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Uroot test errors

Posted: Fri Jul 27, 2012 6:27 am
by unknown
Hi,

When I apply the add-ins "ppuroot" and "zauroot" to various series I sometimes get the following error message "Near singular matrix error. Regressors may be perfectly collinear". This error occurs even if the series analysed do not have any na or negative value. Does somebody have an idea about how to fix that?

Thanks.

Re: Uroot test errors

Posted: Fri Jul 27, 2012 10:37 am
by EViews Glenn
It means that there are properties of the data in those series that do not allow those tests to be run. It's most likely a data property and I'm not sure what can be done. But the only way anyone is going to be able to tell is if you post the data.