adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning
parent
22ef0b1413
commit
15ab85788c
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@ -238,7 +238,8 @@ if kalman_algo == 1 || kalman_algo == 3
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fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
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fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
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kalman_algo = 2;
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kalman_algo = 2;
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elseif kalman_algo == 3
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elseif kalman_algo == 3
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fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
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fprintf('\nDsgeSmoother: Switching to univariate filter. This is usually due to co-integration in diffuse filter,\n')
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fprintf(' otherwise it may be a sign of stochastic singularity.\n')
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kalman_algo = 4;
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kalman_algo = 4;
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else
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else
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error('This case shouldn''t happen')
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error('This case shouldn''t happen')
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