Name
prttvp — prints tvp estimation results
CALLING SEQUENCE
prttvp(res,out)
PARAMETERS
- Input
res = a tlist provided by a tvp function
out = the file where the results are printed
(optional; default: %io(2), i.e the screen)
- Output
nothing, just print the results
DESCRIPTION
Prints time varying parameters regression results.
EXAMPLE
load(GROCERDIR+'/data/cousa.dat')
bounds();
rols=ols('con','inc','cte')
b=rols('beta')
sigu=sqrt(rols('sigu'))
r1=tvp('con','inc','const','R=sigu','Q=0.1*eye(2,2)','priorb0=b','priorv0=100000*eye(2,2)','tvpmeth=1','optmeth=optim','noprint')
prttvp(r1,%io(2))