Hello.
I have an issue with the estimation of a MF-VAR.
If i try a different number of lags other than the default 6, it crashes, as it gives an error of incompatible operations between matrices.
However, if I change line line 770 of the "...BEAR toolbox\bear+bear\MF_BVAR_BEAR.m" file, from:
X_dat(:,1+nv(ii-1) : nv + nv(ii-1)) = X_datf(1+6-ii:end-ii,:);
to
X_dat(:,1+nv(ii-1) : nv + nv(ii-1)) = X_datf(1+p-ii:end-ii,:);
(i.e. changing the 6 to p, the number of lags), it runs fine.
Am I missing something here?
Thanks!
Hello. I have an issue with the estimation of a MF-VAR. If i try a different number of lags other than the default 6, it crashes, as it gives an error of incompatible operations between matrices. However, if I change line line 770 of the "...BEAR toolbox\bear+bear\MF_BVAR_BEAR.m" file, from: X_dat(:,1+nv(ii-1) : nv + nv(ii-1)) = X_datf(1+6-ii:end-ii,:); to X_dat(:,1+nv(ii-1) : nv + nv(ii-1)) = X_datf(1+p-ii:end-ii,:); (i.e. changing the 6 to p, the number of lags), it runs fine. Am I missing something here? Thanks!