format /rds 4,4;
library nlsysmt, pgraph;


#include nlsysmt.sdf
struct nlControl nlc;
struct nlOut nlo;
nlc = nlControlCreate;
nlc.fvtol = 0.000000001;
nlc.output = 0;

pqgwin many;

#include hpmat

horizon = 100; 
iterations = 200; 
lambda = 1600;

hpmat=hpf(horizon,lambda);


am11=0.9;
am12=0.0;
am22=am11;
am21=am12;

alpha=0.36; 
beta=0.99;  

psi = 0.000001;
chi = 2;

delta=0.02; 

stdveps=0.01; 
correps=0.0;

gama = 0.95; 

print "PARAMETER VALUES";
print "am11 " am11;
print "am12 " am12;
print "stdveps " stdveps;
print "correps " correps;
print "alpha " alpha;
print "delta " delta;
print "gama " gama;
print "beta " beta;
print "chi " chi;
print "psi " psi;
print "#############################";

vcms=zeros(2,2);
vcms[1,1]=stdveps^2;
vcms[2,1]=correps*vcms[1,1];
vcms[2,2]=vcms[1,1];
vcms[1,2]=vcms[2,1];