Re: [R] ca.jo function, urca package, singular matrix problem

There is something very wrong in your data set. You appear to have two distinct observations of your variables and these are continuously repeated throughout the sample. On 9 Jul 2015 18:26, "Bert Gunter" wrote: > I do know nothing about what you are specifically doing (!!) but... > > In general,

Re: [R] ca.jo function, urca package, singular matrix problem

I do know nothing about what you are specifically doing (!!) but... In general, R uses factors and contrasts not dummy variables to handle categorical variables in (linear) models, so it might be that your dummy variable representation is what causes the singularity. If so, do a web search on "con

Re: [R] ca.jo function, urca package, singular matrix problem

-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="

[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 observatio