#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. -- Ticket URL: <https://www.dynare.org/trac/ticket/52#comment:2> Dynare <http://www.dynare.org> The Dynare project