Commit 4f546155 authored by Thomas Brand's avatar Thomas Brand

Good estimation.

parent 5ea7aec9
omega,0.286049 ;
iota,0.498892 ;
epsk,0.811827 ;
epsg,0.8 ;
h,0.568159 ;
thetaw,0.774568 ;
thetap,0.787178 ;
thetax,0.519596 ;
thetam,0.705313 ;
chiw,0.533563 ;
chip,0.571717 ;
chix,0.320729 ;
chim,0.767567 ;
omegam,0.149674 ;
epsc,1.248917 ;
epsi,1.370181 ;
epsw,1.769773 ;
kappa,5.009242 ;
gammac,1.110787 ;
gammai,1.697801 ;
gammapi,1.732484 ;
gammay,0.895491 ;
gammab,0.001 ;
FBAR,0.009991 ;
rhotauc,0.926178 ;
rhotaun,0.918729 ;
rhotauwh,0.966294 ;
rhotauwf,0.967888 ;
rhotauls,0.625948 ;
rhogc,0.937163 ;
rhogi,0.961622 ;
rhot,0.898516 ;
rhoothgov,0.823865 ;
rhotaucb,0.011807 ;
rhotaunb,0.011807 ;
rhotauwhb,0.011807 ;
rhotauwfb,0.011807 ;
rhotaulsb,0.011807 ;
rhogcb,0.011807 ;
rhogib,0.011807 ;
rhoothgovb,0.011807 ;
rhotb,0.011807 ;
rhotaucy,0.0926178 ;
rhotauny,0.0918729 ;
rhotauwhy,0.0966294 ;
rhotauwfy,0.0967888 ;
rhotaulsy,0.0625948 ;
rhogcy,0.154495 ;
rhogiy,0.154495 ;
rhoothgovy,0.154495 ;
rhoty,0.154495 ;
rhoyw,0.942149 ;
rhopoil,0.927868 ;
rhoa,0.861692 ;
rhoxia,0.987510 ;
rhomu,0.826122 ;
rhozetai,0.801920 ;
rhoeps,0.989798 ;
rhoepsw,0.686855 ;
rhor,0.906523 ;
rhod,0.559434 ;
rhoxib,0.918113 ;
rhosigma,0.960773 ;
sigtauc,0.010030 ;
sigtaun,0.019346 ;
sigtauwh,0.007444 ;
sigtauwf,0.005154 ;
sigtauls,0.182054 ;
siga,0.002015 ;
sigxia,0.005539 ;
sigmu,0.004322 ;
sigzetai,0.003941 ;
sigeps,0.060636 ;
sigepsw,0.564712 ;
sigr,0.000681 ;
sigd,0.030151 ;
sigxib,0.002814 ;
siggc,0.001744 ;
siggi,0.012175 ;
sigt,0.004870 ;
sigothgov,0.021008 ;
siggamman,0.007366 ;
sigsigma,0.035105 ;
sigyw,0.017308 ;
sigpoil,0.154146 ;
sigydze, 0.154146 ;
sigpize, 0.154146 ;
omega,0.654354 ;
iota,0.521605 ;
epsk,0.794244 ;
epsg,0.149613 ;
h,0.516908 ;
thetaw,0.754658 ;
thetap,0.788865 ;
thetax,0.458463 ;
thetam,0.718783 ;
chiw,0.565062 ;
chip,0.343732 ;
chix,0.347207 ;
chim,0.786550 ;
omegam,0.111269 ;
epsc,1.402036 ;
epsi,1.418067 ;
epsw,2.197714 ;
kappa,5.364178 ;
gammac,1.431735 ;
gammai,1.682278 ;
gammapi,1.700353 ;
gammay,0.922875 ;
gammab,0.001008 ;
FBAR,0.010666 ;
rhotauc,0.939044 ;
rhotaun,0.889720 ;
rhotauwh,0.975723 ;
rhotauls,0.703271 ;
rhogc,0.934472 ;
rhogi,0.970023 ;
rhot,0.946985 ;
rhoothgov,0.914878 ;
rhotauwf,0.920090 ;
rhogcy,0.115708 ;
rhogiy,0.132547 ;
rhoothgovy,0.142680 ;
rhoty,0.111514 ;
rhotaucy,0.182958 ;
rhotauny,0.148481 ;
rhotauwfy,0.107722 ;
rhotauwhy,0.185570 ;
rhotaulsy,0.163684 ;
rhogcb,0.005644 ;
rhogib,0.014886 ;
rhoothgovb,0.012864 ;
rhotb,0.006530 ;
rhotaucb,0.007837 ;
rhotaunb,0.014035 ;
rhotauwfb,0.007393 ;
rhotauwhb,0.006420 ;
rhotaulsb,0.019058 ;
rhoyw,0.963093 ;
rhopoil,0.952892 ;
rhoa,0.832428 ;
rhoxia,0.981121 ;
rhomu,0.827416 ;
rhozetai,0.866230 ;
rhoeps,0.969715 ;
rhoepsw,0.692267 ;
rhor,0.905619 ;
rhod,0.722145 ;
rhoxib,0.918010 ;
rhosigma,0.950644 ;
sigtauc,0.010423 ;
sigtaun,0.019590 ;
sigtauwh,0.007493 ;
sigtauwf,0.005188 ;
sigtauls,0.153368 ;
siga,0.002191 ;
sigxia,0.005179 ;
sigmu,0.004378 ;
sigzetai,0.004066 ;
sigeps,0.064314 ;
sigepsw,0.512162 ;
sigr,0.000738 ;
sigd,0.030899 ;
sigxib,0.002539 ;
siggc,0.005476 ;
siggi,0.012873 ;
sigt,0.007282 ;
sigothgov,0.024763 ;
siggamman,0.007153 ;
sigsigma,0.035683 ;
sigyw,0.017047 ;
sigpoil,0.149888 ;
sigydze,0.002330 ;
sigpize,0.002976 ;
omega = 0.686049;
iota = 0.498892;
epsk = 0.811827;
epsg = 0.172664;
h = 0.568159;
thetaw = 0.774568;
thetap = 0.787178;
thetax = 0.519596;
thetam = 0.705313;
chiw = 0.533563;
chip = 0.571717;
chix = 0.320729;
chim = 0.767567;
omegam = 0.149674;
epsc = 1.248917;
epsi = 1.370181;
epsw = 1.769773;
kappa = 5.009242;
gammac = 1.110787;
gammai = 1.697801;
gammapi = 1.732484;
gammay = 0.895491;
gammab = 0.001;
FBAR = 0.009991;
rhopirze = 0.8;
rhoydrze = 0.8;
rhoyd = 0.6;
rhopi = 0.6;
rhotauc = 0.926178;
rhotaun = 0.918729;
rhotauwh = 0.966294;
rhotauwf = 0.967888;
rhotauls = 0.625948;
rhogc = 0.937163;
rhogi = 0.961622;
rhot = 0.898516;
rhoothgov = 0.823865;
rhotaucb = 0.0926178 ;
rhotaunb = 0.0918729 ;
rhotauwhb = 0.0966294 ;
rhotauwfb = 0.0967888 ;
rhotaulsb = 0.0625948 ;
rhogcb = 0.011807 ;
rhogib = 0.011807 ;
rhoothgovb = 0.011807 ;
rhotb = 0.011807 ;
rhotaucy = 0.0926178 ;
rhotauny = 0.0918729 ;
rhotauwhy = 0.0966294 ;
rhotauwfy = 0.0967888 ;
rhotaulsy = 0.0625948 ;
rhogcy = 0.154495 ;
rhogiy = 0.154495 ;
rhoothgovy = 0.154495 ;
rhoty = 0.154495 ;
rhoyw = 0.942149;
rhopoil = 0.927868;
rhoa = 0.861692;
rhoxia = 0.987510;
rhomu = 0.826122;
rhozetai = 0.801920;
rhoeps = 0.989798;
rhoepsw = 0.686855;
rhor = 0.906523;
rhod = 0.559434;
rhoxib = 0.918113;
rhosigma = 0.960773;
sigtauc = 0.010030;
sigtaun = 0.019346;
sigtauwh = 0.007444;
sigtauwf = 0.005154;
sigtauls = 0.182054;
siga = 0.002015;
sigxia = 0.005539;
sigmu = 0.004322;
sigzetai = 0.003941;
sigeps = 0.060636;
sigepsw = 0.564712;
sigr = 0.000681;
sigd = 0.030151;
sigxib = 0.002814;
siggc = 0.001744;
siggi = 0.012175;
sigt = 0.004870;
sigothgov = 0.021008;
siggamman = 0.007366;
sigsigma = 0.035105;
sigyw = 0.017308;
sigpoil = 0.154146;
sigydze = 0.154146;
sigpize = 0.154146;
omega = 0.654354;
iota = 0.521605;
epsk = 0.794244;
epsg = 0.149613;
h = 0.516908;
thetaw = 0.754658;
thetap = 0.788865;
thetax = 0.458463;
thetam = 0.718783;
chiw = 0.565062;
chip = 0.343732;
chix = 0.347207;
chim = 0.786550;
omegam = 0.111269;
epsc = 1.402036;
epsi = 1.418067;
epsw = 2.197714;
kappa = 5.364178;
gammac = 1.431735;
gammai = 1.682278;
gammapi = 1.700353;
gammay = 0.922875;
gammab = 0.001008;
FBAR = 0.010666;
rhotauc = 0.939044;
rhotaun = 0.889720;
rhotauwh = 0.975723;
rhotauls = 0.703271;
rhogc = 0.934472;
rhogi = 0.970023;
rhot = 0.946985;
rhoothgov = 0.914878;
rhotauwf = 0.920090;
rhogcy = 0.115708;
rhogiy = 0.132547;
rhoothgovy = 0.142680;
rhoty = 0.111514;
rhotaucy = 0.182958;
rhotauny = 0.148481;
rhotauwfy = 0.107722;
rhotauwhy = 0.185570;
rhotaulsy = 0.163684;
rhogcb = 0.005644;
rhogib = 0.014886;
rhoothgovb = 0.012864;
rhotb = 0.006530;
rhotaucb = 0.007837;
rhotaunb = 0.014035;
rhotauwfb = 0.007393;
rhotauwhb = 0.006420;
rhotaulsb = 0.019058;
rhoyw = 0.963093;
rhopoil = 0.952892;
rhoa = 0.832428;
rhoxia = 0.981121;
rhomu = 0.827416;
rhozetai = 0.866230;
rhoeps = 0.969715;
rhoepsw = 0.692267;
rhor = 0.905619;
rhod = 0.722145;
rhoxib = 0.918010;
rhosigma = 0.950644;
sigtauc = 0.010423;
sigtaun = 0.019590;
sigtauwh = 0.007493;
sigtauwf = 0.005188;
sigtauls = 0.153368;
siga = 0.002191;
sigxia = 0.005179;
sigmu = 0.004378;
sigzetai = 0.004066;
sigeps = 0.064314;
sigepsw = 0.512162;
sigr = 0.000738;
sigd = 0.030899;
sigxib = 0.002539;
siggc = 0.005476;
siggi = 0.012873;
sigt = 0.007282;
sigothgov = 0.024763;
siggamman = 0.007153;
sigsigma = 0.035683;
sigyw = 0.017047;
sigpoil = 0.149888;
sigydze = 0.002330;
sigpize = 0.002976;
......@@ -35,7 +35,7 @@ estimated_params_init;
@#include "initial-values.inc"
end;
estimation(presample=12, lyapunov=doubling, mode_compute=0, mh_replic=2000, kalman_algo=2, consider_only_observed,mode_file=mars_mode,mode_check,forecast=40);
estimation(presample=12, lyapunov=doubling, mode_compute=4, mh_replic=200, kalman_algo=2, consider_only_observed, mode_check,forecast=40);
rawdataset = struct(dataset_);
rawdatatime = struct(rawdataset.dates);
......@@ -44,5 +44,5 @@ save rawdatatime.mat rawdatatime;
shock_decomposition GDP_OBS;
stoch_simul(order=1,irf=40,bandpass_filter) YD C I LD W PI R B GC;
stoch_simul(order=1,irf=40) YD C I LD W PI R B GC;
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