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!
Compute eigenvectors/eigenvalues EViews 13
Moderators: EViews Gareth, EViews Moderator
Compute eigenvectors/eigenvalues EViews 13
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- qtm.wf1
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13330
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Re: Compute eigenvectors/eigenvalues EViews 13
What's the build date of your copy of EViews 13? (Help->About EViews).
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Re: Compute eigenvectors/eigenvalues EViews 13
It says Jun 14 2023 build.
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Compute eigenvectors/eigenvalues EViews 13
Could you provide your workfile?
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Re: Compute eigenvectors/eigenvalues EViews 13
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!
Thanks for your help!
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- qtm.wf1
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Re: Compute eigenvectors/eigenvalues EViews 13
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
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13330
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Compute eigenvectors/eigenvalues EViews 13
The most recent patch should fix this issue.
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Re: Compute eigenvectors/eigenvalues EViews 13
It is now working!
Thanks
Thanks
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