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1,137
2012 Nov 22
0
Simulating a VEC
...ix of covariances of the residuals of the VEC
model, to model the residuals in each simulation. Then I made several
iterations of this simulation, to obtain different trajectories and conclude
about the model; but sometimes the plot of the simulations shows values of
the variables on the order of +-1e137 (a really big number) and I don't know
why it is happening. Does anyone of you know what can be happening?
Thanks in advance,
Laura Echeverri
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