dev/null @@ -1,60 +0,0 @@ -% computes the steady state of fs2000 analyticaly -% largely inspired by the program of F. Schorfheide -function [ys,check] = fs2000a_steadystate(ys,exe) - global M_ - - alp = M_.params(1); - bet = M_.params(2); - gam = M_.params(3); - mst = M_.params(4); - rho = M_.params(5); - psi = M_.params(6); - del = M_.params(7); - - check = 0; - - dA = exp(gam); - gst = 1/dA; - m = mst; - - khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1)); - xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1); - nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp ); - n = xist/(nust+xist); - P = xist + nust; - k = khst*n; - - l = psi*mst*n/( (1-psi)*(1-n) ); - c = mst/P; - d = l - mst + 1; - y = k^alp*n^(1-alp)*gst^alp; - R = mst/bet; - W = l/n; - ist = y-c; - q = 1 - d; - - e = 1; - - gp_obs = m/dA; - gy_obs = dA; - - P_obs = 1; - Y_obs = 1; - - ys =[ -m -P -c -e -W -R -k -d -n -l -gy_obs -gp_obs -Y_obs -P_obs -y -dA ]; \ No newline at end of file diff --git a/tests/fs2000/fsdat.m b/tests/fs2000/fsdat.m deleted file mode 100644 index 5a0e3658d4031fe8f32bee59f33c515549b8ee23..0000000000000000000000000000000000000000 --- a/tests/fs2000/fsdat.m +++ /dev/null @@ -1,210 +0,0 @@ -data_q = [ -18.02 1474.5 150.2 -17.94 1538.2 150.9 -18.01 1584.5 151.4 -18.42 1644.1 152 -18.73 1678.6 152.7 -19.46 1693.1 153.3 -19.55 1724 153.9 -19.56 1758.2 154.7 -19.79 1760.6 155.4 -19.77 1779.2 156 -19.82 1778.8 156.6 -20.03 1790.9 157.3 -20.12 1846 158 -20.1 1882.6 158.6 -20.14 1897.3 159.2 -20.22 1887.4 160 -20.27 1858.2 160.7 -20.34 1849.9 161.4 -20.39 1848.5 162 -20.42 1868.9 162.8 -20.47 1905.6 163.6 -20.56 1959.6 164.3 -20.62 1994.4 164.9 -20.78 2020.1 165.7 -21 2030.5 166.5 -21.2 2023.6 167.2 -21.33 2037.7 167.9 -21.62 2033.4 168.7 -21.71 2066.2 169.5 -22.01 2077.5 170.2 -22.15 2071.9 170.9 -22.27 2094 171.7 -22.29 2070.8 172.5 -22.56 2012.6 173.1 -22.64 2024.7 173.8 -22.77 2072.3 174.5 -22.88 2120.6 175.3 -22.92 2165 176.045 -22.91 2223.3 176.727 -22.94 2221.4 177.481 -23.03 2230.95 178.268 -23.13 2279.22 179.694 -23.22 2265.48 180.335 -23.32 2268.29 181.094 -23.4 2238.57 181.915 -23.45 2251.68 182.634 -23.51 2292.02 183.337 -23.56 2332.61 184.103 -23.63 2381.01 184.894 -23.75 2422.59 185.553 -23.81 2448.01 186.203 -23.87 2471.86 186.926 -23.94 2476.67 187.68 -24 2508.7 188.299 -24.07 2538.05 188.906 -24.12 2586.26 189.631 -24.29 2604.62 190.362 -24.35 2666.69 190.954 -24.41 2697.54 191.56 -24.52 2729.63 192.256 -24.64 2739.75 192.938 -24.77 2808.88 193.467 -24.88 2846.34 193.994 -25.01 2898.79 194.647 -25.17 2970.48 195.279 -25.32 3042.35 195.763 -25.53 3055.53 196.277 -25.79 3076.51 196.877 -26.02 3102.36 197.481 -26.14 3127.15 197.967 -26.31 3129.53 198.455 -26.6 3154.19 199.012 -26.9 3177.98 199.572 -27.21 3236.18 199.995 -27.49 3292.07 200.452 -27.75 3316.11 200.997 -28.12 3331.22 201.538 -28.39 3381.86 201.955 -28.73 3390.23 202.419 -29.14 3409.65 202.986 -29.51 3392.6 203.584 -29.94 3386.49 204.086 -30.36 3391.61 204.721 -30.61 3422.95 205.419 -31.02 3389.36 206.13 -31.5 3481.4 206.763 -31.93 3500.95 207.362 -32.27 3523.8 208 -32.54 3533.79 208.642 -33.02 3604.73 209.142 -33.2 3687.9 209.637 -33.49 3726.18 210.181 -33.95 3790.44 210.737 -34.36 3892.22 211.192 -34.94 3919.01 211.663 -35.61 3907.08 212.191 -36.29 3947.11 212.708 -37.01 3908.15 213.144 -37.79 3922.57 213.602 -38.96 3879.98 214.147 -40.13 3854.13 214.7 -41.05 3800.93 215.135 -41.66 3835.21 215.652 -42.41 3907.02 216.289 -43.19 3952.48 216.848 -43.69 4044.59 217.314 -44.15 4072.19 217.776 -44.77 4088.49 218.338 -45.57 4126.39 218.917 -46.32 4176.28 219.427 -47.07 4260.08 219.956 -47.66 4329.46 220.573 -48.63 4328.33 221.201 -49.42 4345.51 221.719 -50.41 4510.73 222.281 -51.27 4552.14 222.933 -52.35 4603.65 223.583 -53.51 4605.65 224.152 -54.65 4615.64 224.737 -55.82 4644.93 225.418 -56.92 4656.23 226.117 -58.18 4678.96 226.754 -59.55 4566.62 227.389 -61.01 4562.25 228.07 -62.59 4651.86 228.689 -64.15 4739.16 229.155 -65.37 4696.82 229.674 -66.65 4753.02 230.301 -67.87 4693.76 230.903 -68.86 4615.89 231.395 -69.72 4634.88 231.906 -70.66 4612.08 232.498 -71.44 4618.26 233.074 -72.08 4662.97 233.546 -72.83 4763.57 234.028 -73.48 4849 234.603 -74.19 4939.23 235.153 -75.02 5053.56 235.605 -75.58 5132.87 236.082 -76.25 5170.34 236.657 -76.81 5203.68 237.232 -77.63 5257.26 237.673 -78.25 5283.73 238.176 -78.76 5359.6 238.789 -79.45 5393.57 239.387 -79.81 5460.83 239.861 -80.22 5466.95 240.368 -80.84 5496.29 240.962 -81.45 5526.77 241.539 -82.09 5561.8 242.009 -82.68 5618 242.52 -83.33 5667.39 243.12 -84.09 5750.57 243.721 -84.67 5785.29 244.208 -85.56 5844.05 244.716 -86.66 5878.7 245.354 -87.44 5952.83 245.966 -88.45 6010.96 246.46 -89.39 6055.61 247.017 -90.13 6087.96 247.698 -90.88 6093.51 248.374 -92 6152.59 248.928 -93.18 6171.57 249.564 -94.14 6142.1 250.299 -95.11 6078.96 251.031 -96.27 6047.49 251.65 -97 6074.66 252.295 -97.7 6090.14 253.033 -98.31 6105.25 253.743 -99.13 6175.69 254.338 -99.79 6214.22 255.032 -100.17 6260.74 255.815 -100.88 6327.12 256.543 -101.84 6327.93 257.151 -102.35 6359.9 257.785 -102.83 6393.5 258.516 -103.51 6476.86 259.191 -104.13 6524.5 259.738 -104.71 6600.31 260.351 -105.39 6629.47 261.04 -106.09 6688.61 261.692 -106.75 6717.46 262.236 -107.24 6724.2 262.847 -107.75 6779.53 263.527 -108.29 6825.8 264.169 -108.91 6882 264.681 -109.24 6983.91 265.258 -109.74 7020 265.887 -110.23 7093.12 266.491 -111 7166.68 266.987 -111.43 7236.5 267.545 -111.76 7311.24 268.171 -112.08 7364.63 268.815 -]; -%GDPD GDPQ GPOP - -series = zeros(193,2); -series(:,2) = data_q(:,1); -series(:,1) = 1000*data_q(:,2)./data_q(:,3); - -Y_obs = series(:,1); -P_obs = series(:,2); - -series = series(2:193,:)./series(1:192,:); - -gy_obs = series(:,1); -gp_obs = series(:,2); - -ti = [1950:0.25:1997.75]; \ No newline at end of file diff --git a/tests/fs2000/fsdat2.m b/tests/fs2000/fsdat2.m deleted file mode 100644 index c724416bc95d814337a6ea9db396814621b74593..0000000000000000000000000000000000000000 --- a/tests/fs2000/fsdat2.m +++ /dev/null @@ -1,217 +0,0 @@ -data_q = [ -18.02 1474.5 150.2 -17.94 1538.2 150.9 -18.01 1584.5 151.4 -18.42 1644.1 152 -18.73 1678.6 152.7 -19.46 1693.1 153.3 -19.55 1724 153.9 -19.56 1758.2 154.7 -19.79 1760.6 155.4 -19.77 1779.2 156 -19.82 1778.8 156.6 -20.03 1790.9 157.3 -20.12 1846 158 -20.1 1882.6 158.6 -20.14 1897.3 159.2 -20.22 1887.4 160 -20.27 1858.2 160.7 -20.34 1849.9 161.4 -20.39 1848.5 162 -20.42 1868.9 162.8 -20.47 1905.6 163.6 -20.56 1959.6 164.3 -20.62 1994.4 164.9 -20.78 2020.1 165.7 -21 2030.5 166.5 -21.2 2023.6 167.2 -21.33 2037.7 167.9 -21.62 2033.4 168.7 -21.71 2066.2 169.5 -22.01 2077.5 170.2 -22.15 2071.9 170.9 -22.27 2094 171.7 -22.29 2070.8 172.5 -22.56 2012.6 173.1 -22.64 2024.7 173.8 -22.77 2072.3 174.5 -22.88 2120.6 175.3 -22.92 2165 176.045 -22.91 2223.3 176.727 -22.94 2221.4 177.481 -23.03 2230.95 178.268 -23.13 2279.22 179.694 -23.22 2265.48 180.335 -23.32 2268.29 181.094 -23.4 2238.57 181.915 -23.45 2251.68 182.634 -23.51 2292.02 183.337 -23.56 2332.61 184.103 -23.63 2381.01 184.894 -23.75 2422.59 185.553 -23.81 2448.01 186.203 -23.87 2471.86 186.926 -23.94 2476.67 187.68 -24 2508.7 188.299 -24.07 2538.05 188.906 -24.12 2586.26 189.631 -24.29 2604.62 190.362 -24.35 2666.69 190.954 -24.41 2697.54 191.56 -24.52 2729.63 192.256 -24.64 2739.75 192.938 -24.77 2808.88 193.467 -24.88 2846.34 193.994 -25.01 2898.79 194.647 -25.17 2970.48 195.279 -25.32 3042.35 195.763 -25.53 3055.53 196.277 -25.79 3076.51 196.877 -26.02 3102.36 197.481 -26.14 3127.15 197.967 -26.31 3129.53 198.455 -26.6 3154.19 199.012 -26.9 3177.98 199.572 -27.21 3236.18 199.995 -27.49 3292.07 200.452 -27.75 3316.11 200.997 -28.12 3331.22 201.538 -28.39 3381.86 201.955 -28.73 3390.23 202.419 -29.14 3409.65 202.986 -29.51 3392.6 203.584 -29.94 3386.49 204.086 -30.36 3391.61 204.721 -30.61 3422.95 205.419 -31.02 3389.36 206.13 -31.5 3481.4 206.763 -31.93 3500.95 207.362 -32.27 3523.8 208 -32.54 3533.79 208.642 -33.02 3604.73 209.142 -33.2 3687.9 209.637 -33.49 3726.18 210.181 -33.95 3790.44 210.737 -34.36 3892.22 211.192 -34.94 3919.01 211.663 -35.61 3907.08 212.191 -36.29 3947.11 212.708 -37.01 3908.15 213.144 -37.79 3922.57 213.602 -38.96 3879.98 214.147 -40.13 3854.13 214.7 -41.05 3800.93 215.135 -41.66 3835.21 215.652 -42.41 3907.02 216.289 -43.19 3952.48 216.848 -43.69 4044.59 217.314 -44.15 4072.19 217.776 -44.77 4088.49 218.338 -45.57 4126.39 218.917 -46.32 4176.28 219.427 -47.07 4260.08 219.956 -47.66 4329.46 220.573 -48.63 4328.33 221.201 -49.42 4345.51 221.719 -50.41 4510.73 222.281 -51.27 4552.14 222.933 -52.35 4603.65 223.583 -53.51 4605.65 224.152 -54.65 4615.64 224.737 -55.82 4644.93 225.418 -56.92 4656.23 226.117 -58.18 4678.96 226.754 -59.55 4566.62 227.389 -61.01 4562.25 228.07 -62.59 4651.86 228.689 -64.15 4739.16 229.155 -65.37 4696.82 229.674 -66.65 4753.02 230.301 -67.87 4693.76 230.903 -68.86 4615.89 231.395 -69.72 4634.88 231.906 -70.66 4612.08 232.498 -71.44 4618.26 233.074 -72.08 4662.97 233.546 -72.83 4763.57 234.028 -73.48 4849 234.603 -74.19 4939.23 235.153 -75.02 5053.56 235.605 -75.58 5132.87 236.082 -76.25 5170.34 236.657 -76.81 5203.68 237.232 -77.63 5257.26 237.673 -78.25 5283.73 238.176 -78.76 5359.6 238.789 -79.45 5393.57 239.387 -79.81 5460.83 239.861 -80.22 5466.95 240.368 -80.84 5496.29 240.962 -81.45 5526.77 241.539 -82.09 5561.8 242.009 -82.68 5618 242.52 -83.33 5667.39 243.12 -84.09 5750.57 243.721 -84.67 5785.29 244.208 -85.56 5844.05 244.716 -86.66 5878.7 245.354 -87.44 5952.83 245.966 -88.45 6010.96 246.46 -89.39 6055.61 247.017 -90.13 6087.96 247.698 -90.88 6093.51 248.374 -92 6152.59 248.928 -93.18 6171.57 249.564 -94.14 6142.1 250.299 -95.11 6078.96 251.031 -96.27 6047.49 251.65 -97 6074.66 252.295 -97.7 6090.14 253.033 -98.31 6105.25 253.743 -99.13 6175.69 254.338 -99.79 6214.22 255.032 -100.17 6260.74 255.815 -100.88 6327.12 256.543 -101.84 6327.93 257.151 -102.35 6359.9 257.785 -102.83 6393.5 258.516 -103.51 6476.86 259.191 -104.13 6524.5 259.738 -104.71 6600.31 260.351 -105.39 6629.47 261.04 -106.09 6688.61 261.692 -106.75 6717.46 262.236 -107.24 6724.2 262.847 -107.75 6779.53 263.527 -108.29 6825.8 264.169 -108.91 6882 264.681 -109.24 6983.91 265.258 -109.74 7020 265.887 -110.23 7093.12 266.491 -111 7166.68 266.987 -111.43 7236.5 267.545 -111.76 7311.24 268.171 -112.08 7364.63 268.815 -]; -%GDPD GDPQ GPOP - -series = zeros(193,2); -series(:,2) = data_q(:,1); -series(:,1) = 1000*data_q(:,2)./data_q(:,3); - -Y_obs = series(:,1); -P_obs = series(:,2); - -series = series(2:193,:)./series(1:192,:); - -gy_obs = series(:,1); -gp_obs = series(:,2); - -size(gy_obs) - -for t=1:4:100 - gp_obs(t+0) = NaN; - gp_obs(t+1) = NaN; -end - -ti = [1950:0.25:1997.75]; \ No newline at end of file diff --git a/tests/fs2000/fsdat_simul.m b/tests/fs2000/fsdat_simul.m new file mode 100644 index 0000000000000000000000000000000000000000..d4f4a8066f17ba49faad004256693ebc1b9b01e9 --- /dev/null +++ b/tests/fs2000/fsdat_simul.m @@ -0,0 +1,828 @@ +gy_obs =[ + 1.0030045 + 0.99990934 + 1.0172778 + 0.99464043 + 1.0253423 + 1.0150215 + 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b/tests/fs2000/test.m deleted file mode 100644 index f05f5f1c45875b0508f622724647c0285081f9e1..0000000000000000000000000000000000000000 --- a/tests/fs2000/test.m +++ /dev/null @@ -1,4 +0,0 @@ -function test(a,b,n) - if max(max(abs(a)-abs(b))) > 1e-5 - error(['Test error in test ' int2str(n)]) - end \ No newline at end of file