Watch out for the pre-sample values (K = 2); hence you have supplied a dumvar consisting of zeros only, in your first example.
Best, Bernhard -----Ursprüngliche Nachricht----- Von: R-help [mailto:r-help-boun...@r-project.org] Im Auftrag von mrrox Gesendet: Donnerstag, 9. Juli 2015 15:51 An: r-help@r-project.org Betreff: [R] ca.jo function, urca package, singular matrix problem Hi, I am trying to run a cointegration test with a dummy variable using `*ca.jo*` function in `*urca*` package. *johcoint=ca.jo(Ydata[10:60,1:5],type="trace",ecdet=c("const"),K=2,spec="transitory",dumvar=dumvar) * `*dumvar*` is the binary variable that take 1 and 0 only. the first two observations are 1 and the rest are 0s. when I run the code, I get / Error in solve.default(M11) : Lapack routine dgesv: system is exactly singular: U[1,1] = 0/ I think this is something to do with the invertability of the input matrix, and this occurs only when I use `*dumvar*` only. The error message disappears if I add a 1 to the 3rd observation of `dumvar`. Below is the sample data just for info: A B C D E dumvar 1 2.255446 1.688807 1.506579 1.880152 9.575868 1 2 2.230118 1.578281 1.546805 1.905426 9.545534 1 3 2.255446 1.688807 1.506579 1.880152 9.575868 0 4 2.230118 1.578281 1.546805 1.905426 9.545534 0 5 2.255446 1.688807 1.506579 1.880152 9.575868 0 6 2.230118 1.578281 1.546805 1.905426 9.545534 0 7 2.255446 1.688807 1.506579 1.880152 9.575868 0 8 2.230118 1.578281 1.546805 1.905426 9.545534 0 9 2.255446 1.688807 1.506579 1.880152 9.575868 0 10 2.230118 1.578281 1.546805 1.905426 9.545534 0 11 2.255446 1.688807 1.506579 1.880152 9.575868 0 12 2.230118 1.578281 1.546805 1.905426 9.545534 0 13 2.255446 1.688807 1.506579 1.880152 9.575868 0 14 2.230118 1.578281 1.546805 1.905426 9.545534 0 15 2.255446 1.688807 1.506579 1.880152 9.575868 0 16 2.230118 1.578281 1.546805 1.905426 9.545534 0 17 2.255446 1.688807 1.506579 1.880152 9.575868 0 18 2.230118 1.578281 1.546805 1.905426 9.545534 0 19 2.255446 1.688807 1.506579 1.880152 9.575868 0 20 2.230118 1.578281 1.546805 1.905426 9.545534 0 21 2.255446 1.688807 1.506579 1.880152 9.575868 0 22 2.230118 1.578281 1.546805 1.905426 9.545534 0 23 2.255446 1.688807 1.506579 1.880152 9.575868 0 24 2.230118 1.578281 1.546805 1.905426 9.545534 0 25 2.255446 1.688807 1.506579 1.880152 9.575868 0 26 2.230118 1.578281 1.546805 1.905426 9.545534 0 27 2.255446 1.688807 1.506579 1.880152 9.575868 0 28 2.230118 1.578281 1.546805 1.905426 9.545534 0 29 2.255446 1.688807 1.506579 1.880152 9.575868 0 30 2.230118 1.578281 1.546805 1.905426 9.545534 0 31 2.255446 1.688807 1.506579 1.880152 9.575868 0 32 2.230118 1.578281 1.546805 1.905426 9.545534 0 33 2.255446 1.688807 1.506579 1.880152 9.575868 0 34 2.230118 1.578281 1.546805 1.905426 9.545534 0 35 2.255446 1.688807 1.506579 1.880152 9.575868 0 36 2.230118 1.578281 1.546805 1.905426 9.545534 0 37 2.255446 1.688807 1.506579 1.880152 9.575868 0 38 2.230118 1.578281 1.546805 1.905426 9.545534 0 39 2.255446 1.688807 1.506579 1.880152 9.575868 0 40 2.230118 1.578281 1.546805 1.905426 9.545534 0 41 2.255446 1.688807 1.506579 1.880152 9.575868 0 42 2.230118 1.578281 1.546805 1.905426 9.545534 0 43 2.255446 1.688807 1.506579 1.880152 9.575868 0 44 2.230118 1.578281 1.546805 1.905426 9.545534 0 45 2.255446 1.688807 1.506579 1.880152 9.575868 0 46 2.230118 1.578281 1.546805 1.905426 9.545534 0 47 2.255446 1.688807 1.506579 1.880152 9.575868 0 48 2.230118 1.578281 1.546805 1.905426 9.545534 0 49 2.255446 1.688807 1.506579 1.880152 9.575868 0 50 2.230118 1.578281 1.546805 1.905426 9.545534 0 Thank you! -- View this message in context: http://r.789695.n4.nabble.com/ca-jo-function-urca-package-singular-matrix-problem-tp4709635.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
