From 8ac3f4b22bbe57f4d7096e572d1faa13cdf368d6 Mon Sep 17 00:00:00 2001 From: Marco Ratto Date: Thu, 6 Jan 2022 14:59:33 +0100 Subject: [PATCH] fixed bugs in initialization of heteroskedastic shocks and first_obs>1 and nobs< full dimension of dataset --- matlab/dynare_estimation_init.m | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m index 3cdd4c097..5f0af2dbd 100644 --- a/matlab/dynare_estimation_init.m +++ b/matlab/dynare_estimation_init.m @@ -671,12 +671,14 @@ if options_.heteroskedastic_filter for k=1:length(M_.heteroskedastic_shocks.Qvalue_orig) v = M_.heteroskedastic_shocks.Qvalue_orig(k); - temp_periods=v.periods(v.periods<=options_.nobs+options_.first_obs); + temp_periods=v.periods(v.periods=options_.first_obs); M_.heteroskedastic_shocks.Qvalue(v.exo_id, temp_periods-(options_.first_obs-1)) = v.value^2; end for k=1:length(M_.heteroskedastic_shocks.Qscale_orig) v = M_.heteroskedastic_shocks.Qscale_orig(k); - temp_periods=v.periods(v.periods<=options_.nobs+options_.first_obs); + temp_periods=v.periods(v.periods=options_.first_obs); M_.heteroskedastic_shocks.Qscale(v.exo_id, temp_periods-(options_.first_obs-1)) = v.scale^2; end