near singular matrix

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maoqi
Posts: 17
Joined: Sun Feb 16, 2014 10:49 pm

near singular matrix

Postby maoqi » Sun Mar 23, 2014 1:00 pm

I want to ask:
there are 3 transformations of my system, why the first function system reflected by eviews as "near singular matrix", but the other two which are similar can be calculated by eviews. Please tell me some clues. Thank you very much.
1st:

log(es)-log(es(-1)) - log(y) +log(y(-1)) = c(1)*(c(2) - 1) + c(2)*( log(py) - log (py(-1)) - log(pe) + log(pe(-1)))

log(cs/(cs+ls)) - log(cs(-1)/(cs(-1) + ls(-1))) = c(3)*(c(4) - 1) + (c(4) - 1)/(1-c(2))*(log((cs+ls)/1) - log((cs(-1)+ls(-1))/1)) + (1- c (4))*(log(pk) - log(pk(-1)) - log(py)+log(py(-1)))

log(ls/(cs+ls)) - log(ls(-1)/(cs(-1) + ls(-1))) = c(5)*(c(4) - 1) + (c(4) - 1)/(1-c(2))*(log((cs+ls)/1) - log((cs(-1)+ls(-1))/1)) + (1- c (4))*(log(pl) - log(pl(-1)) -log(py)+log(py(-1)))


2nd and 3rd are calculated by eviews:

2nd:
log(cs)-log(cs(-1)) - log(y) +log(y(-1)) = c(6)*(c(7) - 1) + c(7)*( log(py) - log (py(-1)) - log(pk) + log(pk(-1)))

log(es/(es+ls)) - log(es(-1)/(es(-1) + ls(-1))) = c(8)*(c(9) - 1) + (c(9) - 1)/(1-c(7))*(log((es+ls)/1) - log((es(-1)+ls(-1))/1)) + (1- c (9))*(log(pe) - log(pe(-1)) - log(py)+log(py(-1)))

log(ls/(es+ls)) - log(ls(-1)/(es(-1) + ls(-1))) = c(10)*(c(9) - 1) + (c(9) - 1)/(1-c(7))*(log((es+ls)/1) - log((es(-1)+ls(-1))/1)) + (1- c (9))*(log(pl) - log(pl(-1)) -log(py)+log(py(-1)))


3rd:
log(ls)-log(ls(-1)) - log(y) +log(y(-1)) = c(11)*(c(12) - 1) + c(12)*( log(py) - log (py(-1)) - log(pl) + log(pl(-1)))

log(cs/(cs+es)) - log(cs(-1)/(cs(-1) + es(-1))) = c(13)*(c(14) - 1) + (c(14) - 1)/(1-c(12))*(log((cs+es)/1) - log((cs(-1)+es(-1))/1)) + (1- c (14))*(log(pk) - log(pk(-1)) - log(py)+log(py(-1)))

log(es/(cs+es)) - log(es(-1)/(cs(-1) + es(-1))) = c(15)*(c(14) - 1) + (c(14) - 1)/(1-c(12))*(log((cs+es)/1) - log((cs(-1)+es(-1))/1)) + (1- c (14))*(log(pe) - log(pe(-1)) -log(py)+log(py(-1)))

NicolasR
Posts: 90
Joined: Mon Nov 04, 2013 6:22 pm
Location: Here

Re: near singular matrix

Postby NicolasR » Sun Mar 23, 2014 1:55 pm

Did you tried different starting values for the coefficients? Maybe the coefficients c(1) to c(5) have a value where the algorithm can not start its iteration.

You can change them in the c vector coeficient.


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