Why do I get an error using estimate for an msVAR model?

Hi,

I want use "estimate" to fit the parameters of an msVAR model but I get the error "number of rows in presample array 'Y0' must be at least 1".

I don't know why I keep getting this error, since I am closelye following one of MATLABs examples (Analyze US Unemployment Rate Using Markov-Switching Model).

Mdl is the model to be estimated, Mdl0 contains the initial values. I don't see what I am missing here.

EstMdl = estimate(Mdl,Mdl0,Data);

Answer 1

[Walter Roberson]

By default, Y0 is the initial portion of Y (which is your Data).

If your Y (Data) is sufficiently small, then Y0 might potentially be empty.