fix koyck example

Author: Ben Goodrich

misc/garch/koyck-sim.R

@@ -1,14 +1,3 @@
 library("rstan");
-T <- 200;
-x <- rnorm(T,0,1);
-alpha <- -1.25;
-beta <- 0.75;
-lambda <- 0.6;
-sigma <- 0.5;
-
-y <- rep(NA,T);
-y[1] <- rnorm(1,alpha + beta * x[1],sigma);
-for (t in 2:T)
-  y[t] <- rnorm(1,alpha + beta * x[t] + lambda * y[t-1], sigma);
-
+source("koyck.data.R");
 fit <- stan(file="koyck.stan", data=c("T","y","x"), iter=500, chains=4);

misc/garch/koyck.data.R

@@ -0,0 +1,11 @@
+T <- 200;
+x <- rnorm(T,0,1);
+alpha <- -1.25;
+beta <- 0.75;
+lambda <- 0.6;
+sigma <- 0.5;
+
+y <- rep(NA,T);
+y[1] <- rnorm(1,alpha + beta * x[1],sigma);
+for (t in 2:T)
+  y[t] <- rnorm(1,alpha + beta * x[t] + lambda * y[t-1], sigma);