Fixed detection of stochastic trends orthogonal to the observed variables.

2017-05-12 18:55:15 +02:00 · 2017-05-12 18:55:15 +02:00 · ae50f25c76
parent 278726f3fc
commit ae50f25c76
1 changed files with 1 additions and 1 deletions
--- a/matlab/compute_Pinf_Pstar.m
+++ b/matlab/compute_Pinf_Pstar.m
@ -105,7 +105,7 @@ end
 Pinf = zeros(np,np);
 Pinf(1:nk,1:nk) = eye(nk);
 for k = 1:nk
-    if norm(QT(mf,k)) < 1e-8
+    if norm(QT(mf,:)*ST(:,k)) < 1e-8
        Pinf(k,k) = 0;
    end
 end