Filter löschen
Filter löschen

Error when estimating a VAR on log data (infinite values) in Matlab

2 Ansichten (letzte 30 Tage)
When trying to use the estimate command (https://se.mathworks.com/help/econ/varm.estimate.html) to estimate a VAR using log data. This error does not occur when i use this command on data that has not been log transformed. The specific error message i get is the following:
Error using statcheckmvnr (line 65)
One or more infinite values found in Y.
Error in mvregress (line 251)
statcheckmvnr(Data, Design, Param0, Covar0, isequal(EstMethod,3));
Error in varm/estimate (line 429)
sigma(solve,solve), logL] = mvregress(D, R, 'covtype' , 'full' , 'varformat',
'beta' , ...
Can anyone help me understand why this is happening or how to solve it? I don't see why taking logs to a dataset should result in this. The specific code that results in this is the following (not that there is much to it, as i'm simply estimating a var on a section of a dataset):
EstMdl_e = estimate(var,zest_e);

Akzeptierte Antwort

Carl Kier
Carl Kier am 23 Mai 2022
I figured out that i needed to add 1 to my dataset (which consisted of growth rates) to avoid taking logs to negative numbers.

Weitere Antworten (0)

Kategorien

Mehr zu Multivariate Models finden Sie in Help Center und File Exchange

Produkte

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by