var_sample_moments.m: cosmetic changes
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@ -1,4 +1,5 @@
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function dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, dataset_info)%datafile,varobs,xls_sheet,xls_range)
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function dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, dataset_info)
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% dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, dataset_info)
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% Computes the sample moments of a VAR model.
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%
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% The VAR(p) model is defined by:
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@ -51,7 +52,7 @@ function dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, datase
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% SPECIAL REQUIREMENTS
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% None.
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% Copyright © 2007-2021 Dynare Team
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% Copyright © 2007-2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -80,14 +81,11 @@ if isequal(var_trend_order,-1)
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elseif isequal(var_trend_order,0)
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% Constant and no linear trend case.
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X = ones(NumberOfObservations,NumberOfVariables*nlag+1);
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indx = NumberOfVariables*nlag+1;
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elseif isequal(var_trend_order,1)
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% Constant and linear trend case.
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X = ones(NumberOfObservations,NumberOfVariables*nlag+2);
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indx = NumberOfVariables*nlag+1:NumberOfVariables*nlag+2;
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else
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error('Estimation::var_sample_moments: trend must be equal to -1,0 or 1!')
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return
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end
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% I build matrices Y and X
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@ -108,10 +106,4 @@ dataset_info.mYX=Y'*X;
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dataset_info.mXY=X'*Y;
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dataset_info.mXX=X'*X;
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dataset_info.Ydata=Y;
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dataset_info.Xdata=X;
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% assignin('base', 'mYY', Y'*Y);
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% assignin('base', 'mYX', Y'*X);
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% assignin('base', 'mXY', X'*Y);
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% assignin('base', 'mXX', X'*X);
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% assignin('base', 'Ydata', Y);
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% assignin('base', 'Xdata', X);
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dataset_info.Xdata=X;
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