From 858f26804f18880587d8862a866bb58c0baa7779 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Tue, 29 Nov 2016 17:14:22 +0100
Subject: [PATCH] var_forecast test: update following changes

---
 tests/ECB/example1_var.mod     | 11 ++---------
 tests/ECB/run_var_comparison.m | 12 +++++++++---
 2 files changed, 11 insertions(+), 12 deletions(-)

diff --git a/tests/ECB/example1_var.mod b/tests/ECB/example1_var.mod
index b1d705548..07b8afbc1 100644
--- a/tests/ECB/example1_var.mod
+++ b/tests/ECB/example1_var.mod
@@ -1,14 +1,6 @@
 // Example 1 from Collard's guide to Dynare
 var y, c, k, a, h, b;
 varexo e, u;
-
-verbatim;
-% I want these comments included in
-% example1.m 1999q1 1999y
-%
-var = 1;
-end;
-
 parameters beta, rho, alpha, delta, theta, psi, tau;
 
 alpha = 0.36;
@@ -21,7 +13,7 @@ theta = 2.95;
 
 phi   = 0.1;
 
-var_model(model_name=my_var_est, order=1) y c;
+var_model(model_name=my_var_est, order=3) y;
 
 model;
 c*theta*h^(1+psi)=(1-alpha)*y;
@@ -51,3 +43,4 @@ var e, u = phi*0.009*0.009;
 end;
 
 stoch_simul(order=1, periods=200);
+write_latex_dynamic_model;
\ No newline at end of file
diff --git a/tests/ECB/run_var_comparison.m b/tests/ECB/run_var_comparison.m
index 942ffe92e..711df1d71 100644
--- a/tests/ECB/run_var_comparison.m
+++ b/tests/ECB/run_var_comparison.m
@@ -17,15 +17,21 @@ disp('VAR Estimation');
 % MLS estimate of mu and B (autoregressive_matrices)
 % Y = mu + B*Z
 % from New Introduction to Multiple Time Series Analysis
-Y = oo_.endo_simul(1:2, 2:end);
+
+% Just y in order 3 var:
+Y = oo_.endo_simul(1, 4:end);
 Z = [ ...
     ones(1, size(Y,2)); ...
-    oo_.endo_simul(1:2, 1:end-1); ...
+    oo_.endo_simul(1, 3:end-1); ...
+    oo_.endo_simul(1, 2:end-2); ...
+    oo_.endo_simul(1, 1:end-3); ...
     ];
 %B = Y*Z'*inv(Z*Z');
 B = Y*Z'/(Z*Z');
 mu = B(:, 1);
-autoregressive_matrices{1} = B(:, 2:end);
+autoregressive_matrices{1} = B(:, 2);
+autoregressive_matrices{2} = B(:, 3);
+autoregressive_matrices{3} = B(:, 4);
 
 % Sims
 % (provides same result as above)