From 31ba42e2118e11cf1b7f02cb6d9516ca1a476faa Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stepan@adjemian.eu>
Date: Tue, 7 Sep 2021 18:39:52 +0200
Subject: [PATCH] Apply patch from d440b7082 for (VAR based) expectations in
PAC.
Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
(cherry picked from commit f1bf12c60161eabdbe9d46a2a604eb425cebd6a6)
---
matlab/+pac/+update/parameters.m | 6 ++++++
1 file changed, 6 insertions(+)
diff --git a/matlab/+pac/+update/parameters.m b/matlab/+pac/+update/parameters.m
index 8404d42e68..226ddfc1f9 100644
--- a/matlab/+pac/+update/parameters.m
+++ b/matlab/+pac/+update/parameters.m
@@ -110,9 +110,15 @@ for e=1:number_of_pac_eq
if varmodel.nonstationary(id)
idns = id;
ids = [];
+ if varmodel.isconstant
+ idns = idns+1;
+ end
else
idns = [];
ids = id;
+ if varmodel.isconstant
+ ids = ids+1;
+ end
end
else
% Trend component model is assumed.
--
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