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get_ar_matrices: fix error in maxlag

time-shift
Houtan Bastani 2018-03-05 12:54:01 +01:00
parent 8403911e64
commit 5077b38a7e
1 changed files with 8 additions and 0 deletions
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8
matlab/get_ar_matrices.m
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@ -83,6 +83,14 @@ end
if ~isempty(rhslag)
maxlag = max(maxlag, max(abs(rhslag)));
end
vars = union(rhsvars, M_.var.(var_model_name).lhs);
vars = vars(vars > M_.orig_endo_nbr);
for i = 1:length(vars)
av = M_.aux_vars([M_.aux_vars.endo_index] == vars(i));
if isfield(av, 'orig_lead_lag')
maxlag = max(maxlag, abs(av.orig_lead_lag));
end
end
Bvars = setdiff(rhsvars, M_.var.(var_model_name).lhs);
orig_diff_var_vec = M_.var.(var_model_name).orig_diff_var(M_.var.(var_model_name).diff);