[Gretl-users] Re: BVAR package questions

Hi Sven , question 1 solved, thanks for the help. Regarding question 2 , I created a column vector and I receive another error message. Matrices not conformable for operation *** error within loop in function fcast_setup called by function BVAR_seq_sim Script enclosed bellow Thanks again, Dionisio clear --dataset include BVAR.gfn open dbnomics data Eurostat/namq_10_gdp/Q.CLV05_MEUR.SCA.B1GQ.EA --name="YER" data Eurostat/namq_10_gdp/Q.PD05_EUR.SCA.B1GQ.EA --name="YED" data ECB/FM/Q.U2.EUR.RT.MM.EURIBOR1MD_.HSTA --name="STN" data ECB/FM/Q.U2.EUR.4F.CY.OILBRNI.HSTA --name="POILU" smpl 2000:1 2022:4 series yer=100*ldiff(YER) series yed =100*ldiff(YED) list dep = yer yed STN lag =4 list POILU1 =POILU # exogenous var exog = POILU1 bundle mod1 = BVAR_setup(dep, lag, type,_(exog)) matrix m= zeros(4,1) # create a matrix for exogenous obs m={80,60,50,55} # forecastring values for exogenous m=m' # vector bundle res1 = BVAR_posterior(mod1,"all",_(iter = 10000, fcast_h = 4,fcast_exog=m))