Granger_cause rank deficiency problem
4 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Dear All, I have return data on some N companies. I run pairwaise granger causality tests using granger_cause but matlab returns "A is rank deficient to within machine precision" for pretty much any regression. I GARCH(1,1) detrended my returns (so it is not a stationarity problem I would assume). Did anyone run into a similar problem before?
Thanks in advance!
1 comentario
John D'Errico
el 20 de Mayo de 2016
Editada: John D'Errico
el 20 de Mayo de 2016
Since we do not see your data, how can we know what is wrong with the data? The crystal ball is so foggy today. It just keeps on telling me the answer is 42, but nothing more.
Respuestas (0)
Ver también
Categorías
Más información sobre Biomedical Signal Processing en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!