For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
Moderators: EViews Gareth, EViews Moderator
- Posts: 7
- Joined: Tue Apr 23, 2019 6:16 am
I am trying to estimate an ARDL with 9 variables and 60 obs with automatic lag selection and SC criterion but the error message is "singular matrix". How can I resolve this issue ?
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 12291
- Joined: Tue Sep 16, 2008 5:38 pm
Remove whatever variables are creating the singularity.
- Non-normality and collinearity are NOT problems!
- Posts: 3497
- Joined: Wed Sep 17, 2008 2:25 pm
Does it make a difference if you turn off automatic lag selection?
Return to “Estimation”
Who is online
Users browsing this forum: No registered users and 4 guests