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correcting bug in forecast when data are prefiltered 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2377 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-01-26 18:11:19 +00:00
parent bb838b30c5
commit ad1608c9af
1 changed files with 5 additions and 1 deletions
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6
matlab/forecast.m
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@ -75,7 +75,7 @@ function info = forecast(var_list,task)
v_name = deblank(M_.endo_names(i,:));
y0(i,:) = y_smoothed.(v_name)(end-maximum_lag+1:end)+oo_.dr.ys(i);
end
gend = size(y0,2);
gend = options_.nobs;
if isfield(oo_.Smoother,'TrendCoeffs')
var_obs = options_.varobs;
endo_names = M_.endo_names;
@ -91,6 +91,10 @@ function info = forecast(var_list,task)
end
trend = trend_coeffs*(gend+(1-M_.maximum_lag:horizon));
end
global bayestopt_
if isfield(bayestopt_,'mean_varobs')
trend = trend + repmat(bayestopt_.mean_varobs,1,horizon+M_.maximum_lag);
end
otherwise
error('Wrong flag value')
end