On Sun, 12 May 2013, artur tarassow wrote:

> I've got an obvious issue with collinearity in my model. When I try to
> compute IRFs with bootstrapped confidence intervals, gretl stops and gives
> the following message:
> "Excessive collinearity in resampled datasets".
>
> This is a good hint, no question. But what is the specific criteria for
> gretl to stop here? Furthermore, despite of setting "set halt_on_error
> off", gretl stops.

Here's a relevant comment in lib/src/irfboot.c:

"In re-estimation of VAR or VECM we'll tolerate at most 9
cases of near-perfect collinearity (which can arise by
chance): maybe this should be more flexible?"

I'll see about respecting the "halt_on_error" setting.
However, in the meantime "catch" can be used:

catch matrix IR = irf(1, 2, 0.2)

Allin
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