diff --git a/matlab/utilities/dataset/makedataset.m b/matlab/utilities/dataset/makedataset.m index 9eb4cb396..2b4653008 100644 --- a/matlab/utilities/dataset/makedataset.m +++ b/matlab/utilities/dataset/makedataset.m @@ -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); \ No newline at end of file +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