Re: [Gretl-users] $irf(): excess collinearity
On Mon, 13 May 2013, artur tarassow wrote:
Ok, that's weird. If I run your script no error at all occurs
here using a
Windows-version from 2013-05-02. Despite the fact that both series are
almost perfectly correlated.
If I use the catch command in my actual dataset gretl does not produce a
matrix with three columns holding the point estimates and the CIs.
Actually, should gretl generate a three-column matrix if I use the "catch"
command in case of excess collinearity ignoring the error, or should it
just prevent termination by jumping to the next task?
The use of "catch" just makes the error non-fatal, i.e. the
script continues beyond the failed command or function call.
So, no, it won't help in generating an IRF matrix.
Allin