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Commit e14a2155 authored by MichelJuillard's avatar MichelJuillard
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put Z back

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matlab/schur_statespace_transformation.m
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...@@ -103,6 +103,7 @@ if i == nk+1 ...@@ -103,6 +103,7 @@ if i == nk+1
c = ST(nk+1,:)*(Pstar(:,nk+2:end)*ST(nk1,nk+2:end)')+ST(nk1,nk1)*ST(nk1,nk+2:end)*Pstar(nk+2:end,nk1); c = ST(nk+1,:)*(Pstar(:,nk+2:end)*ST(nk1,nk+2:end)')+ST(nk1,nk1)*ST(nk1,nk+2:end)*Pstar(nk+2:end,nk1);
Pstar(nk1,nk1)=(B(nk1,nk1)+c)/(1-ST(nk1,nk1)*ST(nk1,nk1)); Pstar(nk1,nk1)=(B(nk1,nk1)+c)/(1-ST(nk1,nk1)*ST(nk1,nk1));
end end
Z = QT(mf,:);
% stochastic trends with no influence on observed variables are % stochastic trends with no influence on observed variables are
% arbitrarily initialized to zero % arbitrarily initialized to zero
......
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