close Warning: Can't synchronize with repository "(default)" (/var/svn/tolp does not appear to be a Subversion repository.). Look in the Trac log for more information.

Changes between Version 1 and Version 2 of PruebaImportTolProject


Ignore:
Timestamp:
Feb 4, 2009, 1:37:07 PM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

--

Legend:

Unmodified
Added
Removed
Modified
  • PruebaImportTolProject

    v1 v2  
    1414
    1515''the Tol graphical user interface, Tolbase''
     16
     17=== Detalles del modelo PrjBsrTest/test 04 ===
     18Este modelo, disponible en el CVS de Bayes en bsd/entity/PrjBsrTest/test_04, sirve para probar los filtros no lineales de ["BSR"] de función de transferencia (delta) de inputs.
     19
     20 . [[latex(\usepackage{dsfont} % $$  Y_{t} = \alpha_{1}*X_{1,t} + \alpha_{2}*X_{2,t} + \frac{\omega}{1-\delta B}X_{3,t}  + e_{t} \wedge e_{t}  \sim N \left(0,\sigma^2\right) $$)]]
     21La serie [[latex(\usepackage{dsfont} % $$X_{1,t} $$)]] corresponde a una constante diaria, [[latex(\usepackage{dsfont} % $$X_{2,t} $$)]] es 1 en los lunes y 0 en el resto y [[latex(\usepackage{dsfont} % $$X_{3,t} $$)]] es 1 el primero de cada mes y 0 en el resto.
     22
     23Los parámetros estimados están en razonable consonancia con los reales con tan solo 2000 simulaciones y 600 burnin
     24||varName_ ||real_ ||mean_ ||sd_ ||
     25||LinearBlk::Obs.Node_0001::constante::Coef ||7.59130102349 ||7.46781440231 ||0.0665918318409 ||
     26||LinearBlk::Obs.Node_0001::lunes::Coef ||14.021947463 ||14.2365293999 ||0.165246966657 ||
     27||OmegaBlk::Obs.Node_0001::priMes::NumDeg.0 ||16.5937403706 ||16.3259997746 ||0.317940471226 ||
     28||OmegaBlk::Obs.Node_0001::priMes::NumDeg.1 ||16.4758845116 ||17.2479505414 ||0.462992199885 ||
     29||SigmaBlk::Obs.Node_0001::Variance ||1.19602833104 ||1.27578423517 ||0.0969982520652 ||
     30||DeltaBlk::Obs.Node_0001::priMes::DenDeg.1 ||1.16239349606 ||1.15061896615 ||0.00654143900129 ||
     31||DeltaBlk::Obs.Node_0001::priMes::DenDeg.2 ||-0.572049394948 ||-0.565483485055 ||0.00528670827135 ||
     32||DeltaBlk::Obs.Node_0001::priMes::DenIni.1 ||0.0171567065141 ||-0.0628161470391 ||0.0717314443238 ||
     33||DeltaBlk::Obs.Node_0001::priMes::DenIni.0 ||0.00983897086093 ||0.00677649076348 ||0.0408822936215 ||