I find a problem when I want to model vector autoregressive exogenous, instantly the message "The lag 0 covariance matrix is singular." and The model is not full rank. The VARMAX procedure halts further steps data finance; input y1 y2 y3 y4; cards; 2.22 3.21 2.22 1.43 1.32 2.45 2.31 2.32 2.22 3.21 2.22 1.43 1.32 2.45 2.31 2.32 2.22 3.21 2.22 1.43 : 1.32 2.81 2.31 2.56 2.82 3.21 2.22 1.43 ; run; proc varmax data = finance; model y1 y2 y3 = y4 / p = 1 xlag = 1 nocurrentx noint; run;
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