Cholesky factorization

[Saffer]

Quick question: I've run a VAR, created a covariance matrix of the residuals and copied this into a new matrix. I now want the Cholesky factorization of the residual matrix ('residmat').

I have tried various different commands but always receive the same error message: 'Matrix sent to function which operates on sym'.

Thanks

[trubador]

As the error message indicates, Cholesky command operates on symmetric matrix and returns the result in the matrix (lower triangular) form. Therefore, you should copy and paste the residuals into a symmetric matrix instead of a matrix. You can declare a symmetric matrix object via the sym command.