Brazil

#

#     Cut-and-Paste Code Below into Window above and RUN

#

#

# BRL20 BAU Model

#

AIC <- function(model) {informationTestsCalculations(model)[3]}

require(dse)

require(matlab)

#

# (Growth) (LU+KOF-Q-HDI), (EF+HDI-CO2-Q)

#

# Measurement Matrix 

#     EN.ATM.CO2E.KT EG.USE.COMM.KT.OE NY.GDP.MKTP.KD SL.TLF.TOTL.IN

#[1,]          0.339            0.3378         0.3192          0.339

#[2,]          0.339            0.3626         0.5457         -0.284

#[3,]         -0.007            0.0608        -0.0215         -0.165

#     SP.POP.TOTL SL.UEM.TOTL.ZS    EF    KOF    HDI

#[1,]       0.340          0.309 0.347  0.320  0.347

#[2,]      -0.289         -0.358 0.164 -0.331 -0.164

#[3,]      -0.120          0.824 0.111 -0.492 -0.145

#

# Fraction of Variance 

#[1] 0.899 0.961 0.985 0.997 0.999 1.000 1.000 1.000 1.000

#

f <- matrix( c(0.993238443, 0.00581717, 0.1220870,  0.17435941,

                    -0.007223105, 0.98308109, 0.2380093, -0.03776851,

                     -0.020676347, 0.02142871, 1.0216750, -0.01023445

, 0.00000000,  0.0000000,  0.0000000,  1.0000000000

),byrow=TRUE,nrow=4,ncol=4)

#

# Stabilize the (EF+HDI-CO2-Q) Controller, uncomment next line

# f[3,3] <- 0.97

#       or Stabilize the System

# f[1,1] <-  0.954100885; f[2,2] <- 0.94434377; f[3,3] <- 0.9814170

#

#

h <- eye(3,4)

k <- (f[,1:3,drop=FALSE])

BRL20 <- SS(F=f,H=h,K=k,z0=c(0.17435941, -0.03776851, -0.01023445,  1.0000000000),

              output.names=c("BR1","BR2","BR3"))

print(BRL20)

is.SS(BRL20)

stability(m <- SS(F=f[1:3,1:3,drop=FALSE],H=eye(3),Q=eye(3),R=eye(3)))

# tfplot(simulate(BRL20,sampleT=100),start=1960)

BRL20.data <- simulate(BRL20,sampleT=150,noise=matrix(0,150,3),start=1960)

BRL20.f <- forecast(l(BRL20,BRL20.data),horizon=150)

tfplot(BRL20.f)