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
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