## Search found 16 matches

Mon Jul 16, 2018 8:53 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

I log data and after that I applied the first difference, but this didn't help. What other transformation should I do to test the normal distribution? This is for a project so I have to show it.
Mon Jul 16, 2018 8:46 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

Is there any way to solve this problem?
Sun Jul 15, 2018 12:27 pm
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

Because as I know this is one from the other tests that show me that VAR is ok. Doesn't it show us a VAR characteristic? What I want to do is to represent the impulse response function of 6 variable and I want to assure that VAR is correct represented.
Sun Jul 15, 2018 6:29 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

The Normality Test shows me if the residual VAR has a normal distribution (at 0.05). The prob. is 0.0000. What can I do in this case?
Sun Jul 15, 2018 5:31 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

How can I solve the problem if the normality test is p 0.000, in a VAR model?
Sat Jul 14, 2018 10:35 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

Sorry, I forgot. Should I eliminate high correlation between variables before I create the VAR?
Sat Jul 14, 2018 10:19 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

Thank you so much for all you advices!
Sat Jul 14, 2018 10:05 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

Could I run this model with just one lag?
Sat Jul 14, 2018 8:57 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

Here is my autocorrelation test. Could I choose the first lag?
Sat Jul 14, 2018 8:32 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

Because I read in an article that the VAR models have to meet the conditions regarding the quality of the residuals - the normal distribution (Normality test), the absence of heteroskedasticity (White heteroskedasticity test) and the lack of autocorrelation of the errors (Autocorrelation LM test).
Sat Jul 14, 2018 8:11 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

I don t know if there is heteroskedasticity or not. I want to test it.
Sat Jul 14, 2018 8:06 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

What would you recommend to do in this case, as long as I can t perform the test on that 6 variables?
Sat Jul 14, 2018 7:26 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

How can I perform a correct VAR model, if I don t test the heteroskedasticity? Finally, I want to present the impulse response functions in my project and I want to assure that the VAR model is correct.
Sat Jul 14, 2018 7:22 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

I don t know if you saw, but I attached the model to take a look at it. What should I do in this case? Is it better to exclude a variable?
Sat Jul 14, 2018 6:59 am
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 53542

### Re: Near Singular Matrix Error

My variables are dgdp, dge, dgv, dpd, dpr, dh (these variable are already stationary at first or second difference). When I open them as VAR and I want to perform white heteroskedasticity test, it appears the error near singular matrix. But when I exclude one variable, as in capture 1, I can perform...