Dear all, few days back I have raised this question but unfortunately no
avail. Should I pose this question in some better way? Please let me know.
If somebody help me out what is happening in this following example, why I
am facing Singularity problem I would be truly grateful.

Thanks,


On Tue, Dec 21, 2010 at 11:10 PM, Megh Dal <megh700004@gmail.com> wrote:

> Hi all, facing lot of problems on accessing my yahoo account, therefore
> sending this mail through my gmail id.
>
> Here I am working to fitting a SVEC model on my following dataset:
>
> datt
>             V1       V2       V3       V4       V5       V6       V7
>    V8
> [1,] 3.998592 3.821004 6.603266 6.558986 3.532949 1.836448 5.357529
> 3.815782
> [2,] 4.071287 3.884652 6.684612 6.625982 3.540959 1.679553 5.328361
> 3.814576
> [3,] 4.101936 3.839237 6.680800 6.564959 3.603274 1.712701 5.389528
> 3.805106
> [4,] 4.103469 3.829728 6.660895 6.590644 3.600504 1.751764 5.278625
> 3.779821
> [5,] 4.076435 3.829728 6.708946 6.617717 3.695855 1.860110 5.297317
> 3.808328
> [6,] 4.072099 3.861782 6.724290 6.641120 3.638889 1.845526 5.292802
> 3.816697
> [7,] 4.157600 3.894622 6.790660 6.705639 3.708869 1.801317 5.333202
> 3.828108
> [8,] 4.276357 4.014662 7.005129 6.859090 3.804073 1.699445 5.335131
> 3.834513
> [9,] 4.390282 4.098050 7.140953 6.987636 3.827284 1.652589 5.362700
> 3.828928
> [10,] 4.379147 4.076690 6.987028 6.902240 3.972060 1.997676 5.365509
> 3.822546
> [11,] 4.379147 4.085136 6.975673 6.928919 3.881059 2.029332 5.358471
> 3.807278
> [12,] 4.315145 4.008242 6.938846 6.811998 3.767140 1.921046 5.444148
> 3.780567
> [13,] 4.237314 3.926912 6.857631 6.729094 3.852284 1.822450 5.439817
> 3.775472
> [14,] 4.243052 3.974998 7.041217 6.923738 3.872308 1.825143 5.399519
> 3.774965
> [15,] 4.243052 3.993603 7.032078 6.952455 4.000575 1.952383 5.492650
> 3.774619
> [16,] 4.243052 4.030695 6.815092 6.968850 3.974390 1.967312 5.366910
> 3.776192
> [17,] 4.187871 3.981549 6.597221 6.876150 3.909439 1.869749 5.404478
> 3.772165
> [18,] 4.067619 3.890485 6.544566 6.658128 4.032816 1.975028 5.416989
> 3.773503
> [19,] 4.149755 3.983413 6.834618 6.876753 4.077978 2.025513 5.391352
> 3.772608
> [20,] 4.163444 3.990971 6.863758 6.879535 4.174287 2.243573 5.416989
> 3.774309
> [21,] 4.210634 4.065206 6.919788 6.955041 4.182857 2.494150 5.447599
> 3.781117
> [22,] 4.226396 4.105944 6.850391 6.946495 4.131457 2.599368 5.468904
> 3.803430
> [23,] 4.213203 4.057515 6.753049 6.823770 4.066339 2.459204 5.426271
> 3.820645
> [24,] 4.168576 4.001864 6.767672 6.781544 4.086178 2.597065 5.506550
> 3.818711
> [25,] 4.207822 4.037774 6.963663 6.927013 4.182622 2.212277 5.529429
> 3.788715
> [26,] 4.207822 4.037774 6.996826 6.871310 4.125937 2.017636 5.487283
> 3.790014
> [27,] 4.178379 3.988058 6.915002 6.879870 4.142596 1.943049 5.588746
> 3.791907
> [28,] 4.170812 3.997466 6.931934 6.929620 4.250604 1.983032 5.471009
> 3.802309
> [29,] 4.255050 4.067379 7.007124 7.006886 4.262129 1.852241 5.529429
> 3.810997
> [30,] 4.310665 4.109233 7.054803 6.980076 4.262251 1.854023 5.519058
> 3.824909
> [31,] 4.362760 4.144294 7.106606 7.081008 4.310304 1.828108 5.525054
> 3.835584
> [32,] 4.449789 4.227969 7.190479 7.184398 4.291602 1.944481 5.529826
> 3.838358
> [33,] 4.490661 4.235844 7.285290 7.177381 4.157241 1.650580 5.567199
> 3.828507
> [34,] 4.459735 4.175733 7.082309 7.067198 4.079854 1.892153 5.506550
> 3.813843
> [35,] 4.411637 4.117410 6.992967 7.030206 4.084345 2.078879 5.584623
> 3.801163
> [36,] 4.410007 4.117410 7.040974 7.054666 4.129364 1.968859 5.642262
> 3.798274
> [37,] 4.410007 4.146304 7.161967 7.073270 3.995509 1.916923 5.645093
> 3.789522
> [38,] 4.410007 4.146304 7.157000 7.040731 4.084090 2.021269 5.601011
> 3.785064
> [39,] 4.410007 4.146304 7.031236 7.052474 4.106610 1.976981 5.737540
> 3.779727
> [40,] 4.410007 4.146304 6.927558 7.067903 4.161519 2.032088 5.587623
> 3.737794
> [41,] 4.376684 4.115357 7.068172 7.094235 4.151527 2.056975 5.636574
> 3.703811
> [42,] 4.375380 4.129736 7.047931 6.970730 4.212565 2.015474 5.611667
> 3.703874
> [43,] 4.379936 4.159404 7.010312 6.949377 4.306096 1.856224 5.609105
> 3.696532
> [44,] 4.411711 4.192680 7.156312 7.019530 4.281636 1.814400 5.631928
> 3.705790
> [45,] 4.412798 4.192680 7.145295 7.040427 4.377345 1.828930 5.638355
> 3.693506
> [46,] 4.412798 4.155693 7.102686 7.021084 4.450366 1.977397 5.635504
> 3.673004
> [47,] 4.412798 4.122284 7.044905 7.034388 4.549990 2.051373 5.630853
> 3.671664
> [48,] 4.426298 4.152875 7.071773 7.073270 4.516558 1.972472 5.724565
> 3.673740
> [49,] 4.447463 4.183576 7.198853 7.172546 4.531836 2.078370 5.710096
> 3.671070
> [50,] 4.467746 4.198079 7.228559 7.185387 4.557544 2.156750 5.693059
> 3.681111
> [51,] 4.475958 4.211572 7.092574 7.145196 4.657952 2.264260 5.792709
> 3.694968
> [52,] 4.501013 4.226834 7.140566 7.179598 4.722622 2.330952 5.682559
> 3.690514
> [53,] 4.538114 4.285177 7.263165 7.281548 4.831976 2.432025 5.719656
> 3.740364
> [54,] 4.650594 4.486105 7.350914 7.465192 4.897957 2.548217 5.717028
> 3.757950
> [55,] 4.679814 4.552824 7.411988 7.534585 4.893986 2.404116 5.714722
> 3.757777
> [56,] 4.668540 4.457057 7.241503 7.392237 4.759505 2.116485 5.686975
> 3.763004
> [57,] 4.619053 4.343805 7.097288 7.256186 4.642117 2.012996 5.748437
> 3.820326
> [58,] 4.470911 4.186067 6.648553 6.737645 4.340213 1.906640 5.669191
> 3.884080
> [59,] 4.052111 3.728300 5.982676 6.154858 4.050759 1.902186 5.701780
> 3.890319
> [60,] 4.067405 3.872287 6.213244 6.314042 3.738676 1.755897 5.763936
> 3.882370
> [61,] 4.197626 4.070424 6.420719 6.462336 3.735847 1.623439 5.770194
> 3.885819
> [62,] 4.263050 4.111966 6.471573 6.567375 3.670166 1.475365 5.739793
> 3.896341
> [63,] 4.251645 4.071588 6.458861 6.673539 3.872488 1.386976 5.855072
> 3.934611
> [64,] 4.331770 4.177459 6.552440 6.838762 3.911013 1.270028 5.692722
> 3.911350
> [65,] 4.374488 4.186873 6.606328 6.711625 4.081133 1.369530 5.733988
> 3.880984
> [66,] 4.321533 4.079231 6.747640 6.790455 4.246500 1.370257 5.796665
> 3.865055
> [67,] 4.366532 4.137379 6.943416 6.964588 4.168418 1.267332 5.786284
> 3.879401
> [68,] 4.366532 4.146238 6.941927 7.045860 4.269857 1.195509 5.786284
> 3.877067
> [69,] 4.343145 4.158102 6.961296 6.929784 4.242039 1.241956 5.828357
> 3.877996
> [70,] 4.229882 4.041983 6.802647 6.903428 4.328638 1.564536 5.771753
> 3.843141
> [71,] 4.313456 4.114147 6.960167 7.013187 4.360126 1.532125 5.817409
> 3.839094
> [72,] 4.366024 4.162003 7.092455 7.053709 4.315504 1.675991 5.943062
> 3.841519
> [73,] 4.446118 4.228799 7.212479 7.154225 4.362139 1.722673 5.934894
> 3.827630
> [74,] 4.498587 4.265493 7.190676 7.137477 4.337752 1.651489 5.889155
> 3.836040
> [75,] 4.511916 4.245854 7.039927 7.167440 4.398841 1.458817 6.007338
> 3.817158
> [76,] 4.487250 4.232172 7.072462 7.164610 4.439616 1.407380 5.858219
> 3.794283
> [77,] 4.526127 4.246155 7.099408 7.122867 4.307532 1.424192 5.855645
> 3.825866
> [78,] 4.494746 4.222445 6.805420 6.993516 4.324379 1.565486 5.867883
> 3.841035
> [79,] 4.445940 4.187863 6.688177 6.962649 4.336301 1.523880 5.938327
> 3.846660
> [80,] 4.479571 4.237001 6.801131 7.074040 4.339884 1.439727 5.858504
> 3.840420
> [81,] 4.516448 4.265493 6.899311 7.056371 4.326527 1.360121 5.872681
> 3.827148
>
>
> Here I have chosen cointegration rank as 4, therefore took following
> specifications on short term & long term impact matrix:
>
> As dimension of my system is 8 and rank is 4, (8-4)*4=16 specifications in
> the long term impact matrix comes automatically & I need to have additional
> (8-4)*(8-4-1)/2 specifications on this long term impact matrix using some
> non-sample information to find the B-matrix.
>
> Therefore to find the B-matrix locally, I put remaining 4*(4-1)/2
> specification directly on short-term impact matrix. Therefore I got total
> 8*(8+1)/2 + (8-4)*4 + (8-4)*(8-4-1)/2 + 4*(4-1)/2=64 specifications as
> needed to find B-matrix locally. Here is my long-term & short-term impact
> matrices:
>
> SR <- LR <- matrix(NA, nrow = 8, ncol = 8)
> SR[5,3] <- SR[6,3] <- SR[5, 8] <- SR[6,8] <- SR[5,4] <- SR[6,4] <- 0
> LR[,1:4] <- LR[5,8] <- LR[6,8] <- LR[7,8] <- LR[8,5] <- LR[8,6] <- LR[8,7]
> <- 0
> SR
> LR
>
> However with those specification, I could not be able to get the estimates
> of B-matrix, as it is saying to have some singularity problem:
>
>
> *> vecm <- ca.jo(datt, type = "trace", ecdet = "trend", K = 5, spec =
> "transitory")
> > SVEC(vecm, LR = LR, SR = SR, r = 4, lrtest = FALSE, boot = FALSE)
> Error in solve.default(infgamma) :
>   system is computationally singular: reciprocal condition number =
> 3.92069e-18*
>
>
> Can somebody here points me that why I am getting this error? How can
> I circumvent this problem? Did I make any bad specification?
>
> Your help will be highly appreciated.
>
> Thanks,
>

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