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fixing bug in forecast HPD interval

time-shift
Michel Juillard 2011-10-27 22:07:11 +02:00
parent d1cb9fd0a8
commit 73de37e7e3
1 changed files with 1 additions and 1 deletions
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matlab/forcst.m
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@ -81,7 +81,7 @@ fact = norminv((1-options_.conf_sig)/2,0,1);
int_width = zeros(horizon,M_.endo_nbr);
for i=1:nvar
int_width(:,i) = fact*sqrt(var_yf(:,i));
int_width(:,i) = -fact*sqrt(var_yf(:,i));
end
yf = yf(ivar,:);