On Wednesday 04 June 2003 16:44, [EMAIL PROTECTED] wrote: > 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".
It means that the cross product X'X of your model matrix X, which is computed by X <- model.matrix(formula, data = data) is exactly singular and thus cannot be inverted. In such a case dwtest() cannot compute the p value. You might want to try durbin.watson() in the package car which uses a different approach for computing the p value. Best, Z > Thanks in advance for your assistance. > Rick > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help