*
* Example 8/5/2 from pp 431-432
*
open data capital.dat
calendar(q) 1953
data(format=free,org=columns) 1953:1 1974:4 capital approp
*
set gcap = log(capital/capital{1})
set gapp = log(approp/approp{1})
diff(center) gcap / cgcap
diff(center) gapp / cgapp
*
source varmadlm.src
*
compute VARMADLMSetup(2,1,2)
vcv(matrix=sigma)
# gcap gapp
nonlin(parmset=varmaparms) phi(1) phi(2) theta(1) sigma
dlm(pmethod=simplex,piters=40,method=bfgs,parmset=varmaparms,iters=200,y=||gcap,gapp||,$
   startup=varmadlminit(2,1,2),a=%%dlma,sw=%%dlmsw,c=%%dlmc,sx0=%%dlmsx0) 2 1974:12 states