Error when running heteroscedasticity testing for VECM

[S.Onigbanjo]

eco-metrics #1.wf1

(34.37 KiB) Downloaded 390 times

I am attempting to run the white heteroskedacity test under residual tests for a Vector Error Correction Model and constantly get Positive or non-negative argument to function expected when I attempt to do so.


What could be the reason for this?
Any Advice?

[EViews Gareth]

Could you provide the workfile? Also version and build date of your copy of EViews (Help->About EViews)

[S.Onigbanjo]

I am using EViews 11
Enterprise Edition - Jun 15 2020 Build

Please find the Workfile Attached

eco-metrics #1.wf1

(34.37 KiB) Downloaded 403 times

[EViews Gareth]

There is no vecm in that workfile.

[S.Onigbanjo]

My mistake
Please check this one.

eco-metrics #1.wf1

(365.49 KiB) Downloaded 378 times

[EViews Gareth]

Give us a few days.

[S.Onigbanjo]

Ohh Gareth, before you go.
Do you think that this would be an issue due to a bug in the software
or
would it be due to my dataset?

Do you think the fact that I used so many variables is an issue in causing this?

[EViews Gareth]

The error is because of too many variables/too few observations. We should probably have a better error.