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Commit 5a3d545d authored by Johannes Pfeifer's avatar Johannes Pfeifer
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var_sample_moments.m: cosmetic changes

parent ed80c4ff
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1 merge request!2218Various cosmetic fixes
function dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, dataset_info)%datafile,varobs,xls_sheet,xls_range)
function dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, dataset_info)
% dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, dataset_info)
% Computes the sample moments of a VAR model.
%
% The VAR(p) model is defined by:
......@@ -51,7 +52,7 @@ function dataset_info=var_sample_moments(nlag, var_trend_order, dataset_, datase
% SPECIAL REQUIREMENTS
% None.
% Copyright © 2007-2021 Dynare Team
% Copyright © 2007-2023 Dynare Team
%
% This file is part of Dynare.
%
......@@ -80,14 +81,11 @@ if isequal(var_trend_order,-1)
elseif isequal(var_trend_order,0)
% Constant and no linear trend case.
X = ones(NumberOfObservations,NumberOfVariables*nlag+1);
indx = NumberOfVariables*nlag+1;
elseif isequal(var_trend_order,1)
% Constant and linear trend case.
X = ones(NumberOfObservations,NumberOfVariables*nlag+2);
indx = NumberOfVariables*nlag+1:NumberOfVariables*nlag+2;
else
error('Estimation::var_sample_moments: trend must be equal to -1,0 or 1!')
return
end
% I build matrices Y and X
......@@ -108,10 +106,4 @@ dataset_info.mYX=Y'*X;
dataset_info.mXY=X'*Y;
dataset_info.mXX=X'*X;
dataset_info.Ydata=Y;
dataset_info.Xdata=X;
% assignin('base', 'mYY', Y'*Y);
% assignin('base', 'mYX', Y'*X);
% assignin('base', 'mXY', X'*Y);
% assignin('base', 'mXX', X'*X);
% assignin('base', 'Ydata', Y);
% assignin('base', 'Xdata', X);
\ No newline at end of file
dataset_info.Xdata=X;
\ No newline at end of file
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