Error G0121 : Matrix not positive definite when running HATEJEMI-J code

I get the following error when running the http://ideas.repec.org/c/boc/bocode/g00006.html HATEMI-J 2008 Cointegration test 

(0) : error G0121 : Matrix not positive definite Currently active call: estimate Stack trace:    estimate    main

I cant find a fix anywhere and will greatly appreciate if you could help me.
My data is as follows:
 

obs = 31;

var = 2;

z = { -5.38779	12,

      2.484997	9.524,

      3.626955	13.768,

      5.233792	19.745,

      4.469212	10.638,

     -0.2147	14.183,

      1.612049	25.053,

      3.127786	33.838,

      1.335943	12.453,

      5.536156	11.857,

      8.369726	8.227,

     -7.61562	23.236,

      9.250567	22.775,

    -10.8848	34.659,

     12.95329	83.148,

      9.511627	37.733,

      6.379389	9.137,

      1.05549  29.779,

      3.479903	44.759,

      0.772329	29.597,

     -4.23494	22.7,

      1.681314	14.741,

      5.383482	9.586,

      5.371655	11.424,

      2.536827	15.464,

      2.041141	13.922,

      9.067643	7.949,

      8.009348	8.716,

      8.650593	8.422,

      6.328793	7.41,

      4.255747	7.624 };


2 Answers



	

	

	
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accepted


The code is failing right at the end, because the moment matrix computed in the estimate procedure called on around line 191. If you comment out the code from line 185-192, the code will run. You will miss the last print out of b, se and t, but everything else will run.
I have attached a file with a running version of the code. I will look into this a little more and see if I can figure out what this last part should be doing.


link

aptech

1,773






	

	

	
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Thanks doing some further research on what that par does as well. Waiting for your next post


link

Jeanbe

2





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