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High variance and Moments NaN (variance decomposition)

PostPosted: Fri Feb 22, 2013 6:41 am
by killergabin
Hello everyone,

I'm running a model, everything seems good but I receive bad results: theoretical moments have high or NaN std and variance. Thus I have bad variance decomposition.

Any idea of what's wrong?

Re: High variance and Moments NaN (variance decomposition)

PostPosted: Mon Feb 25, 2013 2:04 pm
by kyri82
Hi,

Run your model ones and then type: model_diagnostics(M_,options_,oo_). The message says you have one co-linear relationship, it also gives you the equations where this colinearity is coming from. Make sure that your model is well defined.

Kyriacos

Re: High variance and Moments NaN (variance decomposition)

PostPosted: Mon Feb 25, 2013 5:17 pm
by killergabin
Thanks, I am working on it