st: problem with varirf create after svar using data in example in the manual

["Francisco A. Gallego" <fgallego@mit.edu>]

Hi,
I have been using svar .., lreq() using the data from webuse m1gdp and I am 
getting problems with varif create.
There are the results of a log file I run

. use http://www.stata-press.com/data/r8/m1gdp

. tsset
        time variable:  t, 1947q1 to 2002q3

. mat C=(.,0\0,.)

. svar d.ln_m1 d.ln_gdp,lreq(C)
Estimating long-run parameters

Iteration 0:   log likelihood = -27.958026
Iteration 1:   log likelihood =  895.37393
Iteration 2:   log likelihood =  1116.3226
Iteration 3:   log likelihood =  1150.8327
Iteration 4:   log likelihood =  1151.6135
Iteration 5:   log likelihood =  1151.6143
Iteration 6:   log likelihood =  1151.6143

Structural vector autoregression

Constraints:
 ( 1)  [c_1_2]_cons = 0
 ( 2)  [c_2_1]_cons = 0

Sample:  1959q4   2002q2                     Number of obs    =        171
                                             Log likelihood   =  1151.6143
LR test of overidentifying restrictions      LR chi2(  1)     =  .13675517
                                             Prob > chi2      =     0.7115

--------------------------------------------------------------------------
Equation          Obs  Parms        RMSE     R-sq        chi2        P
--------------------------------------------------------------------------
D.ln_m1           171      5     .008509    0.4732   153.5779   0.0000
D.ln_gdp          171      5     .008448    0.1140   22.00553   0.0002
--------------------------------------------------------------------------

VAR Model lag order selection statistics
----------------------------------------
  FPE           AIC         HQIC         SBIC         LL        Det(Sigma_ml)
 5.444e-09  -13.353014   -13.278467   -13.169291   1151.6827      4.843e-09

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
c_1_1        |
       _cons |   .0301007   .0016277    18.49   0.000     .0269106    .0332909
-------------+----------------------------------------------------------------
c_2_2        |
       _cons |   .0129691   .0007013    18.49   0.000     .0115946    .0143436
------------------------------------------------------------------------------

. varirf create irf3, set(irf3, new)
current varirf data file is irf3.vrf
svar estimate of A matrix is not invertable
cannot estimate structural IRF's
r(498);

end of do-file
r(498);
What is wrong?

Thanks in advance,
Francisco 
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