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v4 th_autocovariances.m: corrected bug in case of multiple unit roots 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1754 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-03-29 08:52:00 +00:00
parent b2238b80e7
commit 7d66de73f7
1 changed files with 1 additions and 1 deletions
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2
matlab/th_autocovariances.m
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@ -73,7 +73,7 @@ function [Gamma_y,ivar]=th_autocovariances(dr,ivar)
[vx, u] = lyapunov_symm(A,B*M_.Sigma_e*B');
iky = iv(ivar);
if ~isempty(u)
iky = iky(find(any(abs(ghx(iky,:)*u) < options_.Schur_vec_tol,2)));
iky = iky(find(all(abs(ghx(iky,:)*u) < options_.Schur_vec_tol,2)));
ivar = dr.order_var(iky);
end
aa = ghx(iky,:);