From 1ae6c9a634609c964b20b2e3e39d5afd760c7715 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Fri, 18 Nov 2016 10:57:08 +0100
Subject: [PATCH] Revert "var_forecast: simplify calculation in function" (only
 works for 1-step-ahead forecast)

This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
---
 matlab/writeVarExpectationFunction.m | 20 +++++++++++++-------
 1 file changed, 13 insertions(+), 7 deletions(-)

diff --git a/matlab/writeVarExpectationFunction.m b/matlab/writeVarExpectationFunction.m
index 1a830b5e2..5b197e2a7 100644
--- a/matlab/writeVarExpectationFunction.m
+++ b/matlab/writeVarExpectationFunction.m
@@ -55,16 +55,22 @@ end
 if M_.var.(var_model_name).order > 1
     mu = [mu; zeros(lm*M_.var.(var_model_name).order-lm, 1)];
 end
+fprintf(fid, '%%%% Calculate 1-step-ahead forecast\n');
+fprintf(fid, 'y = [');
+fprintf(fid, [repmat(' %f ', 1, size(mu, 2)) ';'], mu');
+fprintf(fid, '] + [');
+fprintf(fid, [repmat(' %f ', 1, size(A, 2)) ';'], A');
+fprintf(fid, ']*y(:);\n');
+fprintf(fid, 'y = y(1:%d);\n', lm);
 
 retidx = find(strcmp(dwrt, endo_names) & yidx == 1);
-assert(~isempty(retidx));
-if retidx ~= 1
-    retidx = sum(yidx(1:retidx-1))+1;
+if isempty(retidx)
+    return;
+elseif retidx == 1
+    fprintf(fid, 'y = y(1);\n');
+else
+    fprintf(fid, 'y = y(%d);\n', sum(yidx(1:retidx-1))+1);
 end
-fprintf(fid, '%%%% Calculate 1-step-ahead forecast\n');
-fprintf(fid, 'y = %f + [', mu(retidx));
-fprintf(fid, [repmat(' %f ', 1, size(A, 2)) ';'], A(retidx,:)');
-fprintf(fid, ']*y;\n');
 
 %% close file
 fprintf(fid, 'end\n');