state space model siegel

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casdia
Posts: 2
Joined: Sat Feb 22, 2014 6:16 pm

state space model siegel

Postby casdia » Sat May 24, 2014 7:55 am

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

"

thanks por help
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state space siegel.WF1
model an data
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