I'm trying to perform a pedroni cointegration test but have come across two issues
Firstly what is the recommended command to use; should I use xtcointtest pedroni or xtpedroni.
Secondly; when I try to perform the second command I get the following error message:
Please Wait: Calculating Statistics
matrix not positive definite
r(506);
I'm not sure what this means and what the solution to this would be?
Firstly what is the recommended command to use; should I use xtcointtest pedroni or xtpedroni.
Secondly; when I try to perform the second command I get the following error message:
Please Wait: Calculating Statistics
matrix not positive definite
r(506);
I'm not sure what this means and what the solution to this would be?
