EViews.com

Hi, I have encountered some problem in doing a simulation.

In my simulation, I want to generate a list of series by fitting a nrnd pseudo number into my designed equation. When the series is generated estimation in an equation will be performed. However, sometime the series is generated as explosive series and leads into singular matrix error in the estimation process.

My question is, is there any tricks to tackle this problem? Example, when the series is generated as explosive series and singular matrix error happens, abandon this series and regenerate the series again without breaking the simulation run.

Thanks.

You'll have to provide more details on exactly what you're doing.

Okay, in my simulation, I need to generate a series by fitting pseudo number given by EViews into a equation and the generated series will be using to fit in a model and doing some estimation. The steps from generating series to estimation will be repeat for numbers of time. However, in running the simulation, explosive series will be generated and when this series used in the estimation will result in singular matrix error. Because I don't want the simulation break when this error occurs, is there any tricks to tackle this problem? Example re-generate the series again by abandon the generated explosive series and continue to the estimation step and keep the simulation run and finish.

You just said the same thing over again.

Why don't you post your program.