Fixed bug in VAR_EXPECTATION with TREND_COMPONENT_MODEL.

The selection of the expected variable in the companion VAR was not correct.
time-shift
Stéphane Adjemia (Scylla) 2018-08-28 11:06:20 +02:00
parent ae530293c5
commit 6dc35c676b
1 changed files with 1 additions and 1 deletions

View File

@ -85,7 +85,7 @@ if discountfactor>1
end
% Set variable_id in VAR model
variable_id_in_var = find(varexpectationmodel.variable_id==auxmodel.lhs);
variable_id_in_var = strcmp(auxmodel.list_of_variables_in_companion_var, varexpectationmodel.variable);
% Get the horizon parameter.
horizon = varexpectationmodel.horizon;