[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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