state space model siegel
Posted: 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
this is the program I have for help
"
thanks por help