From 15ab85788c1a9e2cd77580dfb9ee11dea97ffdf1 Mon Sep 17 00:00:00 2001 From: Marco Ratto Date: Thu, 29 Oct 2020 19:21:06 +0100 Subject: [PATCH] adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning --- matlab/DsgeSmoother.m | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) 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')