a= 0.

9 a=
b= 0.01 b=
epsilon_t= 1 epsilon_t=

alpha1= 0.91 alpha1=

alpha2= -0.01 alpha2=

Discr= 0.7881 Discr=

Real Im Abs
lambda1= 0.898875 0 0.807976233983 lambda1=
lambda2= 0.011125 0 0.000123766017 lambda2=

Y^P= 10 Y^P=
kappa1= -9.000141
kappa2= 0.000141

time epsilon y_t Particular kappa*lamSolution epsilon_t

-2 0 10 -10 0
-1 0 10 -10 0
0 1 1 10 -9 1 1
1 1 1.91 10 -8.09 1.91 1
2 1 2.7281 10 -7.2719 2.7281 1
3 1 3.463471 10 -6.536529 3.463471 1
4 1 4.124478 10 -5.875522 4.124478 1
5 1 4.71864 10 -5.28136 4.71864 1
6 1 5.252718 10 -4.747282 5.252718 1
7 1 5.732787 10 -4.267213 5.732787 1
8 1 6.164309 10 -3.835691 6.164309 1
9 1 6.552193 10 -3.447807 6.552193 1
10 1 6.900853 10 -3.099147 6.900853 1
11 1 7.214254 10 -2.785746 7.214254 1
12 1 7.495962 10 -2.504038 7.495962 1
13 1 7.749183 10 -2.250817 7.749183 1
14 1 7.976797 10 -2.023203 7.976797 1
15 1 8.181394 10 -1.818606 8.181394 1
16 1 8.3653 10 -1.6347 8.3653 1
17 1 8.530609 10 -1.469391 8.530609 1
18 1 8.679201 10 -1.320799 8.679201 1
19 1 8.812767 10 -1.187233 8.812767 1
20 1 8.932826 10 -1.067174 8.932826 1
21 1 9.040744 10 -0.959256 9.040744 1
22 1 9.137749 10 -0.862251 9.137749 1
23 1 9.224944 10 -0.775056 9.224944 1
24 1 9.303322 10 -0.696678 9.303322 1
25 1 9.373773 10 -0.626227 9.373773 1
26 1 9.4371 10 -0.5629 9.4371 1
27 1 9.494024 10 -0.505976 9.494024 1
28 1 9.545191 10 -0.454809 9.545191 1
29 1 9.591183 10 -0.408817 9.591183 1
30 1 9.632525 10 -0.367475 9.632525 1
31 1 9.669686 10 -0.330314 9.669686 1
32 1 9.703089 10 -0.296911 9.703089 1
33 1 9.733114 10 -0.266886 9.733114 1
34 1 9.760103 10 -0.239897 9.760103 1
35 1 9.784362 10 -0.215638 9.784362 1
36 1 9.806169 10 -0.193831 9.806169 1
37 1 9.82577 10 -0.17423 9.82577 1
38 1 9.843389 10 -0.156611 9.843389 1
39 1 9.859226 10 -0.140774 9.859226 1
40 1 9.873462 10 -0.126538 9.873462 1
41 1 9.886258 10 -0.113742 9.886258 1
42 1 9.89776 10 -0.10224 9.89776 1
43 1 9.908099 10 -0.091901 9.908099 1
44 1 9.917393 10 -0.082607 9.917393 1
45 1 9.925746 10 -0.074254 9.925746 1
46 1 9.933255 10 -0.066745 9.933255 1
47 1 9.940005 10 -0.059995 9.940005 1
48 1 9.946072 10 -0.053928 9.946072 1
49 1 9.951525 10 -0.048475 9.951525 1
50 1 9.956427 10 -0.043573 9.956427 1
51 1 9.960834 10 -0.039166 9.960834 1
52 1 9.964794 10 -0.035206 9.964794 1
53 1 9.968355 10 -0.031645 9.968355 1
54 1 9.971555 10 -0.028445 9.971555 1
55 1 9.974431 10 -0.025569 9.974431 1
56 1 9.977017 10 -0.022983 9.977017 1
57 1 9.979341 10 -0.020659 9.979341 1
58 1 9.98143 10 -0.01857 9.98143 1
59 1 9.983308 10 -0.016692 9.983308 1
60 1 9.984996 10 -0.015004 9.984996 1
61 1 9.986513 10 -0.013487 9.986513 1
62 1 9.987877 10 -0.012123 9.987877 1
63 1 9.989103 10 -0.010897 9.989103 1
64 1 9.990205 10 -0.009795 9.990205 1
65 1 9.991196 10 -0.008804 9.991196 1
66 1 9.992086 10 -0.007914 9.992086 1
67 1 9.992886 10 -0.007114 9.992886 1
68 1 9.993606 10 -0.006394 9.993606 1
69 1 9.994252 10 -0.005748 9.994252 1
70 1 9.994833 10 -0.005167 9.994833 1
71 1 9.995356 10 -0.004644 9.995356 1
72 1 9.995826 10 -0.004174 9.995826 1
73 1 9.996248 10 -0.003752 9.996248 1
74 1 9.996627 10 -0.003373 9.996627 1
75 1 9.996968 10 -0.003032 9.996968 1
76 1 9.997275 10 -0.002725 9.997275 1
77 1 9.99755 10 -0.00245 9.99755 1
78 1 9.997798 10 -0.002202 9.997798 1
79 1 9.998021 10 -0.001979 9.998021 1
80 1 9.998221 10 -0.001779 9.998221 1
81 1 9.998401 10 -0.001599 9.998401 1
82 1 9.998563 10 -0.001437 9.998563 1
83 1 9.998708 10 -0.001292 9.998708 1
84 1 9.998839 10 -0.001161 9.998839 1
85 1 9.998956 10 -0.001044 9.998956 1
86 1 9.999062 10 -0.000938 9.999062 1
87 1 9.999156 10 -0.000844 9.999156 1
88 1 9.999242 10 -0.000758 9.999242 1
89 1 9.999318 10 -0.000682 9.999318 1
90 1 9.999387 10 -0.000613 9.999387 1
91 1 9.999449 10 -0.000551 9.999449 1
92 1 9.999505 10 -0.000495 9.999505 1
93 1 9.999555 10 -0.000445 9.999555 1
94 1 9.9996 10 -0.0004 9.9996 1
95 1 9.999641 10 -0.000359 9.999641 1
96 1 9.999677 10 -0.000323 9.999677 1
97 1 9.99971 10 -0.00029 9.99971 1
98 1 9.999739 10 -0.000261 9.999739 1
99 1 9.999765 10 -0.000235 9.999765 1
 -1.9 a= 0.9
0.9 b= 0.01
1 epsilon_t= Random

-1 alpha1= 0.91
-0.9 alpha2= -0.01

-2.6 Discr= 0.7881

Real Im Abs Real Im

-0.5 0.80622577483 0.9 lambda1= 0.898875 0
-0.5 -0.80622577483 0.9 lambda2= 0.011125 0

0.3448276 Y^P= 0

y_t epsilon_t y_t

0 0
0 0
1 -0.235727 -0.235727
0 1.401271 1.186759
0.1 0.011849 1.094157
0.9 -0.493701 0.490114
0.01 -0.137975 0.297088
0.18 0.461478 0.726927
0.811 0.59076 1.249292
0.027 0.437156 1.566742
0.2431 -1.30999 0.103252
0.7326 -0.559482 -0.48119
0.04861 -0.821972 -1.260888
0.29205 1.461741 0.319145
0.664201 0.013989 0.31702
0.072954 0.02811 0.313407
0.3292651 0.57316 0.855189
0.6050763 -2.035709 -1.260621
0.0985851 -1.070553 -2.22627
0.3568462 -0.879798 -2.893098
0.5544272 -1.253389 -3.863846
0.1244112 1.456554 -2.030615
0.3766043 0.560526 -1.248695
0.5114256 1.401056 0.28505
0.1496305 -0.922245 -0.650363
0.3900864 -0.505644 -1.100324
0.4752461 -0.179294 -1.174086
0.1736761 2.134611 1.077197
0.3986024 -0.285341 0.706649
0.4450891 -0.045403 0.586875
0.1961688 -2.888637 -2.361647
0.4032511 0.297856 -1.857112
0.4201971 0.39612 -1.270235
0.216877 -0.251871 -1.389214
0.4049457 -0.107652 -1.359134
0.399865 -1.4875 -2.710419
0.2356839 -0.718629 -3.171519
0.4044376 1.213832 -1.645146
0.3834469 -1.213011 -2.678378
0.2525592 -0.53694 -2.957813
0.4023385 0.529171 -2.135654
0.3703582 -0.493563 -2.407431
0.2675372 1.128123 -1.041282
0.3991405 -0.707875 -1.631368
0.3600761 1.416229 -0.057903
0.2806975 -0.465875 -0.502253
0.3952341 1.245321 0.788849
0.3521382 -1.774514 -1.051639
0.2921511 -0.640397 -1.605277
0.3909245 -0.357189 -1.807475
0.3461395 0.09287 -1.53588
0.3020285 -0.486673 -1.866249
0.386446 -1.331752 -3.01468
0.3417284 0.371519 -2.353177
0.3104702 0.676415 -1.434829
0.3819742 0.496574 -0.785589
0.3386026 -0.821754 -1.522292
0.3176206 -1.276673 -2.654102
0.3776371 -0.644952 -3.044962
0.3365044 0.305048 -2.439326
0.3236223 1.133634 -1.055703
0.3735238 -0.344182 -1.280479
0.3352162 -0.350298 -1.504977
0.3286124 1.111322 -0.245402
0.369693 1.775369 1.567103
0.3345558 1.419661 2.848179
0.3327205 -0.094358 2.481814
0.3661793 -0.503054 1.726915
0.3343723 -0.543316 1.003359
0.3360664 0.508908 1.404695
0.3629986 0.80253 2.070769
0.3345417 -0.509012 1.36134
0.3387596 -0.004378 1.213734
0.3601529 0.65356 1.744444
0.3349635 0.272999 1.848306
0.3408989 0.349243 2.013758
0.357634 -0.116999 1.697037
0.335557 0.065864 1.590031
0.3425724 -0.555245 0.874712
0.3554263 -1.347858 -0.56777
0.3362586 0.537027 0.01161
0.3438578 1.607908 1.62415
0.3535095 -1.755481 -0.277621
0.3370185 -2.19428 -2.463157
0.344823 0.325986 -1.91271
0.3518604 -1.265654 -2.981589
0.3377989 -0.785837 -3.479956
0.3455267 -0.275162 -3.412106
0.3504542 1.457078 -1.613139
0.3385717 -1.539482 -2.973318
0.3460195 0.00825 -2.681338
0.349266 -0.541084 -2.951367
0.3393165 0.490275 -2.168656
0.3463441 0.747284 -1.196679
0.348271 0.781427 -0.285865
0.3400192 -0.518026 -0.766196
0.3465368 1.574126 0.879746
0.3474459 0.637795 1.446025
0.340671 -1.32058 -0.013494
0.3466277 -1.117411 -1.144151
0.3467684 0.061759 -0.979283
0.3412667 -0.552895 -1.432601
 Series 1
12

10

8
Abs
6
0.807976
0.000124 4

0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89 93 97 101

Column C

Series 2
1.2

0.8

0.6

0.4

0.2

0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89 93 97 101

Column J

Series 3
4
3
2
1
0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89 93 97 101
-1
-2
-3
-4
-5

Column Q