Dear STATA Forum and Experts, I hope you are all well.
I am new to STATA and trying to do a Time Series Analysis, using data for Exchange Rates, Interest Rates and Quantitative Easing in the UK, as I am trying to determine if the latter two have a significant impact on (and cause) the former. When conducting my Time Series Analysis all is well until I use the "vecrank" command, as I do not get any results and STATA tells me that it "cannot fit model because of collinearity". I was wondering if there is anything I can do to achieve results for my question, or if I simply cannot perform a Time Series Analysis for my data? Any help would be greatly appreciated, Thank you in advance, Kind Regards, Naz.
I am new to STATA and trying to do a Time Series Analysis, using data for Exchange Rates, Interest Rates and Quantitative Easing in the UK, as I am trying to determine if the latter two have a significant impact on (and cause) the former. When conducting my Time Series Analysis all is well until I use the "vecrank" command, as I do not get any results and STATA tells me that it "cannot fit model because of collinearity". I was wondering if there is anything I can do to achieve results for my question, or if I simply cannot perform a Time Series Analysis for my data? Any help would be greatly appreciated, Thank you in advance, Kind Regards, Naz.
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