On Mon, Jun 17, 2013 at 7:30 AM, Gabriela Nodari
<gabriela.nodari(a)gmail.com> wrote:
Yes, the code works! but I'm not sure the result is correct.
[...]
here is the complete code:
D=max(abs(IP))
tcount=0
y = 8 13 12 1 2 3
y1 = 8 13 12 1 2
x = 3
#MODEL 1
var 6 y --silent
matrix Ac = $compan[1:6,]
matrix U = $uhat. +$coeff[1,]
#Initial values
matrix y0 = {var1, var2, var3, var4, var5, var6}[1:6,]
#MODEL 2
var 6 y1; x --silent
matrix Ac1 = $compan[1:5,]
matrix U1 = $uhat.+coeff[1,]
You need to include the effect of var6 in your MODEL 2 simulation.
After $coeff[1,] (the intercept) you should add
$coeff[7,] .* {x}[7:]
--
Allin Cottrell
Department of Economics
Wake Forest University