Thank you for your answer.
it's weird that it works from 01/93 to 12/2010 and not for 01/93 to 12/2008... Do you have any suggestion?
Search found 2 matches
- Thu May 12, 2011 9:36 am
- Forum: Estimation
- Topic: near singular matrix
- Replies: 8
- Views: 10987
- Thu May 12, 2011 3:00 am
- Forum: Estimation
- Topic: near singular matrix
- Replies: 8
- Views: 10987
near singular matrix
I tried to estimate a SARIMAX equation with monthly data from 1993M01 to 2010M12 and to forecast it from 2011M01 to 2012M12. The X letter of Sarimax reffers to an external variable which helps us to estimate and forcast better. My program works perfectely. In order to know approximativelly the error...