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nk027 · Mar 8, 2023 · 27e7340 · 27e7340
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,7 +1,7 @@
 Package: BVAR
 Type: Package
 Title: Hierarchical Bayesian Vector Autoregression
-Version: 1.0.3.9000
+Version: 1.0.4
 Date: 2023-03-08
 Authors@R: c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at", comment = c(ORCID = "0000-0002-6642-2543")),
     person("Lukas", "Vashold", role = "aut", comment = c(ORCID = "0000-0002-3562-3414")),
@@ -10,6 +10,7 @@ Authors@R: c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "niko
     person("Serena", "Ng", role = "dtc"))
 Author: Nikolas Kuschnig [aut, cre] (<https://orcid.org/0000-0002-6642-2543>),
     Lukas Vashold [aut] (<https://orcid.org/0000-0002-3562-3414>),
+    Nirai Tomass [ctb],
     Michael McCracken [dtc], Serena Ng [dtc]
 Maintainer: Nikolas Kuschnig <nikolas.kuschnig@wu.ac.at>
 Description: Estimation of hierarchical Bayesian vector autoregressive models
@@ -27,4 +28,4 @@ Suggests: coda, vars, tinytest
 License: GPL-3 | file LICENSE
 Encoding: UTF-8
 LazyData: true
-RoxygenNote: 7.1.2
+RoxygenNote: 7.2.3
diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,11 @@
+# v1.0.4, CRAN Update 9
+
+- Fix bug from last update, where automatic ARIMA-priors where sqrt'd twice
+  - Thanks to Michael Wolf for pointing this out, and
+  - many thanks to Nirai Tomass for discovering the bug
+- Update **FRED-MD** and **FRED-QD** datasets to the 2023-02 vintage
+
+
 # v1.0.3, CRAN Update 8
 
 - Fix bug where warnings caused an error during automatic ARIMA-based priors

diff --git a/R/11_input.R b/R/11_input.R
@@ -88,6 +88,7 @@ auto_psi <- function(x, lags) {
         suppressWarnings(sqrt(arima(x[, j], order = c(lags, 0, 0))$sigma2))
       }
     )
+    out[["mode"]][j] <- ar_sigma2
   }
   out[["min"]] <- out[["mode"]] / 100
   out[["max"]] <- out[["mode"]] * 100

diff --git a/data/fred_md.rda b/data/fred_md.rda
diff --git a/data/fred_qd.rda b/data/fred_qd.rda
diff --git a/inst/fred_trans.csv b/inst/fred_trans.csv
@@ -125,7 +125,7 @@
 "DTCOLNVHFNM","log-2nd-diff","log-2nd-diff"
 "DTCTHFNM","log-2nd-diff","log-2nd-diff"
 "INVEST","log-2nd-diff","log-2nd-diff"
-"VXOCLSx","none","none"
+"VIXCLSx","none","none"
 "GDPC1",,"log-diff"
 "PCECC96",,"log-diff"
 "PCDGx",,"log-diff"

diff --git a/man/bv_dummy.Rd b/man/bv_dummy.Rd
diff --git a/man/bv_minnesota.Rd b/man/bv_minnesota.Rd
diff --git a/man/density.bvar.Rd b/man/density.bvar.Rd
diff --git a/man/fred_qd.Rd b/man/fred_qd.Rd
diff --git a/man/par_bvar.Rd b/man/par_bvar.Rd
diff --git a/scripts/fred_prep.R b/scripts/fred_prep.R
@@ -3,7 +3,7 @@
 
 keep <- readLines("data/fred_permitted.txt")
 
-file <- "2021-10.csv" # Update this
+file <- "2023-02.csv" # Update this
 
 
 # QD ---