Search found 16 matches
- Mon Jul 16, 2018 8:53 am
- Forum: Estimation
- Topic: Near Singular Matrix Error
- Replies: 43
- Views: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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: 104907
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...