For some data and model specifications, PROC VARMAX may return the error:

and continue processing.

This exception may be returned if the error covariance matrix is non-positive definite. In this case, the procedure should issue a descriptive error message about the covariance matrix and then stop processing. When the above Read Access Violation error is issued, the results generated by the procedure should be interpreted with caution.

If the variables used in the analysis performed by PROC VARMAX have a large disparity in overall scale, then a possible circumvention for the problem is to transform the variables so they have a comparable scale. Transforming the variables to a similar scale may help prevent the condition of a non-positive definite error covariance matrix.

Select the Hot Fix tab in this note to access the hot fix for this issue.

Operating System and Release Information

A fix for SAS 9.1.3 (9.1 TS1M3) for this issue is available at:

A fix for SAS 9.1.3 (9.1 TS1M3) with Asian Language Support (DBCS) for this issue is available at :