# Time Series exercise

This is probably a stupid question. I am trying to run the example code on the dynare manual pg 122, which shows the filtered series using the Baxter-King band pass filter.

My question is, is that example complete? I.e. do you just create a mod file with just those lines and run it through dynare? When I do so dynare crashes with the following error message:

``ERROR: ts_model.mod: line 21, col 1 - line 28, col 0: syntax error, unexpected \$end``

Thanks
Will

No, this is actually Matlab code. You can attach this code to a regular mod-file (you may need to wrap it in a verbatim-block).

Try running

```% Simulate a component model (stochastic trend, deterministic trend, and a % stationary autoregressive process). e = .2*randn(200,1); u = randn(200,1); stochastic_trend = cumsum(e); deterministic_trend = .1*transpose(1:200); x = zeros(200,1); for i=2:200 x(i) = .75*x(i-1) + e(i); end y = x + stochastic_trend + deterministic_trend; % Instantiates time series objects. ts0 = dseries(y,'1950Q1'); ts1 = dseries(x,'1950Q1'); % stationary component. % Apply the Baxter-King filter. ts2 = ts0.baxter_king_filter(); % Plot the filtered time series. plot(ts1(ts2.dates).data,'-k'); % Plot of the stationary component. hold on plot(ts2.data,'--r'); % Plot of the filtered y. hold off axis tight id = get(gca,'XTick'); set(gca,'XTickLabel',strings(ts0.dates(id))); ```
as a Matlab m-file

Thank you, that works!

I had tried running it as a matlab code using F9 first, but it wouldn’t run. I now realize it may have partly been because of a typo in the last line, which you corrected in your version.

``strings(ts.dates(id))``

should be

``strings(ts0.dates(id))``

Thanks again.
Will

The thing is that you need the `dseries` objects in your path. If you did not run Dynare before in your Matlab-session and have only the `dynare/matlab`-folder in your path, you need to run

before you can use `dseries`

Thank you