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bug: var_expectation: account for cases when a variable is not present in a period in M_.lead_lag_incidence

time-shift
Houtan Bastani 2017-04-24 14:33:29 +02:00
parent b5d131bfa6
commit d8ce2e051d
1 changed files with 19 additions and 3 deletions
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22
matlab/writeVarExpectationFunction.m
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@ -56,9 +56,25 @@ if var_model_order > 2
end
yidx = [yidx ; y1idx(:)];
end
fprintf(fid, 'y = y([');
fprintf(fid, '%d ', yidx);
fprintf(fid, ']);\n');
if any(yidx == 0)
fprintf(fid, 'y = [');
for i = 1:length(yidx)
if i ~= 1
fprintf(fid, '; ');
end
if yidx(i) == 0
fprintf(fid, '0');
else
fprintf(fid, 'y(%d)', yidx(i));
end
end
fprintf(fid, '];\n');
else
fprintf(fid, 'y = y([');
fprintf(fid, '%d ', yidx);
fprintf(fid, ']);\n');
end
lm = length(mu);
lc = length(autoregressive_matrices);