Hatemi-J asymmetric causality test


I'm trying to run the script from Hatemi-J asymmetric causality test.

After decomposing the series in pos. and neg. components and try to run the script, it seems to work only if series are pos.

For the neg. case it gives me the error: matrix not positive definite, line 499:

Ahat = (Y/X)'

Your Answer

You must login to post answers.

Have a Specific Question?

Get a real answer from a real person

Need Support?

Get help from our friendly experts.

Try GAUSS for 14 days for FREE

See what GAUSS can do for your data

© Aptech Systems, Inc. All rights reserved.

Privacy Policy