Bootstrapping problem

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Florian
Posts: 4
Joined: Thu Aug 11, 2011 7:03 am

Bootstrapping problem

Postby Florian » Tue Aug 16, 2011 3:16 am

Hello,

I am trying to estimate a VAR with GLS in EVIEWs and am performing bootstrapping in order to get a confidence interval for the variables of interest. Every time I run the model I get the following error message:

Positive or non-negative argument to function expected in computation of group weight (variance) in equation equation gls_{%gr}_y2.ls(wgt=cxdiag,cx=f,cov=cxwhite) gdp_z gdp_z(-1) gdp_z(-2) gdp_z(-3) gdp_z(-4) gc_z(-1) gc_z(-2) gc_z(-3) gc_z(-4) c

where gc_z is the new bootstrapped data.

I am attaching the program I wrote, it would be great if somebody hat time to take a brief look at it.

Thank you

Florian

Florian
Posts: 4
Joined: Thu Aug 11, 2011 7:03 am

Re: Bootstrapping problem

Postby Florian » Tue Aug 16, 2011 3:19 am

Attached the program!
Attachments
gls_CI.prg
(7.11 KiB) Downloaded 289 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bootstrapping problem

Postby EViews Gareth » Tue Aug 16, 2011 7:51 am

probably need the data too.


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