最近在本论坛上下载了TVP-VAR的Matlab程序,是Nakajima编制的,但每次运行的结果都不一样,想问问各位大神,TVP-VAR的结果具有可复制性吗,每次结果不一样的情况是否正常?
值得一提的是,该程序已经设置了种子,总代码如下所示,恳请各位大神不吝赐教:
clear all;
close all;
load tvpvar_ex; % data (.mat)
asvar = {'p'; 'x'; 'i'}; % variable names
nlag = 1; % lags
setvar('data', my, asvar, nlag); % set data
setvar('ranseed', 5); % set ranseed
setvar('intercept', 1); % set time-varying intercept
setvar('SigB', 1); % set non-digaonal for Sig_beta
setvar('impulse', 12); % set maximum length of impulse
% (smaller, calculation faster)
mcmc(10000); % MCMC
drawimp([1 6 12], 1); % draw impulse reponse(1)
% : 1-,6-,12-period ahead
drawimp([40 70 100], 0); % draw impulse response(2)
% : response at t=40,70,100