Am 03.07.2018 um 02:35 schrieb Allin
Cottrell:
Quick diagnosis: In cases 2 and 4 the function SVAR_coint is
exiting early on error, because jbeta has 5 rows and the function
thinks it ought to have 6. So on exit the "SVARobj" has not been
filled with the required matrices. Then when we get to the
function vecm_est, jbeta is 0 x 0 and the attempt to extract a
non-null submatrix necessarily fails ("Index value 1 is out of
bounds").
Hi Allin, I don't think this is what the (original) error is about,
or I'm not following you. Could it be that you used the test script
but didn't change the --uc option in the vecm line when you chose
cases 2 or 4?
I've taken the liberty of making SVAR_coint fail with an error
message (in git) if jbeta is deemed not to be of the correct
dimensions. Of course feel free to revert that, but it seems some
more error-reporting is needed.
More error reporting is always good!
thanks,
sven