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v4 dynare_esitmation.m: doesn't store lagged values of smoothed and filtered variables 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1694 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-02-05 15:27:57 +00:00
parent c296d7d895
commit 6057511c9e
1 changed files with 4 additions and 3 deletions
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7
matlab/dynare_estimation.m
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@ -889,10 +889,11 @@ if (~((any(bayestopt_.pshape > 0) & options_.mh_replic) | (any(bayestopt_.pshape
oo_.Smoother.TrendCoeffs = trend_coeff;
oo_.Smoother.integration_order = d;
oo_.Smoother.variance = P;
i_endo_nbr = 1:M_.endo_nbr;
if options_.nk ~= 0
oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead,:,:);
oo_.FilteredVariablesKStepAheadVariances = PK(options_.filter_step_ahead,:,:,:);
oo_.FilteredVariablesShockDecomposition = decomp(options_.filter_step_ahead,:,:,:);
oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead,i_endo_nbr,:);
oo_.FilteredVariablesKStepAheadVariances = PK(options_.filter_step_ahead,i_endo_nbr,i_endo_nbr,:);
oo_.FilteredVariablesShockDecomposition = decomp(options_.filter_step_ahead,i_endo_nbr,:,:);
end
for i=1:M_.endo_nbr
eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(dr.order_var(i),:)) ' = atT(i,:)'';']);