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Commit e7a6cc15 authored by Johannes Pfeifer's avatar Johannes Pfeifer
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Computation of the loss function in the presence of unit root variables was incorrect

Some elements were simply left out. This commit now mimics the computations as in th_autocovariances.m and makes sure the loss function coincides with the one that is obtained by reading out the covariance from oo_.var
(cherry picked from commit cb5d3df6)
parent d8a31b98
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