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Verified Commit a5ccd0ae authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Acknowldge time_shift option in print_expectations.

Lagged information set was missing in the evaluation routine.
parent 7f0ba33d
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...@@ -253,6 +253,10 @@ if isequal(expectationmodel.auxiliary_model_type, 'trend_component') ...@@ -253,6 +253,10 @@ if isequal(expectationmodel.auxiliary_model_type, 'trend_component')
maxlag = maxlag+1; maxlag = maxlag+1;
end end
if isequal(expectationmodelkind, 'var')
timeindices = (0:(maxlag-1))+abs(expectationmodel.time_shift);
end
if isequal(expectationmodelkind, 'var') && isequal(expectationmodel.auxiliary_model_type, 'var') if isequal(expectationmodelkind, 'var') && isequal(expectationmodel.auxiliary_model_type, 'var')
id = id+1; id = id+1;
expression = sprintf('%1.16f', M_.params(expectationmodel.param_indices(id))); expression = sprintf('%1.16f', M_.params(expectationmodel.param_indices(id)));
...@@ -304,8 +308,8 @@ for i=1:maxlag ...@@ -304,8 +308,8 @@ for i=1:maxlag
end end
switch expectationmodelkind switch expectationmodelkind
case 'var' case 'var'
if i>1 if timeindices(i)>0
variable = sprintf('dbase.%s(-%d)', variable, i-1); variable = sprintf('dbase.%s(-%d)', variable, timeindices(i));
else else
variable = sprintf('dbase.%s', variable); variable = sprintf('dbase.%s', variable);
end end
......
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