%==========================================================================
%
%  C:\PROJECT\ERM\GDPPOP\IMPULSE.M
%
%  Matlab code to plot out impulse responses of per capita GDP using
%  various ARMA models.  Coefficients estimated from RATS program
%  IMPULSE.PRG.
%
%==========================================================================
%
nqtr = 20;
%
%--------------------------------------------------------------------------
%                            LEVEL SERIES
%--------------------------------------------------------------------------
%
rho = [1.5238403 -0.585959];
alp = [-0.2978594 0.0543882];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,2) on Detrended Total Per Capita Levels');
%
rho = [1.5862579 -0.640916];
alp = [-0.3487959];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,1) on Detrended Total Per Capita Levels');
%
rho = [2.2173447 -1.9280911 0.6647457];
alp = [-1.0054196 0.5232962 0.1444019];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(3,3) on Detrended Total Per Capita Levels');
%
rho = [0.9238066];
alp = [0.2802686];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(1,1) on Detrended Total Per Capita Levels');
%
rho = [1.4974922 -0.5551884];
alp = [-0.2601596 0.0964301];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,2) on Detrended 16+ Per Capita Levels');
%
rho = [1.6009005 -0.6479853];
alp = [-0.3432977];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,1) on Detrended 16+ Per Capita Levels');
%
rho = [2.2567972 -1.7803809 0.5022713];
alp = [-1.0242704 0.3713296 -0.0117256];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(3,3) on Detrended 16+ Per Capita Levels');
%
rho = [0.9383862];
alp = [0.27859122];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(1,1) on Detrended 16+ Per Capita Levels');
%
%--------------------------------------------------------------------------
%                            LOGGED SERIES
%--------------------------------------------------------------------------
%
rho = [1.374000728 -0.453968319];
alp = [-0.124898141 0.118311542];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,2) on Detrended Total Per Capita Logged');
%
rho = [1.499567113 -0.56289771];
alp = [-0.227513204];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,1) on Detrended Total Per Capita Logged');
%
rho = [2.346458468 -2.094997652 0.71869146];
alp = [-1.114534043 0.511083946 0.082777483];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(3,3) on Detrended Total Per Capita Logged');
%
rho = [0.920698573];
alp = [0.298736847];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(1,1) on Detrended Total Per Capita Logged');
%
rho = [1.401829581 -0.470967559];
alp = [-0.147926743 0.157264449];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,2) on Detrended 16+ Per Capita Logged');
%
rho = [1.550972356 -0.603341475];
alp = [-0.264435185];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(2,1) on Detrended 16+ Per Capita Logged');
%
rho = [1.154688318 -0.39268307 0.133956976];
alp = [0.111127252 0.37689287 0.173224286];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(3,3) on Detrended 16+ Per Capita Logged');
%
rho = [0.9350392171];
alp = [0.2973182064];
grafimp(rho, alp, nqtr, ...
   'Impulse Response of ARMA(1,1) on Detrended 16+ Per Capita Logged');

