Rank Test Statistics Error

A forum for questions and answers regarding the CATS cointegration procedure
lesalaza
Posts: 1
Joined: Mon Jun 03, 2013 10:12 am

Rank Test Statistics Error

Unread post by lesalaza »

Hi,
I am having the next problem when I want to get the rank test statistics (or a simulation of the critical values)

## MAT14. Non-invertible Matrix. Using Generalized Inverse for SYMMETRIC.
The Error Occurred At Location 727, Line 56 of %BARTLETTRANK%
Called From Location 932, Line 58 of %I1RANK%
Called From Location 1851, Line 113 of %CATSMENU%
Called From Location 7879, Line 344 of CATS

What can I do in the previous case?

Best
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Rank Test Statistics Error

Unread post by TomDoan »

Send the set up program and data to support@estima.com. The small-sample correction sometimes fails, and we need to figure out how to avoid the problem.
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