Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
imcforecasts centers the paths and adds the trend in the end). (cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)time-shift
parent
db73d4020d
commit
aef46cf78e
|
@ -180,6 +180,8 @@ else
|
|||
cL = size(constrained_paths,2);
|
||||
end
|
||||
|
||||
constrained_paths = bsxfun(@minus,constrained_paths,trend(idx,1:cL));
|
||||
|
||||
randn('state',0);
|
||||
|
||||
for b=1:options_cond_fcst.replic
|
||||
|
|
Loading…
Reference in New Issue