[R] Error Using dwtest

rwatkins@cornerstonelp.com rwatkins at cornerstonelp.com
Wed Jun 4 16:44:40 CEST 2003


Hello all-
	I have two time series, Index1stdiff and Comps1stdiff.  I regressed the
first on the second and R returned the summary stats I expected.  Then I
looked at and plotted the residuals.  I then wanted to assess
autocorrelation characteristics and tried to run a Durbin-Watson using:

	library(lmtest)
      dwtest(formula=Index1stdiff~Comps1stdiff,alternative=c("greater"))

	I am getting the following error:

	Error in solve.default(crossprod(X), tol = tol) :
        Lapack routine dgesv: system is exactly singular

Can anyone assess why my attempt crashes?  I tried this earlier on what I
thought was similar data and was returned an answer for "d" and a "p-value".

Thanks in advance for your assistance.
Rick




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