[R] ca.jo function, urca package, singular matrix problem

[mrrox]

Hi, I am trying to run a cointegration test with a dummy variable using
`*ca.jo*` function in `*urca*` package. 

*johcoint=ca.jo(Ydata[10:60,1:5],type="trace",ecdet=c("const"),K=2,spec="transitory",dumvar=dumvar)
*
 `*dumvar*` is the binary variable that take 1 and 0 only. the first two
observations are 1 and the rest are 0s. 
when I run the code, I get 

   / Error in solve.default(M11) : 
          Lapack routine dgesv: system is exactly singular: U[1,1] = 0/

I think this is something to do with the invertability of the input matrix,
and this occurs only when I use `*dumvar*` only. The error message
disappears if I add a 1 to the 3rd observation of `dumvar`.

Below is the sample data just for info:
   

              A             B            C             D             E      
dumvar
    1  2.255446 1.688807 1.506579 1.880152 9.575868      1
    2  2.230118 1.578281 1.546805 1.905426 9.545534      1
    3  2.255446 1.688807 1.506579 1.880152 9.575868      0
    4  2.230118 1.578281 1.546805 1.905426 9.545534      0
    5  2.255446 1.688807 1.506579 1.880152 9.575868      0
    6  2.230118 1.578281 1.546805 1.905426 9.545534      0
    7  2.255446 1.688807 1.506579 1.880152 9.575868      0
    8  2.230118 1.578281 1.546805 1.905426 9.545534      0
    9  2.255446 1.688807 1.506579 1.880152 9.575868      0
    10 2.230118 1.578281 1.546805 1.905426 9.545534      0
    11 2.255446 1.688807 1.506579 1.880152 9.575868      0
    12 2.230118 1.578281 1.546805 1.905426 9.545534      0
    13 2.255446 1.688807 1.506579 1.880152 9.575868      0
    14 2.230118 1.578281 1.546805 1.905426 9.545534      0
    15 2.255446 1.688807 1.506579 1.880152 9.575868      0
    16 2.230118 1.578281 1.546805 1.905426 9.545534      0
    17 2.255446 1.688807 1.506579 1.880152 9.575868      0
    18 2.230118 1.578281 1.546805 1.905426 9.545534      0
    19 2.255446 1.688807 1.506579 1.880152 9.575868      0
    20 2.230118 1.578281 1.546805 1.905426 9.545534      0
    21 2.255446 1.688807 1.506579 1.880152 9.575868      0
    22 2.230118 1.578281 1.546805 1.905426 9.545534      0
    23 2.255446 1.688807 1.506579 1.880152 9.575868      0
    24 2.230118 1.578281 1.546805 1.905426 9.545534      0
    25 2.255446 1.688807 1.506579 1.880152 9.575868      0
    26 2.230118 1.578281 1.546805 1.905426 9.545534      0
    27 2.255446 1.688807 1.506579 1.880152 9.575868      0
    28 2.230118 1.578281 1.546805 1.905426 9.545534      0
    29 2.255446 1.688807 1.506579 1.880152 9.575868      0
    30 2.230118 1.578281 1.546805 1.905426 9.545534      0
    31 2.255446 1.688807 1.506579 1.880152 9.575868      0
    32 2.230118 1.578281 1.546805 1.905426 9.545534      0
    33 2.255446 1.688807 1.506579 1.880152 9.575868      0
    34 2.230118 1.578281 1.546805 1.905426 9.545534      0
    35 2.255446 1.688807 1.506579 1.880152 9.575868      0
    36 2.230118 1.578281 1.546805 1.905426 9.545534      0
    37 2.255446 1.688807 1.506579 1.880152 9.575868      0
    38 2.230118 1.578281 1.546805 1.905426 9.545534      0
    39 2.255446 1.688807 1.506579 1.880152 9.575868      0
    40 2.230118 1.578281 1.546805 1.905426 9.545534      0
    41 2.255446 1.688807 1.506579 1.880152 9.575868      0
    42 2.230118 1.578281 1.546805 1.905426 9.545534      0
    43 2.255446 1.688807 1.506579 1.880152 9.575868      0
    44 2.230118 1.578281 1.546805 1.905426 9.545534      0
    45 2.255446 1.688807 1.506579 1.880152 9.575868      0
    46 2.230118 1.578281 1.546805 1.905426 9.545534      0
    47 2.255446 1.688807 1.506579 1.880152 9.575868      0
    48 2.230118 1.578281 1.546805 1.905426 9.545534      0
    49 2.255446 1.688807 1.506579 1.880152 9.575868      0
    50 2.230118 1.578281 1.546805 1.905426 9.545534      0

Thank you!



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