From 15ab85788c1a9e2cd77580dfb9ee11dea97ffdf1 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Thu, 29 Oct 2020 19:21:06 +0100
Subject: [PATCH] adjusted message in case of diffuse filter, where
cointegration is most of the time the reason for such a warning
---
matlab/DsgeSmoother.m | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 6e1739698c..09842c44b5 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -238,7 +238,8 @@ if kalman_algo == 1 || kalman_algo == 3
fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
kalman_algo = 2;
elseif kalman_algo == 3
- fprintf('\nDsgeSmoother: Switching to univariate filter. This may be a sign of stochastic singularity.\n')
+ fprintf('\nDsgeSmoother: Switching to univariate filter. This is usually due to co-integration in diffuse filter,\n')
+ fprintf(' otherwise it may be a sign of stochastic singularity.\n')
kalman_algo = 4;
else
error('This case shouldn''t happen')
--
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