From d43a057af3c7ad301afef3471358e88df2cb5bed Mon Sep 17 00:00:00 2001 From: Marco Ratto <marco.ratto@ec.europa.eu> Date: Thu, 6 May 2021 16:50:22 +0200 Subject: [PATCH] store_smoother_results: fix header explanation of output arguments Variances are now in declaration order. --- matlab/store_smoother_results.m | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/matlab/store_smoother_results.m b/matlab/store_smoother_results.m index cc529fab24..645289445f 100644 --- a/matlab/store_smoother_results.m +++ b/matlab/store_smoother_results.m @@ -34,8 +34,9 @@ function [oo_, yf]=store_smoother_results(M_,oo_,options_,bayestopt_,dataset_,da % oo_.Smoother.Variance: one-step ahead forecast error variance (declaration order) % oo_.Smoother.Constant: structure storing the constant term of the smoother % oo_.Smoother.Trend: structure storing the trend term of the smoother -% oo_.FilteredVariablesKStepAhead: k-step ahead forecast error variance matrices (decision-rule order) -% oo_.FilteredVariablesShockDecomposition: shock decomposition of k-step ahead filtered variables (decision-rule order) +% oo_.FilteredVariablesKStepAhead: k-step ahead filtered variables (declaration order) +% oo_.FilteredVariablesKStepAheadVariances: k-step ahead forecast error variance matrices (declaration order) +% oo_.FilteredVariablesShockDecomposition: shock decomposition of k-step ahead filtered variables (declaration order) % oo_.FilteredVariables: structure storing the filtered variables % oo_.UpdatedVariables: structure storing the updated variables % oo_.SmoothedShocks: structure storing the smoothed shocks -- GitLab