From 82c4bc920ba4f65766fc293fbd23a73c2fdc0c7e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stepan@adjemian.eu>
Date: Mon, 6 Jan 2020 18:28:58 +0100
Subject: [PATCH] Fixed bug (incorrect results) in backcast method.
---
src/@dseries/backcast.m | 2 +-
src/@dseries/backcast_.m | 6 +++---
2 files changed, 4 insertions(+), 4 deletions(-)
diff --git a/src/@dseries/backcast.m b/src/@dseries/backcast.m
index 8dff980..0581411 100644
--- a/src/@dseries/backcast.m
+++ b/src/@dseries/backcast.m
@@ -13,7 +13,7 @@ function q = backcast(o, p, diff) % --*-- Unitary tests --*--
% The two dseries objects must have common frequency and the same number of variables. Also the
% two samples must overlap.
-% Copyright (C) 2019 Dynare Team
+% Copyright © 2019-2020 Dynare Team
%
% This file is part of Dynare.
%
diff --git a/src/@dseries/backcast_.m b/src/@dseries/backcast_.m
index 40bc368..b130660 100644
--- a/src/@dseries/backcast_.m
+++ b/src/@dseries/backcast_.m
@@ -1,6 +1,6 @@
function o = backcast_(o, p, diff) % --*-- Unitary tests --*--
-% Copyright (C) 2019 Dynare Team
+% Copyright © 2019-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -43,11 +43,11 @@ idp = find(o.dates(1)==p.dates);
if diff
FirstDifference = p.data(2:idp,:)-p.data(1:idp-1,:);
CumulatedDifferences = rcumsum(FirstDifference);
- o.data = [bsxfun(@minus, o.data(1:end), CumulatedDifferences); o.data];
+ o.data = [bsxfun(@minus, o.data(1), CumulatedDifferences); o.data];
else
GrowthFactor = p.data(2:idp,:)./p.data(1:idp-1,:);
CumulatedGrowthFactors = rcumprod(GrowthFactor);
- o.data = [bsxfun(@rdivide, o.data(1:end), CumulatedGrowthFactors); o.data];
+ o.data = [bsxfun(@rdivide, o.data(1), CumulatedGrowthFactors); o.data];
end
o.dates = firstdate(p):lastdate(o);
--
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