Im doing the Nelson Siegel model and I use de US data Treasury Yield Curve Rates monthly 1990-2010 for diferent maturity, when I run the program appears an error "near singular matrix",
this is the program I have for help
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thanks por help
Search found 2 matches
- Sat May 24, 2014 7:55 am
- Forum: Estimation
- Topic: state space model siegel
- Replies: 0
- Views: 2865
- Fri May 23, 2014 10:06 am
- Forum: Estimation
- Topic: State Space model
- Replies: 27
- Views: 42184
Re: State Space model
I'm doing this model, the Nelson Siegel model with ten maturity, when I run the progran appears a message, "Near to singular matrix"
thanks for help
thanks for help
