The RATS Software Forum

Dear Tom,

Using EEV_MCMC.RPF, I have been trying to calculate the structural residuals with @MSSysRegStdResids. More specifically, I add the following command after the model is estimated (having previously declared sresids as a vector of series): @MSSysRegStdResids gstart gend sresids

However, the program returns en error saying:

## MAT15. Subscripts Too Large or Non-Positive
The Error Occurred At Location 448, Line 34 of MSSYSREGSTDRESID

However, I am not able to identify the issue based on the above information. Kindly advise me how to correct the program and obtain the residuals.

Many thanks indeed.

Kind regards.

The MCMC program isn't the one that you want if you're trying to get standardized residuals since it doesn't produce a single set of coefficients (and hence residuals). Use the maximum likelihood program instead.