#52: stoch_simul + hpfilter ---------------------------+------------------------------------------------ Reporter: stepan | Owner: stepan Type: bug | Status: accepted Priority: major | Milestone: 4.1 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------
Comment(by sebastien):
The bug can be reproduced on a simple MOD file with: {{{ stoch_simul(order=1,hp_filter=4); }}} The bug is located in th_autocovariances.m: this function doesn't give a value to output variable {{{stationary_vars}}}, when order=1 and hp_filter != 0
I can't fix this myself, help is needed.