Leibenstein Model

#

# Leibenstein Basic Model (Cut an paste code in window above and Run (Cmd-Enter)

#

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

require(dse)

require(matlab)

f <- matrix( c(0.68794694, -0.23702406, -0.3702652,  0.15804543,

                      0.14468969,  0.98257831,  0.1110937, -0.25296643,

                     -0.04495851, -0.03512983,  1.0971569,  0.03045473,

0.00000000,  0.0000000,  0.0000000,  1.0000000000

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

h <- eye(3,4)

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

LEIB1 <- SS(F=f,H=h,K=k,z0=c(0.15804543, -0.25296643,  0.03045473,  1.0000000000),

              output.names=c("I","II","III"))

print(LEIB1)

is.SS(LEIB1)

stability(LEIB1)

n <- 20

LEIB1.data <- simulate(LEIB1,sampleT=n,noise=matrix(0,n,3),start=1)

LEIB1.data2 <- simulate(LEIB1,sampleT=n,start=1)

tfplot(LEIB1.data)

AIC(l(LEIB1,LEIB1.data))

tfplot(LEIB1.data2)

AIC(l(LEIB1,LEIB1.data2))