bug with auxiliary exo lags with loglinear
In the new unit test fs2000_het.mod
, (merge request !1844 (closed)), I added a shock to the model to test heteroskedastic_shocks
. doing that I noted a bug at the interaction between loglinear and auxiliary exo lag variables.
It turns out that this modified mod file triggers an auxiliary lagged exo variable.
for this variable, ys is set to zero, which is then logged in store_smoother_results
, resulting in inf's for that variable in oo_.SmoothedVariables
etc.
Moreover, running forecast after that, this triggers nan for all forecasted variables.