Fixed bug (missing code for handling prefilter=1).
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03975f7d01
commit
94b87beb10
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@ -238,4 +238,12 @@ normalization_matrix = diag(1./sqrt(diag(DatasetInfo.descriptive.covariance)));
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DatasetInfo.descriptive.correlation = normalization_matrix*DatasetInfo.descriptive.covariance*normalization_matrix;
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DatasetInfo.descriptive.correlation = normalization_matrix*DatasetInfo.descriptive.covariance*normalization_matrix;
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% Compute autocorrelation function.
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% Compute autocorrelation function.
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DatasetInfo.descriptive.autocovariance = nanautocovariance(DynareDataset.data, DynareOptions.ar);
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DatasetInfo.descriptive.autocovariance = nanautocovariance(DynareDataset.data, DynareOptions.ar);
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% Save raw data.
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DatasetInfo.rawdata = DynareDataset.data;
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% Prefilter the data if needed (remove the mean).
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if isequal(DynareOptions.prefilter, 1)
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DynareDataset = DynareDataset.detrend();
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end
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