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Issue with the number of lags in Mixed Frequency VAR #47

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fpacicco opened this issue Sep 9, 2023 · 0 comments
Open

Issue with the number of lags in Mixed Frequency VAR #47

fpacicco opened this issue Sep 9, 2023 · 0 comments

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@fpacicco
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fpacicco commented Sep 9, 2023

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!

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