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No longer crash when all variables selected with "stoch_simul" are 

non-stationary
time-shift
Sébastien Villemot 2010-10-11 12:30:19 +02:00
parent 9d67555fc1
commit 2ebebd1d28
2 changed files with 4 additions and 4 deletions
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6
matlab/disp_th_moments.m
View File

@ -59,7 +59,7 @@ if ~options_.noprint %options_.nomoments == 0
labels = deblank(M_.endo_names(ivar,:));
lh = size(labels,2)+2;
dyntable(title,headers,labels,z,lh,11,4);
if M_.exo_nbr > 1
if M_.exo_nbr > 1 && size(stationary_vars, 1) > 0
disp(' ')
title='VARIANCE DECOMPOSITION (in percent)';
if options_.hp_filter
@ -82,7 +82,7 @@ if ~options_.noprint %options_.nomoments == 0
end
end
if options_.nocorr == 0
if options_.nocorr == 0 && size(stationary_vars, 1) > 0
corr = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
if ~options_.noprint,
disp(' ')
@ -96,7 +96,7 @@ if options_.nocorr == 0
dyntable(title,headers,labels,corr,lh,8,4);
end
end
if options_.ar > 0
if options_.ar > 0 && size(stationary_vars, 1) > 0
z=[];
for i=1:options_.ar
oo_.autocorr{i} = oo_.gamma_y{i+1};

2
matlab/th_autocovariances.m
View File

@ -136,7 +136,7 @@ if options_.hp_filter == 0
end
end
% variance decomposition
if ~nodecomposition && M_.exo_nbr > 1
if ~nodecomposition && M_.exo_nbr > 1 && size(stationary_vars, 1) > 0
Gamma_y{nar+2} = zeros(nvar,M_.exo_nbr);
SS(exo_names_orig_ord,exo_names_orig_ord)=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
cs = chol(SS)';