Error When Run the BEKK(1,1)

General
1

Hello,
I have a VAR-BEKK-GARCH project. First, I run the VAR() function on var package to make a VAR model for 2-time-series data and getting the residuals matrix from it. After that, I use BEKK11() function on mts package for making the BEKK(1,1) model but I getting the error

Error in solve.default(Hessian) : 
  Lapack routine dgesv: system is exactly singular: U[1,1] = 0

What should I do?
Thanks.

2

See this S/O post. Happens when the matrix lacks an inverse, possibly because the algorithm had to try division by zero

3

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