This directory contains computer codes used to replicate
the results in
Measurement with Minimal Theory
Ellen McGrattan
Quarterly Review, 2009
The original output files are provided since random draws
may differ when the codes are run on other computers.
===========================
Codes for 3 Representations
===========================
Common subroutines used for all:
hptrend.f90
random.f90
uncmnd.f
xerror.f
machcon.f
ilut.f
matvec.f
SLICOT routines (in ./slicot/slicot.o)
LAPACK and BLAS routines (in math libraries)
Specific codes for:
1. Restricted State Space
Main code: callfiml.f90
Subroutines: model.f90
reswedgeur.f90
loglikefiml.f90
statfiml.f90
2. Unrestricted State Space
Main code: callss2.f90
Subroutines: loglikess.f90
stationary.f90
statss.f90
3. VARMA(1,1)
Main code: call11.f90
Subroutines: loglike11.f90
stationary.f90
istationary.f90
stat11.f90
stderr11.f90
NOTE: some minor revisions were made to the original codes to
make them compatible with later versions of my FORTRAN
compiler. The original codes are in ./original for
reference.