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

[Eric Dubois]

Hello Deb

I think this a problem (which may happen when a matrix type switches
accidentally to complex) has been solved since then: if you switch to
grocer 1.65 this should work.

Éric.

2015-03-09 18:10 GMT+01:00 dnayak <dnayak at ncsu.edu>:

> 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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