Greetings
When I try to run the run Gregory Hansen Cointegration Test I get this error:Near singular matrix error. Regressors may be perfectly
collinear in "DO_ GHC.LS Y C (@TREND>6-2) G"[/b].[/u] I have tried all the tricks I know but no solution. I only have 1 dependent variable (exports) and 1 independent variable (imports).
Please assist.
Kind Regards
Nwabisa
Gregory-Hansen Cointegration Test
Moderators: EViews Gareth, EViews Moderator
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- Non-normality and collinearity are NOT problems!
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Re: Gregory-Hansen Cointegration Test
What values do you see for the series
?
Code: Select all
(@TREND>6-2)
Re: Gregory-Hansen Cointegration Test
Hi Startz
I also have no idea where is that coming from (@Trend>6-2, it pops up when I run the program. All I know is that I selected REGIME SHIFT model because I want to capture both change in intercept and trend.
Kind Regards
Nwabisa
I also have no idea where is that coming from (@Trend>6-2, it pops up when I run the program. All I know is that I selected REGIME SHIFT model because I want to capture both change in intercept and trend.
Kind Regards
Nwabisa
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Gregory-Hansen Cointegration Test
You might want to post your workfile and exact instructions on what you are doing.
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Re: Gregory-Hansen Cointegration Test
Hi Gareth
I have attached my workfile and G-H program. The study examines the sustainability of the current account. The aim of running this test is to find if the long-run relationship exists between exports and imports and account for any structural breaks.
Kind Regards
Nwabisa
I have attached my workfile and G-H program. The study examines the sustainability of the current account. The aim of running this test is to find if the long-run relationship exists between exports and imports and account for any structural breaks.
Kind Regards
Nwabisa
- Attachments
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- real exports and imports.wf1
- (46.48 KiB) Downloaded 275 times
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- g_h structural breaks program.prg
- (4.76 KiB) Downloaded 318 times
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Gregory-Hansen Cointegration Test
The problem is that LRX and LRM_ are only defined from 2009 and that @TREND>6-2 is always 1 in this period, hence collinear with the intercept.
As a guess, try setting the smpl to the period in which all your variables are valid.
As a guess, try setting the smpl to the period in which all your variables are valid.
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