There is a fundamental problem with your code, and there is the problem that you have (sort of) identified.
The fundamental problem is that you are only going to get the results of the last call to 'ca.jo' that is done -- assuming it were to run. You presumably want to save some information from each of the computations. You can get the loops to run even when you run into an error with some combinations by using 'try' or 'tryCatch'. There is an example in Circle 8.3.13 of 'The R Inferno'. http://www.burns-stat.com/documents/books/the-r-inferno/ If you have a question related to the actual function as opposed to general problems with R, then the r-sig-finance mailing list would be appropriate (you need to subscribe before posting). I'm not sure if this is enough of a hint for you or not. If not, then trying to formulate a more explicit question might help. (There are some suggestions in Circle 9 of 'The R Inferno'.) Pat On 23/12/2013 17:07, mamush bukana wrote:
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 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
-- Patrick Burns pbu...@pburns.seanet.com twitter: @burnsstat @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of: 'Impatient R' 'The R Inferno' 'Tao Te Programming') ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.