用R语言建立VAR模型后,做summary时,说 系统计算上是奇异的: 倒条件数=1.21509e-16,
这代表问题出现在哪里了?计量和R语言都是初级学习者,请大家帮忙看看。谢谢。
VAR_1
VAR Estimation Results:
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Estimated coefficients for equation r:
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Call:
r = r.l1 + x.l1 + const
r.l1 x.l1 const
-3.986277e-01 -1.648214e-09 6.931784e-06
Estimated coefficients for equation x:
======================================
Call:
x = r.l1 + x.l1 + const
r.l1 x.l1 const
9.884649e+05 2.278600e-02 1.087500e+03
> summary(VAR_1, equation = "r")
Error in solve.default(Sigma) : 系统计算上是奇异的: 倒条件数=1.21509e-16