package "panelvar" in R _ error

[Paoluccia]

Please, I'm facing an error when running a PVAR model in R, using the "panelvar" package.

The error is: "Errore cholmod 'problem too large' nel file ../Core/cholmod_dense.c, linea 102"

Below, my code for the model... My base is made up of 2,618 observations, so I don't believe it's a memory problem.

varone <-pvargmm(
dependent_vars = c("Img","d_Y_Pop_c","d_Y_Pop_I", "GDP_c", "GDP_I", "d_Unemploy_c", "d_Unemploy_I"),
lags = 1,
exog_vars = c("Policy_c", "Policy_I", "W_disaster_c", "W_disaster_I"),
transformation = "fd",
data = df2,
panel_identifier = c("Time", "Country"),
steps = c("twostep"),
system_instruments = TRUE,
max_instr_dependent_vars = 99,
min_instr_dependent_vars = 2L,
collapse = FALSE
)

Thank you very much in advance for any help (or any clue, any guidance)!!!

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