# st: problem with varirf create after svar using data in example in the manual

 From "Francisco A. Gallego" To statalist@hsphsun2.harvard.edu Subject st: problem with varirf create after svar using data in example in the manual Date Fri, 01 Apr 2005 01:25:07 -0500

Hi,
I have been using svar .., lreq() using the data from webuse m1gdp and I am getting problems with varif create.
There are the results of a log file I run

. use http://www.stata-press.com/data/r8/m1gdp

. tsset
time variable: t, 1947q1 to 2002q3

. mat C=(.,0\0,.)

. svar d.ln_m1 d.ln_gdp,lreq(C)
Estimating long-run parameters

Iteration 0: log likelihood = -27.958026
Iteration 1: log likelihood = 895.37393
Iteration 2: log likelihood = 1116.3226
Iteration 3: log likelihood = 1150.8327
Iteration 4: log likelihood = 1151.6135
Iteration 5: log likelihood = 1151.6143
Iteration 6: log likelihood = 1151.6143

Structural vector autoregression

Constraints:
( 1) [c_1_2]_cons = 0
( 2) [c_2_1]_cons = 0

Sample: 1959q4 2002q2 Number of obs = 171
Log likelihood = 1151.6143
LR test of overidentifying restrictions LR chi2( 1) = .13675517
Prob > chi2 = 0.7115

--------------------------------------------------------------------------
Equation Obs Parms RMSE R-sq chi2 P
--------------------------------------------------------------------------
D.ln_m1 171 5 .008509 0.4732 153.5779 0.0000
D.ln_gdp 171 5 .008448 0.1140 22.00553 0.0002
--------------------------------------------------------------------------

VAR Model lag order selection statistics
----------------------------------------
FPE AIC HQIC SBIC LL Det(Sigma_ml)
5.444e-09 -13.353014 -13.278467 -13.169291 1151.6827 4.843e-09

------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
c_1_1 |
_cons | .0301007 .0016277 18.49 0.000 .0269106 .0332909
-------------+----------------------------------------------------------------
c_2_2 |
_cons | .0129691 .0007013 18.49 0.000 .0115946 .0143436
------------------------------------------------------------------------------

. varirf create irf3, set(irf3, new)
current varirf data file is irf3.vrf
svar estimate of A matrix is not invertable
cannot estimate structural IRF's
r(498);

end of do-file
r(498);
What is wrong?