*
* Chapter 2 - Norway data
*
open data norwayfinland.txt
calendar(a) 1970
data(format=free,org=columns,skips=1) 1970:01 2003:01 year norway finland
*
set lognorway = log(norway)
*
@LocalDLMInit(irreg=sigsqeps) lognorway
nonlin sigsqeps sigsqxi
compute sigsqxi=sigsqeps*.01
*
dlm(a=1.0,c=1.0,sv=sigsqeps,sw=sigsqxi,exact,y=lognorway,$
  method=bfgs,vhat=vhat,svhat=svhat)
set resids = %scalar(vhat)/sqrt(%scalar(svhat))
@STAMPDiags(ncorr=10) resids
*
dlm(a=1.0,c=1.0,sv=sigsqeps,sw=sigsqxi,exact,y=lognorway,$
  type=smooth) / xstates
set level = %scalar(xstates)
set irreg = lognorway-level
graph(footer="Figure 2.5 Stochastic level for Norwegian fatalities",$
  key=upright,klabels=||"log fatalities in Norway","stochastic level"||) 2
# lognorway
# level
graph(footer="Figure 2.6 Irregular component for Norwegian fatalities")
# irreg