# Dynare EstimationThe forecast error variance in the multivariate Kalman filter became singular

Hi,
Im trying to estimate the basic NK model Gali (2008). I have 3 observables variables, output gap, interest rate and CPI and 3 shocks. When I get to estimate the model using my data it shows me this errors:
initial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.
initial_estimation_checks:: This is often a sign of stochastic singularity, but can also sometimes happen by chance
initial_estimation_checks:: for a particular combination of parameters and data realizations.
initial_estimation_checks:: If you think the latter is the case, you should try with different initial values for the estimated parameters.

ESTIMATION_CHECKS: There was an error in computing the likelihood for initial parameter values.
ESTIMATION_CHECKS: If this is not a problem with the setting of options (check the error message below),
ESTIMATION_CHECKS: you should try using the calibrated version of the model as starting values. To do
ESTIMATION_CHECKS: this, add an empty estimated_params_init-block with use_calibration option immediately before the estimation
ESTIMATION_CHECKS: command (and after the estimated_params-block so that it does not get overwritten):

Hope someone helps me find out the mistake, thank you in advance.
dateNK.xlsx (30.5 KB)
untitled3.mod (1.5 KB)

The model implies an exact linear combination between these three variables. That will not work. See e.g.