USL16_BAU

#

# US_L16 Model (1450-1640) Cut-and-paste code below into window above and Run

#

#

# Measurement Matrix (Growth), (N-X)

#         N      X

#[1,] 0.707  0.707

#[2,] 0.707 -0.707

#

# Fraction of Variance 

#[1] 0.989 1.000

#

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

require(dse)

require(matlab)

f <- matrix( c( 0.997130324, 0.02287263, -0.023428988,

                     -0.002869676, 1.02287263,  0.002153238,

0.00000000,  0.0000000,  1.0000000000

),byrow=TRUE,nrow=3,ncol=3)

h <- eye(2,3)

k <- (f[,1:2,drop=FALSE])

US_L16 <- SS(F=f,H=h,K=k,z0=c( -0.023428988,  0.002153238 ,  1.0000000000),

              output.names=c("US1","US2"))

print(US_L16)

is.SS(US_L16)

stability(US_L16)

# tfplot(simulate(US_L16,sampleT=150))

US_L16.data <- simulate(US_L16,sampleT=150,start=1450)

#US_L16.data <- simulate(US_L16,sampleT=150,noise=matrix(0,100,2),start=1450)

US_L16.f <- forecast(l(US_L16,US_L16.data),horizon=150)

tfplot(US_L16.f)

AIC(m <- l(US_L16,US_L16.data))

shockDecomposition(toSSChol(m))