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Merge pull request #634 from JohannesPfeifer/bvar 

Filter out stale or inconsistent number of observations in bvar
time-shift
Sébastien Villemot 2014-03-11 15:57:48 +01:00
parent 8b90ca5d07 2a791e51df
commit 3e00a99cc6
1 changed files with 5 additions and 0 deletions
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5
matlab/bvar_toolbox.m
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@ -65,6 +65,11 @@ global options_
dataset = read_variables(options_.datafile, options_.varobs, [], options_.xls_sheet, options_.xls_range);
options_ = set_default_option(options_, 'nobs', size(dataset,1)-options_.first_obs+1);
if (options_.first_obs+options_.nobs-1)> size(dataset,1)
fprintf('Incorrect or missing specification of the number of observations. nobs can be at most %4u\n',size(dataset,1)-options_.first_obs+1);
error('Inconsistent number of observations.')
end
% Parameters for prior
if options_.first_obs + options_.presample <= nlags
error('first_obs+presample should be > nlags (for initializing the VAR)')