Increasing the size of matrices

[Patrick Royak]

Hey guys,

i analyze different types of index because i want to estimate the Value at Risk. After that i want to backtest my estimates. For this, i need to increase the number of rows of my matrix. I use Stata IC. So my maximum number of rows is 800. But i need a matrix with about 2600 rows. How can i change my matsize? Or is it impossible? I used the command matsize. But i get an error because of my stata version.

Kind regards
Patrick Royak

[FernandoRios]

hi Patrick
Unfortunately, it is impossible to use matrices larger than 800 with your Stata version. It is simply a limitation of the version.
I think, however, that you could use -mata-. I dont have Stata IC, but i suspect that you dont have the 800 size limitation there.
Fernando

[Patrick Royak]

Hi Fernando,
thank you for your advice. It was very helpful. I will test ist asap.
Patrick