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Verified Commit d440b708 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Fix var expectation weights when auxiliary model has a constant.

Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
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......@@ -108,6 +108,10 @@ for i = 1:m
end
end
if isfield(auxmodel, 'isconstant') && auxmodel.isconstant
variables_id_in_var = variables_id_in_var+1;
end
% Get the horizon parameter.
horizon = varexpectationmodel.horizon;
......
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