diff --git a/matlab/var_sample_moments.m b/matlab/var_sample_moments.m index c69f3522be229d2b8708c6bf0afd817ad53f6a37..dcb8c28a2f1e061bfbe74c6d6baec676635672a2 100644 --- a/matlab/var_sample_moments.m +++ b/matlab/var_sample_moments.m @@ -1,4 +1,5 @@ -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