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Compute eigenvectors/eigenvalues EViews 13

Posted: Fri Jun 23, 2023 8:12 am
by lesalaza
I have experienced an issue computing the Johansen cointegration test in EViews 13.
When using Model 2 (Cointegrating constant), I got the message “Could not compute valid eigenvectors/eigenvalues”.
I guess there is a bug code in EViews 13 because I can run the cointegration test (using Model 2) in previous versions of EViews without a problem. Furthermore, I can estimate a VECM using Model 2 in EViews 13, making me think about a bug code.
Additionally, I have experienced this problem with different datasets.
Can someone help me with this issue?
Thanks!

Re: Compute eigenvectors/eigenvalues EViews 13

Posted: Fri Jun 23, 2023 8:53 am
by EViews Gareth
What's the build date of your copy of EViews 13? (Help->About EViews).

Re: Compute eigenvectors/eigenvalues EViews 13

Posted: Wed Jun 28, 2023 6:30 am
by lesalaza
It says Jun 14 2023 build.

Re: Compute eigenvectors/eigenvalues EViews 13

Posted: Wed Jun 28, 2023 6:47 am
by EViews Gareth
Could you provide your workfile?

Re: Compute eigenvectors/eigenvalues EViews 13

Posted: Wed Jun 28, 2023 7:04 am
by lesalaza
In the workfile qtm.wf1 you can find VARMONEY. If I try to run the Johansen cointegration test using Lags intervals 1 1 and Model 2 (Cointegrating constant), I get the message "Could not compute valid eigenvectors/eigenvalues".
Thanks for your help!

Re: Compute eigenvectors/eigenvalues EViews 13

Posted: Mon Jul 10, 2023 2:31 pm
by lesalaza
Could you provide your workfile?

I was wondering if you could take a look at the dataset to analyze the problem in computing Eigenvalues under Model 2 in EViews 13

Re: Compute eigenvectors/eigenvalues EViews 13

Posted: Mon Jul 10, 2023 3:42 pm
by EViews Gareth
The most recent patch should fix this issue.

Re: Compute eigenvectors/eigenvalues EViews 13

Posted: Tue Jul 11, 2023 4:50 pm
by lesalaza
It is now working!
Thanks