Page 1 of 1
eviews student and ARDL
Posted: Mon Mar 26, 2018 1:48 pm
by fati
Hello.
I've eviews10 student version.I can't use ARDL because i've 9 serials and the programme tell me " singular matrix".why ? and where is the probleme ?
Thank you for your answers
Re: eviews student and ARDL
Posted: Mon Mar 26, 2018 2:11 pm
by startz
Quite likely you have perfect multicollinearity. If you post exactly what you did someone may be able to give more detailed advice
Re: eviews student and ARDL
Posted: Mon Mar 26, 2018 2:43 pm
by fati
thank you.
i've 8 independent variables and one dependant.I've the periode of 15 years.My serials are a stationnarity in I(0) and I(1).
When i clic in ARDL and choose 2 lags or any other number,the programme no fonctionne and the text is "error message.....singular matrix".
excuse my english if its bad
Re: eviews student and ARDL
Posted: Mon Mar 26, 2018 3:08 pm
by startz
I believe the problem is that you have too many lagged variables for the number of observations available.
Re: eviews student and ARDL
Posted: Tue Mar 27, 2018 1:12 am
by fati
in this condition i must to show the existence of multicollinearity and remove it later to be able to use ARDL.This is it ?
or another sotluion ,
I will study each independent variable with the dependent variable, it would be better.
Re: eviews student and ARDL
Posted: Tue Mar 27, 2018 6:07 am
by startz
No, the only real answer is to get more data.
Re: eviews student and ARDL
Posted: Tue Mar 27, 2018 10:55 am
by fati
Thanks for your help.
I still have the same problem, or it is little or it is too important. In both situations I have nothing
Re: eviews student and ARDL
Posted: Tue Mar 27, 2018 10:59 am
by startz
You can't have more series (lagged or otherwise) than you have data points. If you've been able to increase your sample to substantially more than 15 points and you're still having trouble, you might want to post your workfile and details of what you've done to see if someone can catch something.
Re: eviews student and ARDL
Posted: Tue Mar 27, 2018 5:21 pm
by fati
I can't go beyond 15 years, the data is limited.
Re: eviews student and ARDL
Posted: Tue Mar 27, 2018 5:36 pm
by startz
Then I suspect you can't have a model with 9 variables. I know that's frustrating, but regressions aren't magic.
Re: eviews student and ARDL
Posted: Wed Mar 28, 2018 10:35 am
by fati
the problem is especially in the duration of 15 years and not the software.
Thanks for your help.