Re: [Gretl-devel] Bootstrapped IRFs for restricted VECMs
On Thu, 13 Jan 2011, artur tarassow wrote:
2011/1/13 Allin Cottrell <cottrell(a)wfu.edu>:
> On Thu, 13 Jan 2011, artur tarassow wrote:
>
>> I just wanted to compute the IRF and corresponding confidence
>> intervals but I am getting the error message "out of memory".
>
> What does your model look like?
>
It is quite a big system - I admit... ;-)
Please see the attached .doc file.
Thanks. Size of the model is unlikely to be an issue. More likely,
the "out of memory" message is just a wrong guess as to
what went wrong -- possibly some quirk of the restrictions leading
gretl to try to allocate a matrix with zero rows or columns.
I've made a few modifications in CVS that might help. But if the
problem persists, perhaps you could send me data and script
off-list?
Allin