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:bug: check_for_calibrated_covariances.m: correct logic of check

Merged :bug: check_for_calibrated_covariances.m: correct logic of check
JohannesPfeifer/dynare:check_calibrated_covariance_5x into 5.x
Merged Johannes Pfeifer requested to merge JohannesPfeifer/dynare:check_calibrated_covariance_5x into 5.x

Did not properly distinguish between unset correlation and starting value of 0

(cherry picked from commit 94207ab8)

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