Re: [Gretl-users] vector autoregressive
On Sun, 5 May 2013, aymen kaabi wrote:
hello everybody
what does it gretl_cholesky_decomp_solve: dpotrf failed with info = 2 (n =
5)
is it an error or a rule of var
It's probably because of exact multicollinearity in the VAR
specification.
--
Allin Cottrell
Department of Economics
Wake Forest University