IT1 Model

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# Cut-and-paste code below into Window above and Run

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# IT1 SYS Model

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merge.forecast <- function (fx,n=1) {

x <- splice(fx$pred,fx$forecast[[n]])

colnames(x) <- seriesNames(fx$data$output)

return(x)

}

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

require(dse)

require(matlab)

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

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

#[1,]          0.339            0.3443         0.3484         0.3405

#[2,]         -0.294           -0.0659         0.1960         0.0237

#[3,]         -0.227           -0.2070         0.0294        -0.1931

#     SP.POP.TOTL SL.UEM.TOTL.ZS   KOF      EF   HDI

#[1,]       0.334          0.302 0.311  0.3345 0.343

#[2,]      -0.127         -0.438 0.705 -0.2886 0.287

#[3,]      -0.398          0.795 0.208 -0.0757 0.167

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# Fraction of Variance 

#[1] 0.897 0.941 0.973 0.992 0.997 0.999 0.999 1.000 1.000

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f <- matrix( c(  0.9689753, 0.1802968,

                        0.0000000, 1.0000000

),byrow=TRUE,nrow=2,ncol=2)

h <- eye(1,2)

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

IT1 <- SS(F=f,H=h,K=k,z0=c( 0.1802968,  1.0000000),

              output.names=c("IT1"))

tfplot(simulate(IT1,sampleT=150,noise=matrix(0,150,1),start=1950))

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