Problem Note 63601: PROC VARMAX issues "ERROR: Eigenvalue computation failed" for some model specifications and data
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Eigenvalues and eigenvectors are computed and used internally by PROC VARMAX in many calculations. For some data sets and model specifications, PROC VARMAX returns the following error message and stops processing if an approximation of the eigenvalues and eigenvectors has to be used:
The approximation of the eigenvalues and eigenvectors results in only a slight loss of accuracy. Therefore, the requirement of "exact" eigenvalues and eigenvectors is considered to be too restrictive.
There is no circumvention that would allow the procedure to continue processing in all possible cases when the above error is issued. If the variables listed in the MODEL statement have widely varying scales, then rescaling the data to a more similar scale for all variables might avoid the error and allow the procedure to continue processing.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/ETS | z/OS | 14.1 | 9.4 TS1M3 | ||
| z/OS 64-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft® Windows® for x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Enterprise 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Enterprise x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Pro 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Pro x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Enterprise 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Enterprise x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Pro 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Pro x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 10 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 R2 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 for x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 Datacenter | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 R2 Datacenter | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 R2 Std | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 Std | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Enterprise 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Enterprise x64 | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Home Premium 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Home Premium x64 | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Professional 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Professional x64 | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Ultimate 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Ultimate x64 | 14.1 | 9.4 TS1M3 | ||||
| 64-bit Enabled AIX | 14.1 | 9.4 TS1M3 | ||||
| 64-bit Enabled Solaris | 14.1 | 9.4 TS1M3 | ||||
| HP-UX IPF | 14.1 | 9.4 TS1M3 | ||||
| Linux for x64 | 14.1 | 9.4 TS1M3 | ||||
| Solaris for x64 | 14.1 | 9.4 TS1M3 | ||||
A fix for this issue for SAS/ETS 15.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/E4E.html#63601A fix for this issue for SAS/ETS 14.3 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/B6N.html#63601A fix for this issue for SAS/ETS 14.2 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/A5K.html#63601A fix for this issue for SAS/ETS 14.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/V24.html#63601| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Econometrics Analytics ==> Financial Analysis Analytics ==> Forecasting Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> VARMAX |
| Date Modified: | 2019-02-12 13:34:59 |
| Date Created: | 2019-02-04 14:01:25 |