Hello all,
When I using pvarirfcivo to get the IRFs of Spatial P-var, I always get the error : matrix not positive definite. I don't know how to avoid this problem and get the real results. I'll appreciate a lot if anyone could help.
Best regards,
Iris
When I using pvarirfcivo to get the IRFs of Spatial P-var, I always get the error : matrix not positive definite. I don't know how to avoid this problem and get the real results. I'll appreciate a lot if anyone could help.
Best regards,
Iris
