Bug correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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d9f56bfde9
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0480677d66
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@ -119,13 +119,13 @@ end
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%------------------------------------------------------------------------------
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%------------------------------------------------------------------------------
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tmp0 = lyapunov_symm(T,R*Q*R');% I compute the variance-covariance matrix
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tmp0 = lyapunov_symm(T,R*Q*R');% I compute the variance-covariance matrix
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% of the restricted state vector.
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% of the restricted state vector.
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bayestopt_.mf = bayestopt_.mf1;
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%bayestopt_.mf = bayestopt_.mf1;????????
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mf = bayestopt_.mf1;
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mf = bayestopt_.mf1;
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TheoreticalAutoCovarianceOfTheObservedVariables = ...
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TheoreticalAutoCovarianceOfTheObservedVariables = ...
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zeros(NumberOfObservedVariables,NumberOfObservedVariables,NumberOfLags+1);
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zeros(NumberOfObservedVariables,NumberOfObservedVariables,NumberOfLags+1);
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TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) = tmp(mf,mf);
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TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) = tmp0(mf,mf);
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for lag = 1:NumberOfLags
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for lag = 1:NumberOfLags
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tmp0 = T*tmp0;
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tmp0 = T*tmp0;
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TheoreticalAutoCovarianceOfTheObservedVariables(:,:,lag+1) = tmp0(mf,mf);
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TheoreticalAutoCovarianceOfTheObservedVariables(:,:,lag+1) = tmp0(mf,mf);
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