Problem with SVAR

Questions and discussions on Vector Autoregressions
terrya
Posts: 41
Joined: Mon Aug 24, 2009 6:05 pm

Problem with SVAR

Unread post by terrya »

I'm trying to estimate the following model (only part below).

Code: Select all

system(model=NZMod1)
variables  loil FFR lrgdp lgdpdef lm1 day90 lner
lags 1 to nlags
det constant TREND
end(system)
*
estimate(print,resids=varresids)
....
dec frml[rect] afrml

nonlin c1 c2 c3 c4 c5 c6 c7 c8 c9 c10 c11 c12 c13 c14 c15 c16
frml  afrml = ||1.0,0.0,0.0,0.0,0.0,0.0,0.0|$
                c1,1.0,0.0,0.0,0.0,0.0,0.0,0.0|$
                c2,0.0,1.0,0.0,0.0,0.0,0.0|$
                c3,0.0,c4,1.0,0.0,0.0,0.0|$
                0.0,0.0,c5,c6,1.0,c7,0.0|$
                c8,0.0,0.0,0.0,c9,1.0,c10|$
                c11,c12,c13,c14,c15,c16,1.0||

compute c1=c2=c3=c4=c5=c6=c7=c8=c9=c10=c11=c12=c13=c14=c15=c16=0.0

cvmodel(a=afrml,title="NZ model 1",method=bfgs,pmethod=simplex,piters=500,factor=afactor) %sigma
I get a message saying the matrix is 7x8 instead of 7x7. I suspect it's related to the afrml. I can't see what's wrong. If it's this, where have I gone wrong?

Thanks
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Problem with SVAR

Unread post by TomDoan »

You can just do

DISPLAY AFRML(1)

(the (1) can be anything, you just need some entry number).

It will show you have an extra 0 in the 2nd row.
terrya
Posts: 41
Joined: Mon Aug 24, 2009 6:05 pm

Re: Problem with SVAR

Unread post by terrya »

TomDoan wrote:You can just do

DISPLAY AFRML(1)

(the (1) can be anything, you just need some entry number).

It will show you have an extra 0 in the 2nd row.
Thanks. I thought I'd counted everything properly but I jut couldn't see where the extra entry was.
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