diff --git a/matlab/get_variance_of_endogenous_variables.m b/matlab/get_variance_of_endogenous_variables.m
index 2e3bbd43941d69d0ad50e8f3baeb359c68179fb1..2afac8ae2c8ef761497ab4bdc5918a10d2b4d33b 100644
--- a/matlab/get_variance_of_endogenous_variables.m
+++ b/matlab/get_variance_of_endogenous_variables.m
@@ -56,6 +56,7 @@ if size(u,2) > 0
     ghx = ghx(i_stat,:);
     ghu = ghu(i_stat,:);
 else
+    i_stat_0 = 1:size(ghx,2);
     i_stat = (1:n)';
 end