stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fixed initial period (lagged by one period without reason). 

(cherry picked from commit ef0afc1b75)
time-shift
Stéphane Adjemian (Scylla) 2017-07-31 12:14:01 +02:00
parent 550a7ad3b1
commit 81a1d803b4
1 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
matlab/set_historical_values.m
View File

@ -36,7 +36,7 @@ if ischar(initialperiod)
end
% Initialize endo_histval.
M_.endo_histval = zeros(M_.endo_nbr, M_.maximum_endo_lag);
M_.endo_histval = zeros(M_.endo_nbr, M_.max_endo_lag_orig);
% Fill endo_histval.
k = 1;
@ -45,7 +45,7 @@ for i = 1:M_.endo_nbr
if M_.lead_lag_incidence(1,i) > 0
if any(strcmp(deblank(M_.endo_names(i,:)),ds.name))
M_.endo_histval(i,M_.maximum_endo_lag) = ...
ds{deblank(M_.endo_names(i,:))}(initialperiod-1).data;
ds{deblank(M_.endo_names(i,:))}(initialperiod).data;
else
error(sprintf('Can''t find %s in dseries', deblank(M_.endo_names(i,:))))
end
@ -55,7 +55,7 @@ for i = 1:M_.endo_nbr
if a.type == 1
if any(strcmp(deblank(M_.endo_names(a.orig_index,:)), ds.name))
M_.endo_histval(i,M_.maximum_endo_lag) = ...
ds{deblank(M_.endo_names(a.orig_index,:))}(initialperiod-1+a.orig_lead_lag).data;
ds{deblank(M_.endo_names(a.orig_index,:))}(initialperiod+a.orig_lead_lag).data;
else
error(sprintf('Can''t find %s in dseries', deblank(M_.endo_names(a.orig_index,:))))
end