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Richard Hardy
Richard Hardy
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I recently encountered a similar frustrating error with ca.jo()ca.jo. The problem is numerical, not statistical. Very large numbers cause problems for solve()solve, and when you take the cross-product of a series where all the numbers are on the scale of 10^12 you get very large numbers.

I reproduced the error on the data you posted, and the error is alleviated simply by dividing s01s01 and s03s03 by 10^9.

I recently encountered a similar frustrating error with ca.jo(). The problem is numerical, not statistical. Very large numbers cause problems for solve(), and when you take the cross-product of a series where all the numbers are on the scale of 10^12 you get very large numbers.

I reproduced the error on the data you posted, and the error is alleviated simply by dividing s01 and s03 by 10^9.

I recently encountered a similar frustrating error with ca.jo. The problem is numerical, not statistical. Very large numbers cause problems for solve, and when you take the cross-product of a series where all the numbers are on the scale of 10^12 you get very large numbers.

I reproduced the error on the data you posted, and the error is alleviated simply by dividing s01 and s03 by 10^9.

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Matt P
Matt P
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I recently encountered a similar frustrating error with ca.jo(). The problem is numerical, not statistical. Very large numbers cause problems for solve(), and when you take the cross-product of a series where all the numbers are on the scale of 10^12 you get very large numbers.

I reproduced the error on the data you posted, and the error is alleviated simply by dividing s01 and s03 by 10^9.