Fixed lag number in PAC equation.
The number of autoregressive parameters has to be equal to the number of lags in the PAC equation.time-shift
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@ -62,7 +62,7 @@ if ~isfield(varcalib, 'CompanionMatrix') || any(isnan(varcalib.CompanionMatrix(:
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end
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% Build the vector of PAC parameters (ECM parameter + autoregressive parameters).
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pacvalues = DynareModel.params([pacmodel.ec.params; pacmodel.ar.params(:)]);
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pacvalues = DynareModel.params([pacmodel.ec.params; pacmodel.ar.params(1:pacmodel.max_lag)']);
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% Get the indices for the stationary/nonstationary variables in the VAR system.
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id = find(strcmp(DynareModel.endo_names{pacmodel.ec.vars(1)}, varmodel.list_of_variables_in_companion_var));
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