From: Achim Zeileis (firstname.lastname@example.org)
Date: Thu 05 Jun 2003 - 21:54:50 EST
On Wednesday 04 June 2003 16:44, email@example.com 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:
> 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
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.
> Thanks in advance for your assistance.
> Rfirstname.lastname@example.org mailing list
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