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Provides an example showing how to estimate a model by passing directly a dseries object to the estimation command. After the declaration of the model, between lines 28 and 31, I create a sample by simulating data from a first order autoregressive stochastic process. The dseries object z contains a variable called y which will be declared latter as the observed variable (line 50). The data command, one line 34, instructs Dynare that the subsample between 1970Q1 and 2050Q1 will be used for the estimation of the moving average model of order 9.

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