Re: [Gretl-devel] Special restriction syntax in VECM doesn't work anymore
On Tue, 9 Feb 2016, Sven Schreiber wrote:
Hi,
I've run into a "matrix not conformable" problem, using the example
restriction code from ch. 27 (p. 237 in my A4 PDF version dated January
2016):
<hansl>
open australia
list vecmvars = PAU PUS E IAU IUS
vecm 2 4 vecmvars
# from here on code snippet from ch. 27 in user guide
matrix I4 = I(4)
matrix vR = I4**(I4~zeros(4,1))
matrix vq = mshape(I4,16,1)
restrict
R = vR
q = vq
end restrict
</hansl>
This is on gretl 2016a, and the hansl code where I noticed the problem first
is not new, so I'm relatively sure that this used to work last year (as it
should).
Any ideas?
Are you sure this worked before? I just tested with gretl 1.9.14
(2013-11-21) and it failed in the same way (supposed
non-conformability).
The test that's generating the error is as follows:
1. Is cols(R) equal to the total number of elements of beta and alpha
("gmax"), in the system? In this case the answer is No, since cols(R)
= 20 and gmax = 40.
2. If No, is cols(R) equal to the number of beta rows (here, 5)? No
again, so fail.
The missing test seems to be: does cols(R) equal the full number of
elements in the beta matrix? (Which it does here.) If so, go ahead.
I'm inserting this test in git; it would be good if it gets some
testing.
Allin