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Sébastien Villemot
dseries
Commits
7b98947c
Commit
7b98947c
authored
Sep 21, 2017
by
Stéphane Adjemian
Browse files
Fixed bug. User defined initial conditions for the trend was not acknowledge.
parent
e5cd9034
Changes
1
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Inline
Side-by-side
src/utilities/missing/one_sided_hp_filter/one_sided_hp_filter.m
View file @
7b98947c
...
...
@@ -70,7 +70,7 @@ Q=[q,0;
R
=
1
;
% variance observation equation error
for
k
=
1
:
n
%Run the Kalman filter for each variable
if
nargin
<
4
||
isempty
(
x_user
)
%no intial value for state, extrapolate back two periods from the observations
if
nargin
<
3
||
isempty
(
x_user
)
%no intial value for state, extrapolate back two periods from the observations
x
=
[
2
*
y
(
1
,
k
)
-
y
(
2
,
k
);
3
*
y
(
1
,
k
)
-
2
*
y
(
2
,
k
)];
else
...
...
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