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Fixed ordering of the targets.

time-shift
Stéphane Adjemian (Charybdis) 2019-02-21 12:29:27 +01:00
parent a7165e2c12
commit 6e7a2e2c20
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
2 changed files with 2 additions and 8 deletions
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8
matlab/get_companion_matrix.m
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@ -74,7 +74,7 @@ switch auxiliary_model_type
% Get the number of equations with error correction.
m = n - q;
% Get the indices of trend and EC equations in the auxiliary model.
target_eqnums_in_auxiliary_model = find(M_.trend_component.(auxiliary_model_name).targets);
target_eqnums_in_auxiliary_model = M_.trend_component.(auxiliary_model_name).target_eqn;
ecm_eqnums_in_auxiliary_model = find(~M_.trend_component.(auxiliary_model_name).targets);
% REMARK It is assumed that the non trend equations are the error correction
% equations. We assume that the model can be cast in the following form:
@ -107,12 +107,6 @@ switch auxiliary_model_type
error([auxiliary_model_name ' is not a trend component model. The LHS variables should be in differences'])
end
end
% Reorder target_eqnums_in_auxiliary_model to ensure that the order of
% the trend variables matches the order of the error correction
% variables.
[~, reorder] = ismember(M_.trend_component.(auxiliary_model_name).lhs(target_eqnums_in_auxiliary_model), ...
M_.trend_component.(auxiliary_model_name).target_vars(M_.trend_component.(auxiliary_model_name).target_vars > 0));
target_eqnums_in_auxiliary_model(reorder) = target_eqnums_in_auxiliary_model;
% Get the EC matrix (the EC term is assumend to be in t-1).
%
% TODO: Check that the EC term is the difference between the

2
preprocessor

@ -1 +1 @@
Subproject commit fc6d04b01501490bb810c2e52d32969d6ee264a4
Subproject commit 70f73d9bd5232044f3e31f1e4b26425bd149a869