Fix bug in the output of stoch_simul: in the presence of non-stationary...

Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed
(cherry picked from commit 9d67555f)

matlab/disp_th_moments.m

@@ -37,9 +37,7 @@ end
 [oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_);
 m = dr.ys(ivar);
 non_stationary_vars = setdiff(1:length(ivar),stationary_vars);
-ivar1 = intersect(non_stationary_vars,ivar);
-m(ivar1) = NaN;
-
+m(non_stationary_vars) = NaN;
 
 i1 = find(abs(diag(oo_.gamma_y{1})) > 1e-12);
 s2 = diag(oo_.gamma_y{1});

matlab/th_autocovariances.m

@@ -19,13 +19,12 @@ function [Gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_,node
 %                                      Gamma_y{nar+2}   [double]  Variance decomposition.  
 %                                      Gamma_y{nar+3}   [double]  Expectation of the endogenous variables associated with a second 
 %                                                                 order approximation.    
-%   stationary_vars   [integer]      Vector of indices of stationary
-%                                           variables in declaration order
+%   stationary_vars   [integer]      Vector of indices of stationary variables (as a subset of 1:length(ivar))
 %
 % SPECIAL REQUIREMENTS
 %   
 
-% Copyright (C) 2001-2009 Dynare Team
+% Copyright (C) 2001-2010 Dynare Team
 %
 % This file is part of Dynare.
 %