Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations).

(cherry picked from commit 871fa6aa86c5a87c3203435d5e384b27bb90d80d)
Changed fourth remark added by Johannes in commit e7727ba2d3365cf5269ab718cfbed86c82243cbe.

(cherry picked from commit c13738eea774f5b4417e1f23e503db3585246056)
build system: add hdf5 check to RHEL matio hack
(cherry picked from commit f6fa3618383cddd9f227eb7b840cab5d43334556)