number of simulated values
Posted: Thu Aug 25, 2011 2:19 am
hello,
when I simulate a VAR model
smpl @all
genr u1=0.36*nrnd
genr u2=0.4+0.75*nrnd
smpl @first+1 @last
x=0.5*x(-1)+0.47*z(-1)+u1
z=0.2*x(-1)+0.9*z(-1)+u2
I need 1000 observations, but when I run the model a message appears "oveflow in x=0.5*x(-1)+0.47*z(-1)+u1" and only 200 observations are simulated and the rest are shown as NA.
please how can I obtain the 1000 observations.
NB: the parameters of the normal distribution of u1 and u2 are arbitrary (if it's necessary I can change the mean and the variance of u1 and u2)
thanks.
when I simulate a VAR model
smpl @all
genr u1=0.36*nrnd
genr u2=0.4+0.75*nrnd
smpl @first+1 @last
x=0.5*x(-1)+0.47*z(-1)+u1
z=0.2*x(-1)+0.9*z(-1)+u2
I need 1000 observations, but when I run the model a message appears "oveflow in x=0.5*x(-1)+0.47*z(-1)+u1" and only 200 observations are simulated and the rest are shown as NA.
please how can I obtain the 1000 observations.
NB: the parameters of the normal distribution of u1 and u2 are arbitrary (if it's necessary I can change the mean and the variance of u1 and u2)
thanks.