Re: [Gretl-users] $irf(): excess collinearity
Ok, that's weird. If I run your script no error at all occurs here using a
Windows-version from 2013-05-02. Despite the fact that both series are
almost perfectly correlated.
If I use the catch command in my actual dataset gretl does not produce a
matrix with three columns holding the point estimates and the CIs.
Actually, should gretl generate a three-column matrix if I use the "catch"
command in case of excess collinearity ignoring the error, or should it
just prevent termination by jumping to the next task?
Artur
2013/5/12 Allin Cottrell <cottrell(a)wfu.edu>
On Sun, 12 May 2013, artur tarassow wrote:
> Maybe flexibility could be increased by allowing for an option like "set
> varsimultol int"?
Maybe. Not sure it's worthwhile though.
> "catch" does not seem to work here: gretl still stops and
> prints the error.
Strange. I'm trying this:
<hansl>
open data9-7
series X = UNEMP + 0.1*normal()
var 4 UNEMP X
catch matrix m = irf(1, 2, 0.2)
if $error
print "error: got here"
else
print "no error"
endif
</hansl>
Here the VAR prints OK; the irf() call prints "Excessive
collinearity in resampled datasets"; and the $error clause
prints "error: got here".
Allin
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