*
* Example 3.1 from page 81-82
*
cal 1970
open data table3_1.xls
data(format=xls,org=columns) 1970:1 1982:1 milk cows
*
* Dynamic model
*
dlm(y=milk,a=1.0,c=cows,sv=1.00,x0=10.0,sx0=100.0,sw=.05) / xstates vstates
set dynfit = xstates(t)(1)
set dynvar = vstates(t)(1,1)
*
* Static model
*
dlm(y=milk,a=1.0,c=cows,sv=1.00,x0=10.0,sx0=100.0) / xstates vstates
set statfit = xstates(t)(1)
set statvar = vstates(t)(1,1)
*
print(picture="*.###") / cows milk dynfit dynvar statfit statvar
*
set foredyn  = dynfit*cows
set upperdyn = (dynfit+2.0*sqrt(dynvar))*cows
set lowerdyn = (dynfit-2.0*sqrt(dynvar))*cows
graph(footer="Dynamic Forecasts with Actual Data") 4
# milk
# foredyn
# upperdyn / 3
# lowerdyn / 3