Fixed bug (missing code for handling prefilter=1).
parent
03975f7d01
commit
94b87beb10
|
@ -239,3 +239,11 @@ DatasetInfo.descriptive.correlation = normalization_matrix*DatasetInfo.descripti
|
||||||
|
|
||||||
% Compute autocorrelation function.
|
% 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
|
||||||
|
|
Loading…
Reference in New Issue