If you request the partial correlation matrices in PROC VARMAX by specifying the PRINT=(PCORR) option in the MODEL statement, the correlations might not be computed. When this happens, one or more the following messages are written to the SAS log:
ERROR: Eigenvalue computation failed. The VARMAX procedure stopped processing further steps.
WARNING: The Partial Correlations cannot be computed.
ERROR: An exception has been encountered.
Please contact technical support and provide them with the following traceback information:
The SAS task name is [VARMAX]
ERROR: Read Access Violation VARMAX
Segmentation Violation
This problem can also occur when the PRINTALL option is specified because this option includes a request for the partial correlation matrices.
There is no workaround for obtaining the partial correlation matrices for certain data sets. To avoid the error messages, do not specify the options PRINT=(PCORR) or PRINTALL.