Re: [Gretl-users] $irf(): excess collinearity
On Sun, 12 May 2013, artur tarassow wrote:
Maybe flexibility could be increased by allowing for an option like
"set
varsimultol int"?
Maybe. Not sure it's worthwhile though.
"catch" does not seem to work here: gretl still stops and
prints the error.
Strange. I'm trying this:
<hansl>
open data9-7
series X = UNEMP + 0.1*normal()
var 4 UNEMP X
catch matrix m = irf(1, 2, 0.2)
if $error
print "error: got here"
else
print "no error"
endif
</hansl>
Here the VAR prints OK; the irf() call prints "Excessive
collinearity in resampled datasets"; and the $error clause
prints "error: got here".
Allin