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Fixed detection of stochastic trends orthogonal to the observed variables.

time-shift
Stéphane Adjemian (Charybdis) 2017-05-12 18:55:15 +02:00
parent 278726f3fc
commit ae50f25c76
1 changed files with 1 additions and 1 deletions
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2
matlab/compute_Pinf_Pstar.m
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@ -105,7 +105,7 @@ end
Pinf = zeros(np,np); Pinf = zeros(np,np);
Pinf(1:nk,1:nk) = eye(nk); Pinf(1:nk,1:nk) = eye(nk);
for k = 1:nk for k = 1:nk
if norm(QT(mf,k)) < 1e-8 if norm(QT(mf,:)*ST(:,k)) < 1e-8
Pinf(k,k) = 0; Pinf(k,k) = 0;
end end
end end