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adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning

time-shift
Marco Ratto 2020-10-29 19:21:06 +01:00
parent 22ef0b1413
commit 15ab85788c
1 changed files with 2 additions and 1 deletions
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3
matlab/DsgeSmoother.m
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@ -238,7 +238,8 @@ if kalman_algo == 1 || kalman_algo == 3
fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
kalman_algo = 2;
elseif kalman_algo == 3
fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
fprintf('\nDsgeSmoother: Switching to univariate filter. This is usually due to co-integration in diffuse filter,\n')
fprintf(' otherwise it may be a sign of stochastic singularity.\n')
kalman_algo = 4;
else
error('This case shouldn''t happen')