EViews.com

Hello! I am trying to estimate a common factor model in eviews for the first time, but I'm probably doing something wrong. I have a set of european countries and their respective interest rates. I want to decompose these rates into two factors - one "european factor" that is common to all the countries in my sample and one "euro area factor" that only applies to the countries that have adopted the euro. Then I also have, for each country, an idiossincratic factor - the error term. I tried to use the State Space and Kalman Filter, but I'm always getting the error message "near singular matrix". I then tried the "factor analysis" feature, but I'm sure I'm doing something wrong since I always get a uniqueness of 1 and a communality of 0. Since I never worked with factor analysis before, I'm not even sure how to write the model specification. Can someone please help me? Thank you so much!