diff --git a/matlab/kalman/likelihood/univariate_kalman_filter_d.m b/matlab/kalman/likelihood/univariate_kalman_filter_d.m
index 6abe6b9a780859cccf2f9d5596f4719e7a2f3f76..b3038a312bade6310960214e33c7a326e83e4bc5 100644
--- a/matlab/kalman/likelihood/univariate_kalman_filter_d.m
+++ b/matlab/kalman/likelihood/univariate_kalman_filter_d.m
@@ -166,6 +166,7 @@ while newRank && (t<=last)
     end
     if oldRank ~= newRank
         disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
+        disp('This may happen for models with order of integration >1.')
     end
     t = t+1;
 end
diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
index de40741fcf29f4d0c203c1d61b6c12437700e9a6..08658db51bf2d6bbbf86b65b2862df762137b449 100644
--- a/matlab/missing_DiffuseKalmanSmootherH3_Z.m
+++ b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
@@ -184,6 +184,7 @@ while newRank && t < smpl
     end
     if oldRank ~= newRank
         disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')
+        disp('This may happen for models with order of integration >1.')
     end
 end