[R] error in "ca.jo"

[Patrick Burns]

There is a fundamental problem with your
code, and there is the problem that you
have (sort of) identified.

The fundamental problem is that you are
only going to get the results of the last
call to 'ca.jo' that is done -- assuming
it were to run.  You presumably want to
save some information from each of the
computations.

You can get the loops to run even when you
run into an error with some combinations
by using 'try' or 'tryCatch'.  There is an
example in Circle 8.3.13 of 'The R Inferno'.

http://www.burns-stat.com/documents/books/the-r-inferno/

If you have a question related to the actual
function as opposed to general problems with
R, then the r-sig-finance mailing list would
be appropriate (you need to subscribe before
posting).

I'm not sure if this is enough of a hint for
you or not.  If not, then trying to formulate
a more explicit question might help.  (There
are some suggestions in Circle 9 of 'The R
Inferno'.)

Pat


On 23/12/2013 17:07, mamush bukana wrote:
> Dear all,
> I fit co-integration function between two integrated variables(y1 and y2)
> over different grid points:
>
> for(i in 1:N1){
> for(j in 1:N2){
> co<-ca.jo(data.frame(cbind(y2[i,j,],y1[i,j,])),type="trace", K=2,
> spec="transitory",ecdet="const",season=NULL,dumvar=NULL)
> }}
>
> I have already extracted grid points with integrated time series. However,
> when I run the above function, there happens an error
>
> Error in solve.default(t(V) %*% SKK %*% V) :
>    system is computationally singular: reciprocal condition number =
> 1.10221e-35
>
> May you suggest me how to fix this problem please?
>
> Thanks in advance
>
> 	[[alternative HTML version deleted]]
>
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>

-- 
Patrick Burns
pburns at pburns.seanet.com
twitter: @burnsstat @portfolioprobe
http://www.portfolioprobe.com/blog
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