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Fixed error correction term.

time-shift
Stéphane Adjemian(Charybdis) 2018-09-03 17:53:01 +02:00
parent 044f0f8de6
commit a207550680
1 changed files with 1 additions and 1 deletions
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2
matlab/+pac/+estimate/iterative_ols.m
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@ -101,7 +101,7 @@ end
% Build matrix for EC and AR terms.
DataForOLS = dseries();
DataForOLS{'ec-term'} = data{M_.endo_names{M_.pac.(pacmodl).ec.vars(1)}}.lag(1)-data{M_.endo_names{M_.pac.(pacmodl).ec.vars(2)}}.lag(1);
DataForOLS{'ec-term'} = data{M_.endo_names{M_.pac.(pacmodl).ec.vars(2)}}.lag(1)-data{M_.endo_names{M_.pac.(pacmodl).ec.vars(1)}}.lag(1);
listofvariables3 = {'ec-term'};
xparm = { M_.param_names(M_.pac.(pacmodl).ec.params(1))};
for i = 1:length(M_.pac.(pacmodl).ar.params)