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ARDL and singular matrix

Posted: Wed Jun 26, 2019 6:35 am
by idomen
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 ?

Re: ARDL and singular matrix

Posted: Wed Jun 26, 2019 7:31 am
by EViews Gareth
Remove whatever variables are creating the singularity.

Re: ARDL and singular matrix

Posted: Wed Jun 26, 2019 9:16 am
by startz
Does it make a difference if you turn off automatic lag selection?