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Hi, i have 4 variables. i select all 4 variables and open it as a group. when i set leg structure ---- lag length criteria and put 6 lags it says insufficient no. of observations so i put 5 legs then 3 criteria (A/C, SC, HQ) suggest 5 lag length but when in finding co-integration i put 5 lags then i...

Hi, when i set leg structure ---- lag lenght criteria and put 6 lage it says insuffient no. of observations so i put 5 legs then 3 criteria (A/C, SC, HQ) suggest 5 lag lengh but when i find cointegration and put 5 lag it does not take and say "Near Singular Matrix". any body help?