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when using SVEC to construct the model, I just constantly facing the problems: Error in solve.default(infgamma) : system is computationally singular: reciprocal condition number = 5.60627e-21

this model has 7 variables, and with 4 cointegrations, and I add the LR and SR model as follows: 1.LR restrictions 2.SR restrictions the follow is the code and i will be appreciated if anyone can help me!!! vecmmodel<-ca.jo(data,type="trace",ecdet="const",K=3,spec="transitory") svec<-SVEC(vecmmodel,LR=LR,SR=SR,r=4,lrtest=FALSE,runs=100)

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    $\begingroup$ Is the software supposed to cope with all that missing data? $\endgroup$
    – mdewey
    Commented Apr 13, 2021 at 16:02

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If the program says the system is computationally singular, that means two or more columns are too cointegrated and the regression formula can't be done. You simply can not use this method for this data.

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