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.
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- Posts: 9
- 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: 12508
- Joined: Tue Sep 16, 2008 5:38 pm
Remove whatever variables are creating the singularity.
- Non-normality and collinearity are NOT problems!
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- Joined: Wed Sep 17, 2008 2:25 pm
Does it make a difference if you turn off automatic lag selection?
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