# Enter batch code below
# Everything after "#" is ignored by the interpreter
# Each line can only hold one function
# Example Batch programs can be found in the "Batch programs" folder of the installation directory
# During a Batch run, text output is presented on the Text Output page and not on the Batch page
############################################

# Example batch program for stochastic volatility

# Load data, specify path
LoadData(".\data\EXCH.csv")

# Specify name of the dependent variable
SetYVar("Pound")

# Transform selected variable
TransformVar("Percentage change", "Square", "Logs")

# Remove all model selections
SelectCmp()

# Select component level and set to fixed = (True/False)
SelectCmp(COM_LVL, True)

# Select component arma, and specify order p, q
SelectCmp(COM_ARMA, 1, 0)

# Estimate model: BFGS_NUM, begin sample, end sample (-1 for end sample)
EstimateModel(BFGS_NUM, 1, -1)

###################

# Clear existing plot
ClearPlot("GraphPage")

# Draw extracted signal
# Specify:
# 1) Type of component to plot. For state space models: ST_PRED, ST_FIL, or ST_SMO.
#    For other models: ST_PRED
# 2) Name of component. This name corresponds with the names on the Graphics page.
# 3) Line type (Solid, Dashed, Dotted,  ...). See plot options on the Graphics page for all line types.
# 4) Line color, see plot options on the Graphics page for all line colors.
DrawComponent(ST_SMO, "Y data", "Solid", "black")
DrawComponent(ST_SMO, "Level", "Solid", "tsl blue")

AddSubPlot()
DrawComponent(ST_SMO, "ARMA(p,q)", "Solid", "black")