Re: [Gretl-users] eigensym() issue?

Thank you for your answers!!! My computer: ------------------------------------------- Windows 7 Professional Service Pack 1 Dell, Optiplex 390 Intel(R) core(TM) i3-2120 CPU @ 3.30GHz 3.30 GHz 8.00 GB RAM ------------------------------------------ Now i run the code in gretl 2015e-git gretl crashes when the number of series is 129, 131 133 135, 137,145 "Oddly", i have a dataset of 131 series to replicate a paper on "Principal components estimation and identification of static factors" (Bai & Ng, 2013) Below I give the code again. (thanks ...) nulldata 600 setobs 1 1 --special-time-series list xlist = null loop i=1..129 --quiet series x$i = normal() xlist += x$i endloop scalar cT = $nobs scalar cK = nelem(xlist) matrix mX = {xlist} mXdm = (mX .- meanc(mX))/cT matrix XtX = (mXdm'mXdm) matrix Ve0 = {} #ascending eigenvectors scalar temp = rcond(XtX) matrix Va0 = eigensym( XtX , &Ve0 )