new;


load my[228,1] = oil00to18.txt;


by = my - 59.175;


y= by[1:220,1];


@ for a mixed process @



nobs=rows(y);




uu = zeros(nobs,1);


sig = 2.5944;

npsi = 0.1504;

phi = 0.9843;



i = 2;

do until i > nobs;


uu[i,1] = y[i,1] - phi* y[i-1,1];

i = i+1;

endo;



uat = uu[nobs,1];


fu = zeros(600,1);

srg=seqa(-35,0.1,600);

i = 1;

do until i>600;

term1 = (1/pi)*sig/((uat-npsi*srg[i,1])^2 + sig^2);

term2 = (1/pi)*sig/((srg[i,1]- npsi*uu)^2 + sig^2);
ste2 = sumc(term2);

term3 = (1/pi)*sig/((uat- npsi*uu)^2 + sig^2);
ste3 = sumc(term3);

fu[i,1] = (term1*ste2)/ste3;

i = i+1;
endo;

ny = srg + phi*y[nobs,1];


pre= ny~fu;


sny = sortc(ny,1);


out1=maxindc(pre[.,2]);
out2 = pre[out1,1];


ate = by[nobs+1,1] - out2;
ase = ate;
mse =ate^2; 

out1=maxindc(pre[.,2]);
out2 = pre[out1,1];

output file = oilpredict.out reset;
print out2~by[nobs+1,1]~ate~sny[150,1]~sny[450,1];





end;