diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 6e1739698..09842c44b 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -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')