[Scilab-users] About the function ms_var in GROCER

[Eric Dubois]

Hello.

What do you mean exactly by: "it encounters an error when 5 variables are
included."? Please, send data and code so that I can see what is tour
problem.

Eric.

PS: you will have to wait a little bit for help by myself, because I take a
plane tomorrow.


2013/3/31 lihnyaa <lihnyaa at gmail.com>

> hello all,
>
> I am using Éric Dubois' GROCER to estimate a MSVAR and I came across a
> problem about the function ms_var.
> The simplest call to ms_var takes the following form:
> ms_var(typvar,p,endo,MS_M,MS_M_V,MS_var_opt ). And the function really
> works well when there are only 4 endogenous variables in the VAR, but it
> encounters an error when 5 variables are included.
> <http://mailinglists.scilab.org/file/n4026408/aaaa.jpg>
> I'm not good at programming, so help is needed.
> Thank you very much.
>
> And I can use msvar_irf to get the impulse response fuction, but there are
> two kind of irf, named 'full' and 'partial'. So What is the difference
> between them. Does the 'full' mean exact impulse–response function and the
> 'partial' is regime dependent impulse response function(the function is
> conditional on a
> given regime prevailing at the time of the disturbance and throughout the
> duration of the response).
>
> And thanks very much again.
>
>
>
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