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- Timestamp:
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Feb 4, 2009, 1:37:07 PM (16 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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14 | 14 | |
15 | 15 | ''the Tol graphical user interface, Tolbase'' |
| 16 | |
| 17 | === Detalles del modelo PrjBsrTest/test 04 === |
| 18 | Este 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} % $$ Y_{t} = \alpha_{1}*X_{1,t} + \alpha_{2}*X_{2,t} + \frac{\omega}{1-\delta B}X_{3,t} + e_{t} \wedge e_{t} \sim N \left(0,\sigma^2\right) $$)]] |
| 21 | La 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 | |
| 23 | Los 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 || |