Fix var expectation weights when auxiliary model has a constant.
Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..pac-components
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@ -108,6 +108,10 @@ for i = 1:m
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end
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end
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if isfield(auxmodel, 'isconstant') && auxmodel.isconstant
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variables_id_in_var = variables_id_in_var+1;
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end
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% Get the horizon parameter.
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% Get the horizon parameter.
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horizon = varexpectationmodel.horizon;
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horizon = varexpectationmodel.horizon;
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