fixing bug in forecast HPD interval
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d1cb9fd0a8
commit
73de37e7e3
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@ -81,7 +81,7 @@ fact = norminv((1-options_.conf_sig)/2,0,1);
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int_width = zeros(horizon,M_.endo_nbr);
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int_width = zeros(horizon,M_.endo_nbr);
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for i=1:nvar
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for i=1:nvar
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int_width(:,i) = fact*sqrt(var_yf(:,i));
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int_width(:,i) = -fact*sqrt(var_yf(:,i));
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end
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end
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yf = yf(ivar,:);
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yf = yf(ivar,:);
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