diff --git a/matlab/imcforecast.m b/matlab/imcforecast.m index 2fa56a2bac68b75b37021d179883b1e6f044f748..ebe8aa1ae1c055c3ebbf25930ba24aecf31179ac 100644 --- a/matlab/imcforecast.m +++ b/matlab/imcforecast.m @@ -147,7 +147,7 @@ if isempty(options_.qz_criterium) end [T,R,ys,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_); -sQ = sqrt(M_.Sigma_e); +sQ = chol(M_.Sigma_e,'lower'); NumberOfStates = length(InitState); FORCS1 = zeros(NumberOfStates,options_cond_fcst.periods+1,options_cond_fcst.replic);