/******************************************************************************/
/********************* Markov State Variable Information **********************/
/******************************************************************************/

//== Flat Independent Markov States and Simple Restrictions ==//


//This number is NOT used but read in.
//== Number Observations ==//
200

//== Number Independent State Variables ==//
1

//=====================================================//
//== state_variable[i] (1 <= i <= n_state_variables) ==//
//=====================================================//
//== Number of states for state_variable[1] ==//
2

//== 03/15/06: DW TVBVAR code reads the data below and overwrite the prior data read somewhere else if any.
//== Each column contains the parameters for a Dirichlet prior on the corresponding
//== column of the transition matrix.  Each element must be positive.  For each column,
//== the relative size of the prior elements determine the relative size of the elements
//== of the transition matrix and overall larger sizes implies a tighter prior.
//== Transition matrix prior for state_variable[1]. (n_states x n_states) ==//
 5.6666666666666661e+000  1.0000000000000000e+000
 1.0000000000000000e+000  5.6666666666666661e+000


//== Free Dirichet dimensions for state_variable[1]  ==//
2 2

//== The jth restriction matrix is n_states-by-free[j].  Each row of the restriction
//== matrix has exactly one non-zero entry and the sum of each column must be one.
//== Column restrictions for state_variable[1] ==//
1 0
0 1

1 0
0 1


/******************************************************************************/
/******************************* VAR Parameters *******************************/
/******************************************************************************/
//NOT read
//== Number Variables ==//
3

//NOT read
//== Number Lags ==//
3

//NOT read
//== Exogenous Variables ==//
1

//== nvar x n_state_variables matrix.  In the jth row, a non-zero value implies that
this state variable controls the jth column of A0 and Aplus
//== Controlling states variables for coefficients ==//
0
0
0

//== nvar x n_state_variables matrix.  In the jth row, a non-zero value implies that
this state variable controls the jth diagonal element of Xi
//== Controlling states variables for variance ==//
 1
 1
 1
