Granger_cause rank deficiency problem
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
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 commentaire
John D'Errico
le 20 Mai 2016
Modifié(e) : John D'Errico
le 20 Mai 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.
Réponses (0)
Voir également
Catégories
En savoir plus sur Biomedical Signal Processing dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!