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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

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.