Warning: Rank deficient, rank = 50, tol = 6.092904e-13.

I have this result when running my programme even if data seem to be ok (11 columns and 3422 rows of volatility series):

Warning: Rank deficient, rank = 50, tol = 6.092904e-13.

> In fvar (line 135)

In ej_elena1 (line 141)

Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 2.427864e-33.

> In ols (line 47)

In fvar (line 81)

In ej_elena1 (line 141)

Error using fdis_prb (line 31)

negative or zero dof in fdis_prb

Error in fvar (line 143)

results(j).fprob = fdis_prb(ftest,nlag,nobse-k);

[Walter Roberson]

A matrix with 11 columns cannot have rank more than 11.

[economics student]

but then I can pnly account for eleven days of volatility! this did not happen when the series where shorter but nevertheless more than 2000 rows.

[economics student]

how can i reduce the rank?

[Walter Roberson]

Is fdis_prb referring to https://www.mathworks.com/matlabcentral/fileexchange/75943-var_toolbox_2-0_2015-08-12-v2 ?

[economics student]

refers to this folder - see attached. It could be a factor Vector Autorregressive model.

[economics student]

Im updating the data with recent days and shall try to calculate volatilities with logarithms to see if the series appear as less alike.

[economics student]

thanks!