diff --git a/matlab/estimation/online/online_auxiliary_filter.m b/matlab/estimation/online/online_auxiliary_filter.m
index 461cb888e7abc1dd2ab0e3f87d01dbf4694d6a52..4e40d18d09ec39339fabe28c117dbaaceee6c0f9 100644
--- a/matlab/estimation/online/online_auxiliary_filter.m
+++ b/matlab/estimation/online/online_auxiliary_filter.m
@@ -5,7 +5,6 @@ function online_auxiliary_filter(xparam1, dataset_, options_, M_, estim_params_,
 % INPUTS
 % - xparam1                  [double]    n×1 vector, Initial condition for the estimated parameters.
 % - dataset_                 [dseries]   Sample used for estimation.
-% - dataset_info             [struct]    Description of the sample.
 % - options_                 [struct]    Option values.
 % - M_                       [struct]    Description of the model.
 % - estim_params_            [struct]    Description of the estimated parameters.
@@ -373,7 +372,7 @@ nc = floor(sqrt(number_of_parameters));
 nbplt = 1 ;
 
 if TeX
-    fidTeX = fopen([M_.fname '_param_traj.tex'],'w');
+    fidTeX = fopen([M_.dname filesep 'online' filesep M_.fname '_param_traj.tex'],'w');
     fprintf(fidTeX,'%% TeX eps-loader file generated by online_auxiliary_filter.m (Dynare).\n');
     fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
     fprintf(fidTeX,' \n');
@@ -399,12 +398,12 @@ for plt = 1:nbplt
         axis tight
         drawnow
     end
-    dyn_saveas(hh_fig, [M_.fname '_param_traj' int2str(plt)], options_.nodisplay, options_.graph_format);
+    dyn_saveas(hh_fig, [M_.dname filesep 'online' filesep M_.fname '_param_traj' int2str(plt)], options_.nodisplay, options_.graph_format);
     if TeX
         % TeX eps loader file
         fprintf(fidTeX,'\\begin{figure}[H]\n');
         fprintf(fidTeX,'\\centering \n');
-        fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_ParamTraj%s}\n',M_.fname,int2str(plt));
+        fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s/online/%s_ParamTraj%s}\n',M_.dname,M_.fname,int2str(plt));
         fprintf(fidTeX,'\\caption{Parameters trajectories.}');
         fprintf(fidTeX,'\\label{Fig:ParametersPlots:%s}\n',int2str(plt));
         fprintf(fidTeX,'\\end{figure}\n');