Your model has a unit root, which implies you need to use the diffuse_filter option. But even with it, the model does not work, because pretty much all your variables are non-stationary. My guess is that there is still a bug in your model.
Your model has a unit root, which implies you need to use the diffuse_filter option. But even with it, the model does not work, because pretty much all your variables are non-stationary. My guess is that there is still a bug in your model.