Commit 7b98947c authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Fixed bug. User defined initial conditions for the trend was not acknowledge.

parent e5cd9034
...@@ -70,7 +70,7 @@ Q=[q,0; ...@@ -70,7 +70,7 @@ Q=[q,0;
R=1; % variance observation equation error R=1; % variance observation equation error
for k=1:n %Run the Kalman filter for each variable 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); x=[2*y(1,k)-y(2,k);
3*y(1,k)-2*y(2,k)]; 3*y(1,k)-2*y(2,k)];
else else
......
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