Thanks Arthur, how do I change the number of non-convergent cases? Or should I just code
the bootstrap in hansel myself?
--
Logan J. Kelly, Ph.D.
Assistant Professor, Department of Economics, University of Wisconsin-River Falls
Director, UWRF Center for Economic Research,
http://www.uwrf.edu/cer
Section Editor, Global Business and Economics Review,
http://www.inderscience.com/gber
23 D South Hall
College of Business and Economics
University of Wisconsin - River Falls
410 S. Third Street
River Falls, WI 54022-5001
-------- Original message --------
From: "Artur T." <artur.tarassow(a)googlemail.com>
Date: 10/23/2013 12:48 PM (GMT-06:00)
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Confidence bounds on IRF
@Sven: I think he speaks about the native irf() command.
I had a similar issue in the past. We discussed this a while ago. The problem may occur if
your data show excessive collinearity, for instance. If this happens more than 10 times
within the 999 bootstrap replications, gretl breaks the loop and gives this error
messages.
First, I circumenvented this issue by increasing the number of possible unstable cases in
the C-code, before I programmed it myself. Alternatively, one could increase the numbers
of non-convergent cases to, let's say, 99 or so.
Artur
2013/10/23 Sven Schreiber <svetosch@gmx.net<mailto:svetosch@gmx.net>>
Am 23.10.2013 18:40, schrieb Logan Kelly:
I am using the latest snapshot 64 bit version on Win8 64bit.
I am having an issue the irf function. I get the err Matrix is not
positive definite if I ask for bootstrapped confidence bounds,
Are you talking about the SVAR package here?
-s
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