Open kitahara-neut opened 4 months ago
Hi @kitahara-neut, Thanks for your report. Please let me know what kind of error you get.
Hi @ikeuchi-screen, I got the following error:
numpy.linalg.LinAlgError: 2-th leading minor of the array is not positive definite
The API that raises the exception is statsmodels.tsa.vector_ar.var_model.VAR. The behavior depends on its implementation.
Hi @haraoka-screen, Thank you for your survey.
While I understand that the cause is not due to lingam, I think that the different behavior with the same data is a problem.
In this case, is it okay to trust the results obtained without any errors?
Or, is it expected that errors should occur with the above data?
I ran the following code and an error occurred:
However, no error occurred when I ran the following code:
The results were different even though the data seemed to be the same.
I think this is a bug, but please check it.