Re: [Gretl-users] Bug in SVAR package?

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)?