From 94b87beb109c2ea41502ad4fbd32d196e029e6a3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Wed, 9 Jul 2014 15:34:17 +0200 Subject: [PATCH] Fixed bug (missing code for handling prefilter=1). --- matlab/utilities/dataset/makedataset.m | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) 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