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Initialize variance decomposition array to NaN instead of 0 

Because only stationary variables are updated, prevents non-stationary variables from showing up with 0 instead of NaN
time-shift
Johannes Pfeifer 2016-10-18 10:52:57 +02:00
parent 084df40535
commit 9b8a542661
1 changed files with 1 additions and 1 deletions
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2
matlab/th_autocovariances.m
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@ -181,7 +181,7 @@ if options_.hp_filter == 0 && ~options_.bandpass.indicator
if M_.exo_nbr == 1
Gamma_y{nar+2} = ones(nvar,1);
else
Gamma_y{nar+2} = zeros(nvar,M_.exo_nbr);
Gamma_y{nar+2} = NaN(nvar,M_.exo_nbr);
SS(exo_names_orig_ord,exo_names_orig_ord)=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
cs = chol(SS)';
b1(:,exo_names_orig_ord) = ghu1;