Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   "Theodorou, C." <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: VAR with 18 variables and problem with the mat size
Date   Thu, 4 Aug 2005 09:20:55 +0100

the problem was that the AIC indicated 4 lags, so i used 4 lags to avoid autocorrelation. what is given below i dont understand.

what ia typed

varsoc x1 x2 ------ x18, lags(4) to get the information criteria and it told me that the mat size was too small even after i typed

set mat 800 (which is the max give intercooled stata)

what do i do?

thanks

-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Scott Merryman
Sent: 04 August 2005 01:24
To: [email protected]
Subject: st: RE: VAR with 18 variables and problem with the mat size


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: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Theodorou, C.
> Sent: Wednesday, August 03, 2005 12:30 PM
> To: [email protected]
> 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
> 


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index