WARNING: Singular covariance - coefficients are not unique

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

ndzama
Posts: 15
Joined: Tue Aug 10, 2021 8:33 am

WARNING: Singular covariance - coefficients are not unique

Postby ndzama » Fri Sep 02, 2022 4:42 am

Greetings,

I am trying to estimate State Space equations, but I encounter this message "WARNING: Singular covariance - coefficients are not unique" on state space output.

I have been trying to use alternative values for 'initial conditions'. I also tried re-specifying the equations. The entire code, including forecasts, it runs without errors, but I have a problem with the state space estimates. No standard errors (NA) and z-statistics (NA).

Any suggestions?

Kind Regards,
Nwabisa

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 9 guests