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Hi, I am attempting to build a VECm and have tested all the variables for uroot and then created a VAR. Upon doing so, I then went to test for the appropriate lag length. I tried to run the test with the lag length criteria as 2, but I received the error "near singular matrix" - how do i r...

Hi there, I am having a similar problem. When i am evaluating the lag length criteria, if i enter 2 lags I am given the "near singular matrix" error but this does not appear if i test with just 1 lag. However, when i then go forward and try to perform the Johansen cointegration test Assump...