Am 02.07.2018 um 11:59 schrieb Andreas Zervas:

I found out that although cointegration case 3 (unrestricted constant) works well, case 4 (trend restricted to the cointegration space) produces the following error message:

Matrices not conformable for operation
*** error in function vecm_est, line 87
> matrix mu = olspar[1,] | (jalpha * jbeta[n+1,])'

Hm, this looks wrong indeed as a matrix product. Do I guess correctly that you have a rank higher than 1? If so, then it could be that this case has never been properly tested.
The same problem would probably also happen for a restricted constant, could you try that just to check (also with rank > 1)?

P.S. Is it possible to change the pink color in IRFs graphs from the SVAR package?

Have you tried editing the produced plots? Back in the old days that would have ruined the whole plot, but hopefully this is more robust now (and if not, it's also interesting to know).

thanks for the report,
sven