[Scilab-users] GROCER: ms_var throwing errors during estimation in case of a VAR

[dnayak]

I am new to Scilab and GROCER, but have successfully used it for parameter
estimation in case of a single variable VAR model. My problem arises when I
try to do the same with a 2-variable VAR model.

I am using GROCER 1.62 on Scilab 5.5.1 in a Windows 7 (64-bit) machine.

When I use a 2 state model, GROCER is running fine. The commands I use in
this case are as follows:
nb_states = 2
switch_var = 2
var_opt = 3
r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')

However, GROCER throws an error in case of a 3 state model. The commands I
use in this case are:
nb_states = 3
switch_var = 3
var_opt = 3
r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')

The error I get is:
!--error 144 
Undefined operation for the given operands.
check or define function %s_4_s for overloading.
at line      44 of function %s_pow called by :  
at line     158 of function MSVAR_SetInit called by :  
at line     165 of function ms_estimate called by :  
at line     309 of function ms_var called by :  
r=ms_var('all',1,['l';'r'],nb_states,switch_var,var_opt,'prt=initial;final','opt_convg=0')

I fail to compehend the reason behind this error. Can someone please help me
out here??

Thanks,
Deb




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