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-bf33cf982152time-shift
parent
c296d7d895
commit
6057511c9e
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@ -889,10 +889,11 @@ if (~((any(bayestopt_.pshape > 0) & options_.mh_replic) | (any(bayestopt_.pshape
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oo_.Smoother.TrendCoeffs = trend_coeff;
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oo_.Smoother.integration_order = d;
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oo_.Smoother.variance = P;
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i_endo_nbr = 1:M_.endo_nbr;
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if options_.nk ~= 0
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oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead,:,:);
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oo_.FilteredVariablesKStepAheadVariances = PK(options_.filter_step_ahead,:,:,:);
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oo_.FilteredVariablesShockDecomposition = decomp(options_.filter_step_ahead,:,:,:);
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oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead,i_endo_nbr,:);
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oo_.FilteredVariablesKStepAheadVariances = PK(options_.filter_step_ahead,i_endo_nbr,i_endo_nbr,:);
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oo_.FilteredVariablesShockDecomposition = decomp(options_.filter_step_ahead,i_endo_nbr,:,:);
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end
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for i=1:M_.endo_nbr
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eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(dr.order_var(i),:)) ' = atT(i,:)'';']);
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