Closed bixiou closed 5 years ago
I see, I made a few changes anyway, could you please create a reproducible example? Thanks!
Sorry it's been a while I totally forgot this issue and where I encountered it.
no problem, my fault for not getting back earlier. Anyway, there;s anew version coming soon with another code. I'll close and if you encounter the problem again, please let me know!
Function VECM.sim requires a matrix of starting values of dimension nBp instead of nB(p+1), where p is the number of lags. In lines 227-230 of TVECM.sim.R, 'p' should be replaced by 'p+1'. Also, there is a confusion between rows and columns. Here are the corrected lines.