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Bug correction. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2007-10-03 15:44:06 +00:00
parent d9f56bfde9
commit 0480677d66
1 changed files with 2 additions and 2 deletions
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4
matlab/DsgeVarLikelihood.m
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@ -119,13 +119,13 @@ end
%------------------------------------------------------------------------------ %------------------------------------------------------------------------------
tmp0 = lyapunov_symm(T,R*Q*R');% I compute the variance-covariance matrix tmp0 = lyapunov_symm(T,R*Q*R');% I compute the variance-covariance matrix
% of the restricted state vector. % of the restricted state vector.
bayestopt_.mf = bayestopt_.mf1; %bayestopt_.mf = bayestopt_.mf1;????????
mf = bayestopt_.mf1; mf = bayestopt_.mf1;
TheoreticalAutoCovarianceOfTheObservedVariables = ... TheoreticalAutoCovarianceOfTheObservedVariables = ...
zeros(NumberOfObservedVariables,NumberOfObservedVariables,NumberOfLags+1); zeros(NumberOfObservedVariables,NumberOfObservedVariables,NumberOfLags+1);
TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) = tmp(mf,mf); TheoreticalAutoCovarianceOfTheObservedVariables(:,:,1) = tmp0(mf,mf);
for lag = 1:NumberOfLags for lag = 1:NumberOfLags
tmp0 = T*tmp0; tmp0 = T*tmp0;
TheoreticalAutoCovarianceOfTheObservedVariables(:,:,lag+1) = tmp0(mf,mf); TheoreticalAutoCovarianceOfTheObservedVariables(:,:,lag+1) = tmp0(mf,mf);