Impulse response function

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tr206
Posts: 13
Joined: Tue Feb 28, 2017 12:45 pm

Impulse response function

Postby tr206 » Mon May 01, 2017 6:29 am

Hello,
I am trying to do an impulse response function in eviews. Unfortunately, I get the error "near singular matrix".

What does that mean and what can I do to get IRF analysis results?

Thanks for your help in advance
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dakila
Posts: 489
Joined: Tue Nov 24, 2015 4:57 pm

Re: Impulse response function

Postby dakila » Tue May 02, 2017 7:40 am

That means you have the multicollinearity problem. Check the residuals correlation matrix.
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