I have a problem in handling the drawing of impulse response functions when I use more than 3 variables in a MS-SBVAR model. Indeed once the computations are finished and it comes to plotting the impulse responses, I get the following error after the first two graphs:
Constructing percentiles for filtered impulse responses - 10000 draws of regimes per posterior value
g shock from g
t shock from g
y shock from g
p shock from g
int shock from g
??? Index exceeds matrix dimensions.
Error in ==> plot_ms_irf at 110
shock(:,i,n) = irf(n,:,((i-1)+(s-1)*nvars)+1);
Error in ==> ms_irf at 50
Error in ==> tesi at 75
[options_, oo_] = ms_irf(var_list_,M_, options_, oo_);
Error in ==> dynare at 132
How could I fix this?