To the Gretl community,
I am trying to do the long run Structural VAR using 9 variables. With the
(n^2-n)/2 formula, I am left with 36 constraints. I used the C-model and I
was able to restrict the template matrix but I cannot seem to generate the
SVAR result.
The following is the Hansl code shown:
Index value 0 is out of bounds.
*** error in function init_C, line 4
S = Ss [,1:k-1]
called by function SVAR_estimate
called by function GUI_SVAR
May I know what went wrong here? Your help is greatly appreciated.