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/****************************************************************************
* *
* MSVAR Class for OX *
* *
* Example 1: MSM(2)-AR(4) Model of the US Business Cycle *
* see: Hamilton (1989), Econometrica 57, 357-384. *
* *
* (c) Hans-Martin Krolzig, Oxford, 2002 *
* *
****************************************************************************/
#include <oxstd.h>
#import <msvar130>
main()
{
decl msvar = new MSVAR();
msvar->IsOxPack(FALSE);
msvar->LoadIn7("gnp82.in7");
msvar->Select(Y_VAR, { "DUSGNP", 0, 4});
msvar->SetSample(1900,1,1999,4);
msvar->SetModel(MSM, 2);
msvar->Estimate();
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