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Fixed bug (missing code for handling prefilter=1).

time-shift
Stéphane Adjemian (Charybdis) 2014-07-09 15:34:17 +02:00
parent 03975f7d01
commit 94b87beb10
1 changed files with 9 additions and 1 deletions
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10
matlab/utilities/dataset/makedataset.m
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@ -238,4 +238,12 @@ normalization_matrix = diag(1./sqrt(diag(DatasetInfo.descriptive.covariance)));
DatasetInfo.descriptive.correlation = normalization_matrix*DatasetInfo.descriptive.covariance*normalization_matrix;
% Compute autocorrelation function.
DatasetInfo.descriptive.autocovariance = nanautocovariance(DynareDataset.data, DynareOptions.ar);
DatasetInfo.descriptive.autocovariance = nanautocovariance(DynareDataset.data, DynareOptions.ar);
% Save raw data.
DatasetInfo.rawdata = DynareDataset.data;
% Prefilter the data if needed (remove the mean).
if isequal(DynareOptions.prefilter, 1)
DynareDataset = DynareDataset.detrend();
end