vector autoregressive - Gretl-users

Gretl crashes

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aymen kaabi

Sunday, 5 May 2013 Sun, 5 May '13

9:32 p.m.

hello everybody what does it gretl_cholesky_decomp_solve: dpotrf failed with info = 2 (n = 5) <gretl-users(a)lists.wfu.edu> is it an error or a rule of var

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Allin Cottrell

Sunday, 5 May Sun, 5 May

10:30 p.m.

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

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Allin Cottrell
aymen kaabi