Apply patch from d440b7082 for (VAR based) expectations in PAC.

Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
2021-09-07 18:39:52 +02:00 · 2021-09-07 18:39:52 +02:00 · f1bf12c601
parent d440b70820
commit f1bf12c601
1 changed files with 6 additions and 0 deletions
--- a/matlab/+pac/+update/parameters.m
+++ b/matlab/+pac/+update/parameters.m
@ -110,9 +110,15 @@ for e=1:number_of_pac_eq
        if varmodel.nonstationary(id)
            idns = id;
            ids = [];
+            if varmodel.isconstant
+                idns = idns+1;
+            end
        else
            idns = [];
            ids = id;
+            if varmodel.isconstant
+                ids = ids+1;
+            end
        end
    else
        % Trend component model is assumed.