WL20 NA (North America) Model

#

# Cut-and-paste code below into window above an Run

#

# NACL2 Model. (NORTH AMERICA)

#

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

require(dse)

require(matlab)

#

# Measurement Matrix  (Growth-LU) (LU) (CO2+EG-Q-L-N)

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

#[1,]        0.43643           0.43882        0.44188         0.4443

#[2,]        0.07086           0.04899        0.02476         0.1189

#[3,]        0.57112           0.51224       -0.49087        -0.2381

#     SP.POP.TOTL SL.UEM.TOTL.ZS

#[1,]      0.4442      -0.164207

#[2,]      0.1020       0.983576

#[3,]     -0.3372       0.009451

#

 #Fraction of Variance 

#[1] 0.8237 0.9730 0.9943 0.9988 0.9999 1.0000

#

f <- matrix( c(0.98459345,  0.03242716, -0.07593088, 0.143592850,

                      0.01351879,  0.69160748,  0.12954780, 0.020758284,

                     -0.01852557, -0.01318351,  0.92498947, 0.004671989,

0.00000000,  0.0000000,  0.0000000,  1.0000000000

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

#

# To stabilize the model, Uncomment the next line

# f[1,1] <- 0.97474751; f[2,2] <- 0.68469140; f[3,3] <- 0.91573958;

#

h <- eye(3,4)

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

NACL20 <- SS(F=f,H=h,K=k,z0=c(0.143592850, 0.020758284, 0.004671989,  1.0000000000),

              output.names=c("NAC1","NAC2","NAC3"))

print(NACL20)

is.SS(NACL20)

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

# tfplot(simulate(NACL20,sampleT=100))

NACL20.data <- simulate(NACL20,sampleT=50,noise=matrix(0,50,3))

NACL20.f <- forecast(l(NACL20,NACL20.data),horizon=50)

tfplot(NACL20.f)

AIC(l(NACL20,NACL20.data))

shockDecomposition(toSSChol(NACL20))