[R] error in vcovNW

Saba Sehrish sabasehrish at yahoo.com
Sat Dec 19 02:31:09 CET 2015

Hi I am using NeweyWest standard errors to correct lm( ) output. For example:

I am using package(sandwich) for NeweyWest. Now when I run this command, it gives following error:
Error in solve.default(diag(ncol(umat)) - apply(var.fit$ar, 2:3, sum)) :system is computationally singular: reciprocal condition number = 7.49468e-18

Attached herewith is data for A&B, A1,A2,A3,A4,A5,B1,B2,B3,B4,B5 are simply lag variables. Can you help me removing this error please?
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