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Time Series MT 2.1
How can i run this test ?
I found this code in the Internet: http://old.cba.ua.edu/assets/docs/jlee/gauss/LS_two.g
If i wanna to apply this in my case: a .txt file series data with 1 dependable and 3 independable variables
What option i have to change ? And how can i load the data .txt file to GAUUS program ?
You will probably only have to modify these lines:
npanel = 20; load data[38,21] = gdp.txt; let name = Year Australia Austria Belgium Canada Denmark Finland France Germany Greece Iceland Ireland Italy Japan Netherlands Norway Spain Sweden Switzerland UK USA;
For example, if you had a text file named mydata.txt with 94 observations, where the first column was the year and then you had 3 more columns of data one for Australia, one for Denmark and one for Iceland, you would change the code to look like this:
npanel = 3; load data[94,4] = mydata.txt; let name = Year Australia Denmark Iceland;
The rest of the file should stay the same.
I follow your steps but i receive
(0) : error G0121 : Matrix not positive definite
Currently active call: nLMk
Could you give me an illustration example and show the results if it’s succesfull ?
Thanks for your help
The example probably failed because the sample data file did not have enough observations for this program. If you download this data file, example_data.txt and change the lines:
npanel = 20; load data[38,21] = gdp.txt;
npanel = 3; load data[38,4] = example_data.txt;
the program should run successfully. I tested it on my machine with no problems.