Dear all, When I use this code to get 90% HPD interval , this problem happened. I am unsure of how to resolve this problem and would appreciate any assistance！

The code I use:

estimation(mode_compute=6,

prior_trunc=0,graph_format=pdf, plot_priors=0,datafile=datathirteen, xls_sheet=Sheet1, xls_range=A1:CB126, first_obs=1,presample=15,

prefilter=0, bayesian_irf, irf=40,

mh_replic = 100000, mh_nblocks = 10,

mh_jscale=0.20,

mh_drop=0.2,

lik_init=2,

nodisplay,

mode_check

);

Estimation::marginal density: I’m computing the posterior mean and covariance… Done!

Estimation::marginal density: I’m computing the posterior log marginal density (modified harmonic mean)…

Estimation::marginal density: The support of the weighting density function is not large enough…

Estimation::marginal density: I increase the variance of this distribution.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

Estimation::marginal density: Let me try again.

…

Estimation::marginal density: There’s probably a problem with the modified harmonic mean estimator.

mayfft.log (342.5 KB)