Hello, I am trying to construct a cholesky decomposition matrix for my regression. I have regressed a vector error correction model with variables employment, gross value added (gva), electricity produced (elec) and year (set as time variable tsset) as below:

vec d2.emp d2.gva d3.elec, rank (2) lags (3)
matrix cv2=cholesky(V)

STATA returned with a message saying 'cholesky not found'. Any help on this would be appreciated, thank you!