Compute eigenvectors/eigenvalues EViews 13

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lesalaza
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Joined: Thu Jun 22, 2023 12:32 pm

Compute eigenvectors/eigenvalues EViews 13

Postby lesalaza » Fri Jun 23, 2023 8:12 am

I have experienced an issue computing the Johansen cointegration test in EViews 13.
When using Model 2 (Cointegrating constant), I got the message “Could not compute valid eigenvectors/eigenvalues”.
I guess there is a bug code in EViews 13 because I can run the cointegration test (using Model 2) in previous versions of EViews without a problem. Furthermore, I can estimate a VECM using Model 2 in EViews 13, making me think about a bug code.
Additionally, I have experienced this problem with different datasets.
Can someone help me with this issue?
Thanks!
Attachments
Screenshot 2023-06-23 110728.png
Screenshot 2023-06-23 110728.png (21.42 KiB) Viewed 5475 times
Screenshot 2023-06-23 110947.png
Screenshot 2023-06-23 110947.png (24.48 KiB) Viewed 5475 times
qtm.wf1
(21.68 KiB) Downloaded 216 times

EViews Gareth
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Re: Compute eigenvectors/eigenvalues EViews 13

Postby EViews Gareth » Fri Jun 23, 2023 8:53 am

What's the build date of your copy of EViews 13? (Help->About EViews).
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lesalaza
Posts: 5
Joined: Thu Jun 22, 2023 12:32 pm

Re: Compute eigenvectors/eigenvalues EViews 13

Postby lesalaza » Wed Jun 28, 2023 6:30 am

It says Jun 14 2023 build.
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EViews Gareth
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Re: Compute eigenvectors/eigenvalues EViews 13

Postby EViews Gareth » Wed Jun 28, 2023 6:47 am

Could you provide your workfile?
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lesalaza
Posts: 5
Joined: Thu Jun 22, 2023 12:32 pm

Re: Compute eigenvectors/eigenvalues EViews 13

Postby lesalaza » Wed Jun 28, 2023 7:04 am

In the workfile qtm.wf1 you can find VARMONEY. If I try to run the Johansen cointegration test using Lags intervals 1 1 and Model 2 (Cointegrating constant), I get the message "Could not compute valid eigenvectors/eigenvalues".
Thanks for your help!
Attachments
qtm.wf1
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lesalaza
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Joined: Thu Jun 22, 2023 12:32 pm

Re: Compute eigenvectors/eigenvalues EViews 13

Postby lesalaza » Mon Jul 10, 2023 2:31 pm

EViews Gareth wrote:Could you provide your workfile?



I was wondering if you could take a look at the dataset to analyze the problem in computing Eigenvalues under Model 2 in EViews 13

EViews Gareth
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Re: Compute eigenvectors/eigenvalues EViews 13

Postby EViews Gareth » Mon Jul 10, 2023 3:42 pm

The most recent patch should fix this issue.
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lesalaza
Posts: 5
Joined: Thu Jun 22, 2023 12:32 pm

Re: Compute eigenvectors/eigenvalues EViews 13

Postby lesalaza » Tue Jul 11, 2023 4:50 pm

It is now working!
Thanks


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