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st: RE: VAR with 18 variables and problem with the mat size


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: VAR with 18 variables and problem with the mat size
Date   Wed, 3 Aug 2005 19:23:37 -0500

It is usually easier to make a diagnosis of the problem if you show what you
actually typed.  With the default number of lags (1 2) and 18 variables the
matsize would need to be at least 667 (see example below), given the number
of parameters to estimate.  Perhaps you are using more than 2 lags?

Scott


. clear

. set obs 1000
obs was 0, now 1000

. 
. forv i = 1/18 {
  2.         gen x`i' = uniform()
  3. }

. 
. gen time = _n

. tsset time
        time variable:  time, 1 to 1000

. set matsize 667

Current memory allocation

                    current                                 memory usage
    settable          value     description                 (1M = 1024k)
    --------------------------------------------------------------------
    set maxvar         5000     max. variables allowed           1.733M
    set memory           10M    max. data space                 10.000M
    set matsize         667     max. RHS vars in models          3.450M
                                                            -----------
                                                                15.183M
.  var x*

Vector autoregression

Sample:        3      1000                  No. of obs      =       998 
<snip>


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Theodorou, C.
> Sent: Wednesday, August 03, 2005 12:30 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: VAR with 18 variables and problem with the mat size
> 
> 
> i am trying to run a var model with 18 variables but the mat size keeps
> coming up as too small. the university uses the intercooled version of
> stata and only has mat size max 800. even with 800 it will still say mat
> size too small
> 
> what do i do? what is the problem?
> 
> 
> thank you
> 
> best regards
> costas
> uni of leicester
> dept of economics
> 


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