Commit 73de37e7 authored by MichelJuillard's avatar MichelJuillard

fixing bug in forecast HPD interval

parent d1cb9fd0
......@@ -81,7 +81,7 @@ fact = norminv((1-options_.conf_sig)/2,0,1);
int_width = zeros(horizon,M_.endo_nbr);
for i=1:nvar
int_width(:,i) = fact*sqrt(var_yf(:,i));
int_width(:,i) = -fact*sqrt(var_yf(:,i));
end
yf = yf(ivar,:);
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