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Tempoarary fix for bug in get_ar_matrices routine. 

The number of lags returned in models with diff(dif((x))) is wrong.
time-shift
Stéphane Adjemian(Charybdis) 2018-05-31 12:14:36 +02:00
parent 27e21acd5a
commit e435a34d90
1 changed files with 6 additions and 0 deletions
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6
matlab/get_companion_matrix.m
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@ -34,6 +34,12 @@ get_ar_ec_matrices(var_model_name);
% Get the number of lags
p = size(oo_.var.(var_model_name).ar, 3);
% FIXME
while all(oo_.var.(var_model_name).ar(:,:,p)==0)
p = p-1;
oo_.var.(var_model_name).ar = oo_.var.(var_model_name).ar(:,:,1:p);
end
% Get the number of variables
n = length(oo_.var.(var_model_name).ar(:,:,1));