adjusted message in case of diffuse filter, where cointegration is most of the...

adjusted message in case of diffuse filter, where cointegration is most of the time the reason for such a warning

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')