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Verified Commit f1bf12c6 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Apply patch from d440b708 for (VAR based) expectations in PAC.

Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
parent d440b708
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......@@ -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.
......
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