Dear All, I have a problem with running a VAR: i selected three endogenous variables and one dummy as exogenous, 8 lags chosen by lag selection option, with constant, trend and robust error options selected, but gretl is saying to me matrix is no positive definite: how can I sort this issue out? Thanks Regards Mirko ----Messaggio originale---- Da: paolo.chirico(a)unito.it Data: 30/05/2012 10.57 A: "Gretl list"<gretl-users(a)lists.wfu.edu> Ogg: Re: [Gretl-users] problem with kalman filter Il 29/05/2012 18.39, Allin Cottrell ha scritto: On Tue, 29 May 2012, Paolo Chirico wrote: script for local linear model with quarterly > 0, 0, 0, 0, 0; \ > 0, 0, 0, 0, 0} > Then you do: T ll = ERR ? NA : $kalman_llt s2 s3 means of and s3. > (There may be other problems but that's the most obvious one.) > Allin Cottrell > _______________________________________________ Gretl-users mailing list edu/mailman/listinfo/gretl-users You are right. I have corrected the script and now it' ok. Thanks Paolo -- Paolo Chirico Ricercatore e Professore Aggregato di Statistica Economica Università di Torino Via Maria Vittoria, 38 10123 Torino (Italy) _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu. edu/mailman/listinfo/gretl-users Invita i tuoi amici e Tiscali ti premia! Il consiglio di un amico vale più di uno spot in TV. Per ogni nuovo abbonato 30 € di premio per te e per lui! Un amico al mese e parli e navighi sempre gratis: http://freelosophy.tiscali.it/