Length of data


Irfan here,'

my question is I am using GAUSS version 10, I have a data length of size 3000 a financial time series data. when I set this command "let x[3000,1]=" and copy the data it give me a message that ""data length increase"


what I should do to avoid this problem so that I can estimate my model.



1 Answer


When you declare data like this:

let x[5, 1] = 1 2 3 4 5;

or like this:

x = { 1, 2, 3, 4, 5 };

That data is created at compile time (when the text in your program is being turned into something the computer can run).There are limits to how large of a variable you can create this way.

You can control the maximum size that is allowed to be compiled into your program by changing the 'maxdeclet' setting in the file named gauss.cfg found in your GAUSS installation directory.

This setting will be found around line 91 or so of the gauss.cfg file. It will look like this:

maxdeclet =     2000       # maximum matrix elements for LET and DECLARE

You just need to increaset that number to something larger than your data, for example:

maxdeclet =     4000       # maximum matrix elements for LET and DECLARE

Then restart GAUSS for it to take effect. This will be read into GAUSS each time it starts so you will only need to modify this one time.

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