From 73de37e7e3da05dd99f4159a54571251325c65e7 Mon Sep 17 00:00:00 2001 From: Michel Juillard Date: Thu, 27 Oct 2011 22:07:11 +0200 Subject: [PATCH] fixing bug in forecast HPD interval --- matlab/forcst.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/forcst.m b/matlab/forcst.m index 7b0b25bff..5ec2592be 100644 --- a/matlab/forcst.m +++ b/matlab/forcst.m @@ -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,:);