Dear friend
Attached is OxMetrics code copied from the An Introduction to State Space Time Series Analysis by Jacques J. F. Commandeur, and I run it in Oxmetrics 6.0. Unfortunately, Oxmetrics reported as unrecognized. Could you help fix it if possible, Thanks
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Ox at 17:31:40 on 21-Dec-2013 ---------------
Ox Professional version 6.00 (Windows/U/MT) (C) J.A. Doornik, 1994-2009
C:\Downloads\Oxmetrics\ssfpack_basic_30\ssfpack\code\new06.ox (7): 'unrecognized
C:\Downloads\Oxmetrics\ssfpack_basic_30\ssfpack\code\new06.ox (7): '' unrecognized
C:\Downloads\Oxmetrics\ssfpack_basic_30\ssfpack\code\new06.ox (7): '' unrecognized
Ox reports errors: exit code= 2!!
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#include <oxstd.h>
#include <packages/ssfpack/ssfpack.h>
main()
{
decl mStsm, mPhi, mOmega, mSigma, mYt, dLogLik, dVar;
// load Norwegian fatalities, transpose and log()
mYt = log(loadmat("norway.dat")’);
// set up state space definition matrix local linear trend model
mStsm = < CMP_LEVEL, 0.5, 0, 0;
CMP_SLOPE, 0.3, 0, 0;
CMP_IRREG, 0.4, 0, 0>;
// set up system matrices local linear trend model
GetSsfStsm(mStsm, &mPhi, &mOmega, &mSigma);
// print state space definition matrix and system matrices
print("mStsm", mStsm, "mPhi", mPhi, "mOmega", mOmega, "mSigma", mSigma);
//evaluate log-likelihood
SsfLikEx(&dLogLik, &dVar, mYt, mPhi, mOmega, mSigma);
print("\ndLogLik = ", dLogLik);
print("\ndVar = ", dVar);
}