From 0480677d6661caf0d9821b7edf6ccd8ef4bcf0f4 Mon Sep 17 00:00:00 2001
From: adjemian <adjemian@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Wed, 3 Oct 2007 15:44:06 +0000
Subject: [PATCH] Bug correction.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/DsgeVarLikelihood.m | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/matlab/DsgeVarLikelihood.m b/matlab/DsgeVarLikelihood.m
index ef5459332..2dc5f0cf9 100644
--- a/matlab/DsgeVarLikelihood.m
+++ b/matlab/DsgeVarLikelihood.m
@@ -119,13 +119,13 @@ end
 %------------------------------------------------------------------------------
 tmp0 = lyapunov_symm(T,R*Q*R');% I compute the variance-covariance matrix
                                % of the restricted state vector.
-bayestopt_.mf = bayestopt_.mf1;
+%bayestopt_.mf = bayestopt_.mf1;????????
 mf  = bayestopt_.mf1;
 
 
 TheoreticalAutoCovarianceOfTheObservedVariables = ...
     zeros(NumberOfObservedVariables,NumberOfObservedVariables,NumberOfLags+1);
-TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) = tmp(mf,mf);
+TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) = tmp0(mf,mf);
 for lag = 1:NumberOfLags
   tmp0 = T*tmp0;
   TheoreticalAutoCovarianceOfTheObservedVariables(:,:,lag+1) = tmp0(mf,mf);