Kaya Growth State Space Models

#

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

#

require(dse)

require(matlab)

f<- matrix (c(1.04, 0, 0,

      0.375, 1.04, 0,

      0, 0.01, 0),

      byrow=TRUE,nrow=3,ncol=3)

#

# To reduce Population Growth Uncomment Following line

# f[1,1] <- .90

# To reduce Economic Growth, Uncomment Following Line

# f[2,2] <- .90

#       To Reduce CO2 Emissions

# f[3,3] <- .90 ; f[3,2] <- 0.0001

#

h <- eye(3,3)

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

KAYA <- SS(F=f,H=h,K=k,output.names=c("N","Q","CO2"),z0=c(1,1,1))

stability(KAYA)

m <- toSSChol(KAYA)

m

shockDecomposition(m)

KAYA.data <- simulate(KAYA,sampleT=50,noise=matrix(0,50,3),start=1)

#tfplot(KAYA.data)

mm <- l(KAYA,KAYA.data)

#tfplot(mm)

tfplot(forecast(mm,horizon=50))