Am 02.07.2018 um 19:56 schrieb Sven Schreiber:

Am 02.07.2018 um 19:00 schrieb Andreas Zervas:

I am attaching a test script. For case 3 it works, but not for case 4, and as Sven said, nor for case 2.

Ok, thanks. If there are no further complications, I think I should be able to deal with this tomorrow.

It seems my hunch was correct, it was simply a bug in the matrix multiplication order, so nobody before used an SVEC with a rank higher than one and with the restricted deterministics setup -- or at least nobody before cared to report the problem...

In vecm_est() the following two lines needed to be changed:

matrix mu = jbeta[n+1,] * jalpha' # was: jalpha * jbeta[n+1,]
...
matrix mu = olspar[1,] | (jbeta[n+1,] * jalpha') # was: (jalpha * jbeta[n+1,])'

It works for me, but I'm attaching a new gfn for testing -- but beware this is not the official updated release, for example the sample files and the help is missing there. Also attached is a slightly generalized test script.
I'm not currently at a machine where the git access is set up, so pushing this to git would have to wait until tonight (unless Jack does it first).

cheers,
sven