研一下四高高宏二高宏2代碼an

1、%=%Problem set 3 ,9-14. by經(jīng)濟2016/3/22%=clear all;%=%定義變量，MLE：=0.7495，=0.9999，=0.0218,計算此時各個參數(shù)%=alphaT=0.7495; be=0.9999;gammaT=0.0218; uT=gammaT/alphaT; zS=exp(uT);kS=(be*(1-alphaT)/(exp(uT)-be)(1/alphaT)*exp(uT); cS=(zS/kS)(alphaT-1)+kS*(zS(-1)-1);rS=1/be;r=1+1/be+alphaT*(1-be/zS)*cS/kS; vkk=r/2-sq

2、rt(r2/4-1/be); vck=kS/cS*(-vkk+1/be);vkz=1/(be*(vkk-1-1/be-alphaT*(1-be/zS)*cS/kS);vcz=-kS/cS/be-kS/cS*vkz;%=%從excel 導入數(shù)據(jù)%原始數(shù)據(jù)導入的變量名稱定義為year,q,k,logA%yearT,yearTT 分別刪去了year 中第一和前兩個年份，為了畫圖方便%logAT(1*41),logkT(1*40):T 表示Tilde()%TlogAT,TlogkT:臨時變量，1*42，使年份表達更清晰etaV =0.0080%=第九題圖=figure(1);plot(year,log

3、A,yearT,logAT,-)title(Solow residual series and the mimpd series);legend(LogA,LogA,Location,southeast);xlabel(Year);ylabel(logA / logA);%=year=xlsread(1.xlsx,a2:a43);%從excel 中數(shù)據(jù) q=xlsread(1.xlsx,b2:b43);%excel 的名稱為1.xlsx k=xlsread(1.xlsx,c2:c43);%該文件與mfile 處于同一目錄下 logA=xlsread(1.xlsx,d2:d43);yearT=y

4、ear(2:end); yearTT=year(3:end);%原始數(shù)據(jù)for t=2:size(year)TlogAT(t)=gammog(q(t-1)-(1-alphaT)*log(k(t-1); Te(t)=logA(t)-TlogAT(t);end;logAT=TlogAT(2:end);%刪除臨時變量中的第一元素 e=Te(2:end);etaV=var(e)%第十題，方差grid on;%=第十題圖=figure(2);plot(yearT,e);xlabel(Year);ylabel(logA-logA);title(Eta);grid on%=第十一題=G1=vkz;%G1,G

5、2,gG2=vkk;g=log(kS)-log(kS)*vkk-vkz*log(zS);for t=3:size(year)TlogkT(t)=g .+(log(q(t-1)-(1-alphaT)*log(k(t-1)/alphaT .+G1*(log(q(t-1)-log(q(t-2)-(1-alphaT)*(log(k(t-1)-log(k(t-2)/alphaT .+G2*(log(k(t-1)-(log(q(t-2)-(1-alphaT)*log(k(t-2)/alphaT);TeT(t)=log(k(t)-TlogkT(t);endeV =1.3335e-04logkT=TlogkT

6、(3:end);eT=TeT(3:end);eV=var(eT)%方差%=第十一題圖=figure(3);plot(year,log(k),yearTT,logkT,-)title(lnk series);legend(LogK,LogK,Location,southeast);xlabel(Year);ylabel(logk / logk);grid on;%=第十二題圖=figure(4);plot(yearTT,eT);xlabel(Year);ylabel(logk-logk);title(E);grid on%=第十三題=TTeT=TeT;%臨時變量TTe=Te;%臨時變量for i

7、=(1958-1952+1) : (1962-1952+1)TTeT(i)=0;%1958-1962 年的沖擊為 0TTe(i)=0;endlogATT(1)=logA(1);%前兩年的A 與K 為初始值logkTT(1)=log(k(1);logkTT(2)=log(k(2);logqTT(1)=log(q(1);logqTT(2)=log(q(2);for t=2 :size(year)%消除A 的沖擊的影響logATT(t)=gammogATT(t-1)+TTe(t);endfor t=3:size(year)%重新計算K 與Q，得到消除沖擊后的路徑STlogkT(t)=g .%Slog

8、kT 為中間變量，logqTT 為消除沖擊后的logq，logkTT 為消除沖擊后的logk+(logqTT(t-1)-(1-alphaT)*logkTT(t-1)/alphaT .+G1*(logqTT(t-1)-logqTT(t-2)-(1-alphaT)*(logkTT(t-1)-logkTT(t-2)/alphaT .+G2*(logkTT(t-1)-(logqTT(t-2)-(1-alphaT)*logkTT(t-2)/alphaT);logkTT(t)=STlogkT(t)+TTeT(t);logqTT(t)=logATT(t)+(1-alphaT)*logkTT(t);end%=

9、第十三題圖=figure(5)plot(year,logA,year,logATT,-);legend(Observed Solow residual ,simulated Solow residual,Location,southeast)title(Observed and simulated Solow residual in log);xlabel(Year);ylabel(Solow residual);grid onfigure(6)plot(year,log(k),year,logkTT,-);legend(Observed Solow captial ,simulated So

10、low captial,Location,southeast)title(Observed and simulated captial in logl)xlabel(Year);ylabel(Capita);grid onfigure(7)plot(year,log(q),year,logqTT,-);legend(Observed Solow output ,simulated Solow output,Location,southeast)title(Observed and simulated output in log)xlabel(Year);ylabel(Output);grid onSolowRaito =1.5851CapitalRatio =1.5456%=第十四題=SolowR