+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 22 May 2015 Welcome to first class 25 August 2015 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 September 2015 B34S has been hopefully fixed. If problems contact Mike or me. Lab on 7th floor has b34s. *********************************************************************** 19 September 2015 Changes made to web page might cause issues. Let me know at hhstokes@gmail.com if you see a problem. *********************************************************************** 20 September 2015 It appears that one problem does not work. It is because I have given you a model that cannot be inverted. Run this: Houston H. Stokes 9:40 PM (0 minutes ago) to Michael This is a very hard problem. I will give the class somehelp. /; setup shows why so much of an issue for this problem. /; As stated in the problem we have a model that cannot be inverted. b34sexec data noob=1000 $ build ma2 norm ma2b; gen norm=rn()$ gen ma2 =lp(0,3,norm) ma(1. -.7 -.45) values(0.0)$ gen ma2b =lp(0,3,norm) ma(1. -.7 -.15) values(0.0)$ b34srun$ /; Can model be put in inverted form? b34sexec polysolv$ polydivide top(1.) bot(1.,-.7,-.45) nterms=40$ b34srun$ b34sexec polysolv$ polydivide top(1.) bot(1., .7, .45) nterms=40$ b34srun$ b34sexec polysolv$ polydivide top(1,) bot(1, -.7,-.15) nterms=40$ b34srun$ b34sexec bjest nac=24$ model ma2$ modeln q=(1,2)$ forecast nf=10 nt=80$ b34srun$ b34sexec bjest nac=24$ model ma2b$ modeln q=(1,2)$ forecast nf=10 nt=80$ b34srun$ b34sexec matrix; call loaddata; call graph(ma2); call graph(ma2b); acf1=acf(ma2,24,se,pacf1); acf2=acf(ma2B,24,se,pacf2); call tabulate(acf1,pacf1,acf2,pacf2); call autobj(ma2 :print :nac 24 :npac 24 :autobuild ); call autobj(ma2b :print :nac 24 :npac 24 :autobuild ); b34srun; Note that the inverted form blows up!!!!!!!! We will talk about this Tuesday. It is the topic of problem set # 3 ******************************************************************** 24 September 2015 For project # 2 question # 2 See project2_2.b34 and project2_2.out in ftp location. Print project2_2.b34 and project2_2.out ******************************************************************** 7 October 2015 See paper "Real_Balance_67_2011.docx Next class I am going to discuss the money and interest rate paper in Chapter 8 See papers 29 and 30 on my web page. ******************************************************************************************* 13 November 2015 It was brought to my attention that the b34s.ini did not allow access to b34sexec forecast. I have fixed this problem and put a new b34s up. If you want to run the forecast command, install a new b34s. A few additions have been made the the libraries. The b34slf95.exe has not changed. *******************************************************************************************