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Fixed models with fewer targets than EC equations.

time-shift
Stéphane Adjemian (Charybdis) 2019-02-21 12:36:46 +01:00
parent c96f55309d
commit dfb62e4ebc
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
1 changed files with 2 additions and 1 deletions
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3
matlab/get_companion_matrix.m
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@ -113,8 +113,9 @@ switch auxiliary_model_type
% endogenous variable and the trend variable.
%
% Build B matrices (VAR in levels)
B = zeros(m+q, m+q, p+1);
B(ecm_eqnums_in_auxiliary_model, ecm_eqnums_in_auxiliary_model, 1) = eye(m) + A0 + AR(:,:,1);
B(ecm_eqnums_in_auxiliary_model, target_eqnums_in_auxiliary_model) = -A0;
B(ecm_eqnums_in_auxiliary_model, target_eqnums_in_auxiliary_model) = -A0star;
B(target_eqnums_in_auxiliary_model, target_eqnums_in_auxiliary_model) = eye(q);
for i = 2:p
B(ecm_eqnums_in_auxiliary_model,ecm_eqnums_in_auxiliary_model,i) = AR(:,:,i) - AR(:,:,i-1);