I am trying to model some data for a VECM in R. I have confirmed that all the variables are I(1), and I have 73 observations for each variable. My understanding is that to check for cointegration, you run a line like this on the levels data:

jo.eigen <- ca.jo(data, type = "eigen", ecdet = "const", K = 2)

However, I get an error back:

Error in solve.default(M11) : 
  system is computationally singular: reciprocal condition number = 3.8303e-22

I'm not entirely sure where to go from here. Is this happening because some of my coefficients are highly correlated? The correlation matrix is:

            gdp        emp         csi        eur
gdp  1.00000000  0.6576867 -0.09380039 -0.3140209
emp  0.65768675  1.0000000 -0.36025862 -0.5978277
csi -0.09380039 -0.3602586  1.00000000  0.6251111
eur -0.31402088 -0.5978277  0.62511111  1.0000000

Running a VAR in differences doesn't seem like the correct way forward as I have a gut feeling these variables are cointegrated. However, I can't move forward with VECM unless I have a ca.jo object.

Does anyone have any recommendations about how to move forward?