/*

   POSSIMS.PRG
   Executes Post-Sample Simulations from TXTDSIMS.SRC (but uses new TVNs)
   (Post-1992:4 Simulations)
   This extends possims.prg to 99:1
 */


*** header ***
environment noecho
cal 1947 1 4
all 2005:3

declare integer enddata endregr
declare series ju lpdev c1mdcw c1fae c1lsaq c1lsac nixon nixoff rhs  d1 d2 d3

compute enddata = (1999:1)
compute endregr = (1999:1)

*** load regressors ***
open data H:\P337\data\aarti\u322-01b.rat
data(format=rats) 1947:2 enddata  lpdev c1mdcw c1fae nixon nixoff
data(format=rats) 1947:2 enddata c1cdcw pmac  c1qdcw pma
data(format=rats) 1947:2 enddata c1cpiux1 pmacux1
close data

*** load the tv-nairus ***
open data H:\P337\gss2\data47\tvn99-1\ju.rat
data(format=rats,org=obs) 1947:2 enddata ju
close data
*
*** load the tv-nairus ***
open data H:\P337\gss2\data47\tvn99-1\qtvn.rat
data(format=rats,org=obs) 1947:2 enddata qtvn
close data
*
*** load the tv-nairus ***
open data H:\P337\gss2\data47\tvn99-1\ptvnxa.rat
data(format=rats,org=obs) 1947:2 enddata ptvnxa
close data
*
*** load the tv-nairus ***
open data H:\P337\gss2\data47\tvn99-1\qtvnxa.rat
data(format=rats,org=obs) 1947:2 enddata qtvnxa
close data
*
*** load the tv-nairus ***
open data H:\P337\gss2\data47\tvn99-1\ptvnxcma.rat
data(format=rats,org=obs) 1947:2 enddata ptvnxcma
close data
*
*** load the tv-nairus ***
open data H:\P337\gss2\data47\tvn99-1\qtvnxcma.rat
data(format=rats,org=obs) 1947:2 enddata qtvnxcma
close data
*
*** load the tv-nairus ***
open data H:\P337\gss2\data47\tvn99-1\ptvn.rat
data(format=rats,org=obs) 1947:2 enddata ptvn
close data
*
open data H:\P337\gss2\data47\tvn99-1\c1cdc_xa.rat
data(format=rats,org=obs) 1947:2 enddata c1cdc_xa
close data
*
open data H:\P337\gss2\data47\tvn99-1\c1qdc_xa.rat
data(format=rats,org=obs) 1947:2 enddata c1qdc_xa
close data
*
open data H:\P337\gss2\data47\tvn99-1\c1cdc_xcma.rat
data(format=rats,org=obs) 1947:2 enddata c1cdc_xcma
close data
*

open data H:\P337\gss2\data47\tvn99-1\c1qdc_xcma.rat
data(format=rats,org=obs) 1947:2 enddata c1qdc_xcma
close data
*
*

open data H:\P337\gss2\data47\tvn99-1\markupq.rat
data(format=rats,org=obs) 1947:2 enddata markupq
close data
*
*
open data H:\P337\gss2\data47\tvn99-1\markupp.rat
data(format=rats,org=obs) 1947:2 enddata markupp
close data
*



*
*** load the tv-nairus ***
open data H:\P337\data\aarti\a337-03.rat
data(format=rats,org=obs) 1947:2 enddata utvnqo utvnco utvnx1o  utvnsao utvnswao utvnjcut
close data
*


*** load the tv-nairus ***
open data H:\P337\data\aarti\a337-03.rat
data(format=rats,org=obs) 1947:2 enddata   d1 d2 d3

close data
*
*
*** load the tv-nairus ***
open data H:\P337\data\aarti\jun.rat
data(format=rats,org=obs) 1947:1 enddata   jun
close data


*** load the tv-nairus ***
open data H:\P337\data\aarti\a337-03.rat
data(format=rats,org=obs) 1947:2  enddata utvnco
close data

*** load the tv-nairus ***
open data H:\P337\data\aarti\newtvn.rat
data(format=rats,org=obs) 1947:2  enddata vtvnq
close data

*** load the tv-nairus ***
open data H:\P337\data\aarti\newtvn2.rat
data(format=rats,org=obs) 1947:2  enddata vtvnc
close data
*
*** load the tv-nairus ***
open data H:\P337\data\aarti\newtvn3.rat
data(format=rats,org=obs) 1947:2  enddata vtvnsao
close data

*** load the tv-nairus ***
open data H:\P337\data\aarti\newtvn4.rat
data(format=rats,org=obs) 1947:2  enddata vtvnswao
close data
*
* NAIRU FROM BIGGER SAMPLE
*** load the tv-nairus ***
open data H:\P337\data\aarti\vtvnq2.rat
data(format=rats,org=obs) 1947:2  enddata vtvnq2
close data
*
*** load the tv-nairus ***
open data H:\P337\data\aarti\vtvnc2.rat
data(format=rats,org=obs) 1947:2  enddata vtvnc2
close data



**********same for the corrected dummies*************

*** load the tv-nairus ***
open data H:\P337\data\aarti\vtvnsar.rat
data(format=rats,org=obs) 1947:2  enddata vtvnsar
close data

*** load the tv-nairus ***
open data H:\P337\data\aarti\vtvnswar.rat
data(format=rats,org=obs) 1947:2  enddata vtvnswar
close data
*
open data H:\P337\data\aarti\vtvnqls.rat
data(format=rats,org=obs) 1947:2  enddata vtvnqls
close data

open data H:\P337\data\aarti\vtvncls.rat
data(format=rats,org=obs) 1947:2  enddata vtvncls
close data

open data H:\P337\data\aarti\vtvnsalsq.rat
data(format=rats,org=obs) 1947:2  enddata vtvnsalsq
close data

open data H:\P337\data\aarti\vtvnsalsc.rat
data(format=rats,org=obs) 1947:2  enddata vtvnsalsc
close data







*** load the lsac ***
open data H:\P337\data\aarti\c1lsac.rat
data(format=rats,org=obs) 1947:2 enddata  c1lsac c1lsaq
close data

*** load thee jcut***
open data H:\P337\data\aarti\jcut.rat
data(format=rats,org=obs) 1947:2 enddata jcut
close data

open data H:\P337\data\aarti\ecicom.rat
data(format=rats,org=obs) 1947:2 enddata c1sulceca c4sulceca
data(format=rats,org=obs) 1947:2 enddata c1sulcewsa c4sulcewsa
close data

*******************************************************
*EXTENDING THE DATA TO 1999:1
set pma 1998:3 1998:3 = 0.96
set pma 1998:4 1998:4 = 0.88
set pma 1999:1 1999:1 = 1.01
set pmac 1998:3 1998:3 = 0.77
set pmac 1998:4 1998:4 = 0.77
set pmac 1999:1 1999:1 = 1.05
set pmacux1 1998:3 1998:3 = 1.51
set pmacux1 1998:4 1998:4 = 1.42
set pmacux1 1999:1 1999:1 = 1.67


set c4sulceca 1998:3 1998:3 = 2.45
set c4sulceca 1998:4 1998:4 = 2.14
set c4sulceca 1999:1 1999:1 = 1.83
set c4sulcewsa 1998:3 1998:3 = 2.9
set c4sulcewsa 1998:4 1998:4 = 2.5
set c4sulcewsa 1999:1 1999:1 = 2.12

set d1 1998:3 1998:3 =  0
set d1 1998:4 1998:4 =  0
set d1 1999:1 1999:1 =  1

set d2 1998:3 1998:3 =                                                                                                                                                                                   0
set d2 1998:4 1998:4 =  0
set d2 1999:1 1999:1 =  0


set d3 1998:3 1998:3 =  1
set d3 1998:4 1998:4 =  0
set d3 1999:1 1999:1 =  0


set c1sulceca 1998:3 1998:3 = 2.64
set c1sulceca 1998:4 1998:4 = 1.86
set c1sulceca 1999:1 1999:1 = 0.38

set c1sulcewsa 1998:3 1998:3 = 3.04
set c1sulcewsa 1998:4 1998:4 = 1.905
set c1sulcewsa 1999:1 1999:1 = 0.699

set c1cpiux1 1998:3 1998:3 = 1.6
set c1cpiux1 1998:4 1998:4 = 1.724
set c1cpiux1 1999:1 1999:1 = 1.4699

set c1cdcw 1998:3 1998:3 = 1
set c1cdcw 1998:4 1998:4 = 1.1
set c1cdcw 1999:1 1999:1 = 1.1

set c1qdcw 1998:3 1998:3 = 1
set c1qdcw 1998:4 1998:4 = 0.8
set c1qdcw 1999:1 1999:1 = 1.4

set c1mdcw 1998:3 1998:3 = -5.8
set c1mdcw 1998:4 1998:4 = -1
set c1mdcw 1999:1 1999:1 = -4.8

set c1fae 1998:3 1998:3 = -0.1
set c1fae 1998:4 1998:4 = -1
set c1fae 1999:1 1999:1 = -4.8

set lpdev 1998:3 1998:3 = 2.3
set lpdev 1998:4 1998:4 = 3.33
set lpdev 1999:1 1999:1 = 3.304

set nixon 1998:3 1998:3 = 0
set nixon 1998:4 1998:4 = 0
set nixon 1999:1 1999:1 = 0

set nixoff 1998:3 1998:3 = 0
set nixoff 1998:4 1998:4 = 0
set nixoff 1999:1 1999:1 = 0

set jun  1998:3 1998:3 = jun(t-1)
set jun  1998:4 1998:4 = jun(t-1)
set jun  1999:1 1999:1 = jun(t-1)



***********************************************


  *txt..2 calls for ls case****

  *check modifications in tdxims
********************************
*construct the pmacs for the case of adjusted data
set c1qdcw 1947:2 1999:1 = c1qdc_xa(t)
set pma 1947:2 1999:1 = (c1qdcw(t) + c1qdcw(t-1) + c1qdcw(t-2) +c1qdcw(t-3))/4
****************
*construct the pmacs for the case of adjusted data
*set c1cdcw 1947:2 1999:1 = c1cdc_xcma(t)
*set pmac 1947:2 1999:1 = (c1cdcw(t)+c1cdcw(t-1)+c1cdcw(t-2)+c1cdcw(t-3))/4
********************************
*table 4
*SET c4qdcw_xcma 1993:1 1991:1 = 0
*SET c1fae 1994:1 1999:1 = 0
*SET c1mdcw 1994:1 1999:1 = 0
********************************
*Transformed dependent variable as in gauss:
/*
SET c1cdcw 1947:2 1999:1 = c1cdcw(T) - pmac(T-1)
set rhs1 1947:2 1999:1 = pmac(t-5) - pmac(t-1)
set rhs2 1947:2 1999:1 = pmac(t-9) - pmac(t-1)
set rhs3 1947:2 1999:1 = pmac(t-13) - pmac(t-1)
set rhs4 1947:2 1999:1 = pmac(t-17) - pmac(t-1)
set rhs5 1947:2 1999:1 = pmac(t-21) - pmac(t-1)
*/
*
SET c1qdcw 1947:2 1999:1 = c1qdcw(T) - pma(T-1)
set rhs1 1947:2 1999:1 = pma(t-5) - pma(t-1)
set rhs2 1947:2 1999:1 = pma(t-9) - pma(t-1)
set rhs3 1947:2 1999:1 = pma(t-13) - pma(t-1)
set rhs4 1947:2 1999:1 = pma(t-17) - pma(t-1)
set rhs5 1947:2 1999:1 = pma(t-21) - pma(t-1)
/*
SET c1sulceca 1947:2 1999:1 = c1sulceca(T) - c4sulceca(T-1)
set rhs1 1947:2 1999:1 = c4sulceca(t-5) - c4sulceca(t-1)
set rhs2 1947:2 1999:1 = c4sulceca(t-9) - c4sulceca(t-1)
set rhs3 1947:2 1999:1 = c4sulceca(t-13) - c4sulceca(t-1)
set rhs4 1947:2 1999:1 = c4sulceca(t-17) - c4sulceca(t-1)
set rhs5 1947:2 1999:1 = c4sulceca(t-21) - c4sulceca(t-1)
*
SET c1sulcewsa 1947:2 1999:1 = c1sulcewsa(T) - c4sulcewsa(T-1)
set rhs1 1947:2 1999:1 = c4sulcewsa(t-5) - c4sulcewsa(t-1)
set rhs2 1947:2 1999:1 = c4sulcewsa(t-9) - c4sulcewsa(t-1)
set rhs3 1947:2 1999:1 = c4sulcewsa(t-13) - c4sulcewsa(t-1)
set rhs4 1947:2 1999:1 = c4sulcewsa(t-17) - c4sulcewsa(t-1)
set rhs5 1947:2 1999:1 = c4sulcewsa(t-21) - c4sulcewsa(t-1)
*/
*********************************
*TO HAVE NEW DUMMIES
set d1 1947:2 1999:1 =d1(t)-.25
set d2 1947:2 1999:1 =d2(t)-.25
set d3 1947:2 1999:1 =d3(t)-.25
*********************************





SET dju 1947:2 1999:1 = ju(T) - ju(T-1)
/*
STAT(noprint) c1mdcw 1955:1 1998:3
set c1mdcw 1947:2 1998:3 = c1mdcw(t) - %mean
*/
*set c1fae 1947:2 1959:3  = c1mdcw(t)*0
/*
STAT(noprint) c1fae 1955:1 1998:4
set c1fae 1947:2 1998:3 = c1fae(t) - %mean
STAT(noprint) lpdev 1955:1 1998:4
set lpdev 1947:2 1998:3 =lpdev(t) - %mean
STAT(noprint) nixon 1955:1 1998:4
set nixon 1947:2 1998:3 = nixon(t) - %mean
STAT(noprint) nixoff 1955:1 1998:4
set nixoff 1947:2 1998:3 = nixoff(t) - %mean
*/




*** call on procedure source to run dynamic simulations ***
source h:\p337\simul\txtdsims4.src
*** run dynamic simulations ***

*@txtdsims c1qdcw_xcma c4qdcw_xcma utvnqxcma c4qdfit


*@txtdsims c1qdcw pma vtvnq2 c4qdfit

*@txtdsims c1cdcw pmac vtvnc2 c4cdfit


******for fixed Nairu simulations

*@txtdsims c1qdcw pma jun c4qdfit

*@txtdsims c1cdcw pmac jun c4cdfit

*@txtdsims c1cpiux1 pmacux1 jun c4cpifit

*@txtdsims c1sulceca c4sulceca jun c4tcfit

*@txtdsims c1sulcewsa c4sulcewsa jun c4wsfit


*@txtdsims c1cdcw pmac ptvn c4cdfit


@txtdsims c1qdcw pma qtvnxa c4qdfit

*@txtdsims c1qdcw pma utvnsulsq c4qdfit

*@txtdsims c1sulceca c4sulceca vtvnsar c4tcfit

*@txtdsims c1sulcewsa c4sulcewsa vtvnswar c4wsfit



********with ls term***************
*@txtdsims c1qdcw pma vtvnqls c4qdfit

*@txtdsims c1cdcw pmac vtvncls c4cdfit

*@txtdsims c1sulceca c4sulceca vtvnsalsq c4tcfit

*@txtdsims c1sulceca c4sulceca vtvnsalsc c4tcfit




*@txtdsims c1cdcw pmac utvnjcut c4cdfit

*@txtdsims c1qdcw pma utvnqo c4qdfit

*@txtdsims c1cdcw pmac utvnco c4cdfit

*@txtdsims c1cpiux1 pmacux1 utvnx1o c4cpifit

*@txtdsims c1sulceca c4sulceca jun c4tcfit

*@txtdsims c1sulcewsa c4sulcewsa jun c4wsfit

*@txtdsims c1sulceca c4sulceca utvnsao c4tcfit

*@txtdsims c1sulcewsa c4sulcewsa utvnswao c4wsfit



**** save c4fitted series ****
*open copy h:\p337\simul\c4qdps2.wks
*copy(dates,format=wks,org=obs) 1985:1 1998:3 pma c4qdfit
*close copy

*open copy h:\p337\simul\c4cdps2.wks
*copy(dates,format=wks,org=obs) 1985:1 1998:3 pmac c4cdfit
*close copy

*open copy h:\p337\simul\c4cpips2.wks
*copy(dates,format=wks,org=obs) 1985:1 1998:3 pmacux1 c4cpifit
*close copy

*open copy c:\rats\c4etcfit.wks
*copy(dates,format=wks,org=obs) 1985:1 1998:3 c4sulcec c4tcfit
*close copy

*open copy c:\rats\c4ewsfit.wks
*copy(dates,format=wks,org=obs) 1985:1 1998:3 c4sulcecws c4wsfit
*close copy