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Fixed ordering of the columns of the Companion matrix... 

For the level representation of the trend component model.
time-shift
Stéphane Adjemia (Scylla) 2018-12-14 17:37:35 +01:00
parent 2cff485113
commit 4775bca073
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
1 changed files with 2 additions and 2 deletions
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4
matlab/get_companion_matrix.m
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@ -110,9 +110,9 @@ switch auxiliary_model_type
% Reorder target_eqnums_in_auxiliary_model to ensure that the order of
% the trend variables matches the order of the error correction
% variables.
[~,reorder] = ismember(M_.trend_component.(auxiliary_model_name).lhs(target_eqnums_in_auxiliary_model), ...
[~, reorder] = ismember(M_.trend_component.(auxiliary_model_name).lhs(target_eqnums_in_auxiliary_model), ...
M_.trend_component.(auxiliary_model_name).target_vars(M_.trend_component.(auxiliary_model_name).target_vars > 0));
target_eqnums_in_auxiliary_model = target_eqnums_in_auxiliary_model(reorder);
target_eqnums_in_auxiliary_model(reorder) = target_eqnums_in_auxiliary_model;
% Get the EC matrix (the EC term is assumend to be in t-1).
%
% TODO: Check that the EC term is the difference between the