From e435a34d908fd5e430bc5bb2398d626edb7ef75c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=28Charybdis=29?= Date: Thu, 31 May 2018 12:14:36 +0200 Subject: [PATCH] Tempoarary fix for bug in get_ar_matrices routine. The number of lags returned in models with diff(dif((x))) is wrong. --- matlab/get_companion_matrix.m | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/matlab/get_companion_matrix.m b/matlab/get_companion_matrix.m index 039df4530..6bbf98b34 100644 --- a/matlab/get_companion_matrix.m +++ b/matlab/get_companion_matrix.m @@ -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));