From 55164891b2e8636eb0f5e50cd92421aa4258b53e Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Fri, 11 Apr 2014 14:26:44 +0200
Subject: [PATCH] Fix bug in DSGE-VAR. Initialization sample must be strictly
larger than lag order
Also provides a more informative error message
---
matlab/var_sample_moments.m | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
diff --git a/matlab/var_sample_moments.m b/matlab/var_sample_moments.m
index ab7b4b74b6..434a2032e8 100644
--- a/matlab/var_sample_moments.m
+++ b/matlab/var_sample_moments.m
@@ -77,8 +77,10 @@ XtX = [];
data = read_variables(datafile,varobs,[],xls_sheet,xls_range);
-if qlag > FirstObservation
- error('VarSampleMoments :: not enough data to initialize! Try to increase FirstObservation.')
+if qlag >= FirstObservation
+ fprintf('\nVarSampleMoments: The first used observation is %d, but there are %d lags.\n',FirstObservation,qlag)
+ fprintf('VarSampleMoments: Try to increase first_obs. Given the lags, it must be at least first_obs=%d.\n',qlag+1)
+ error('VarSampleMoments :: not enough data to initialize!')
return
end
--
GitLab