Japan (JPL20 Model)

# Cut-and-Paste Code below into Window above and Run

#

# JPL20 BAU Model

#

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

require(dse)

require(matlab)

#

#

# Measurement Matrix (Growth) (EF-LU) (LU+EF - CO2 - EG- KOF)

#

#     EN.ATM.CO2E.KT EG.USE.COMM.KT.OE NY.GDP.MKTP.KD SL.TLF.TOTL.IN SP.POP.TOTL SL.UEM.TOTL.ZS      KOF

#[1,]         0.3346           0.34263        0.34055        0.33936      0.3403         0.3173  0.33505

#[2,]         0.1460          -0.03252       -0.07613       -0.16723     -0.1455        -0.5038  0.09096

#[3,]        -0.4833          -0.21377        0.08602       -0.02948     -0.1881         0.5707 -0.32387

#         EF      HDI

#[1,] 0.3072  0.34113

#[2,] 0.8095 -0.07269

#[3,] 0.4560  0.19650

#

# Fraction of Variance 

#[1] 0.9320 0.9607 0.9813 0.9935 0.9966 0.9988 0.9997 0.9999 1.0000

#

f <- matrix( c(1.00000000, 0.00000000,  0.000000000,  0.00000000,

                      0.18623859, 0.97528236, -0.005253912, -0.07683126,

                      0.04443008, 0.01742142,  1.079552268,  0.23686051,

                      0.01000530, 0.02087946,  0.042321721,  0.95754033

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

#

# To stabilize the model, uncomment next line

# f[3,3] <- 0.95

#

 h <- matrix(c(0,    1,    0,    0,

0,    0,    1,    0,

                0,    0,    0,    1

),byrow=TRUE,nrow=3,ncol=4)

 k <- matrix(c(0.000000000, 0.00000000, 0.00000000,

               0.975282363, 0.01742142, 0.02087946,

              -0.005253912, 1.07955227, 0.04232172,

              -0.076831255, 0.23686051, 0.95754033

),byrow=TRUE,nrow=4,ncol=3)

JPL20 <- SS(F=f,H=h,K=k,z0=c( 1.00000000, -5.68956448, -0.08221832,  0.66882086),

              output.names=c("JP1","JP2","JP3"))

print(JPL20)

is.SS(JPL20)

stability(JPL20)

# tfplot(simulate(JPL20,sampleT=50))

JPL20.data <- simulate(JPL20,sampleT=50,noise=matrix(0,50,3))

JPL20.f <- forecast(l(JPL20,JPL20.data),horizon=50)

tfplot(JPL20.f)

AIC(m <- l(JPL20,JPL20.data))

shockDecomposition(m)