Greetings. I want to report an issue I've discover when estimating a VECM model with trend option, looks like when estimating the trend, the serial correlation test and the normality test cannot be estimate.

I thought this would be a one time error, however i've tested it on 3 different time series data bases, and the conclusions is that after a VECM with trend, the commands of vecmarl and vecnorm, jbera cannot estimate the results of the test.

The error is general for what i've been testing, other VECM estimations with (restricted constant, no constant, drift) have no troubles.

I'll leave an example of what the error looks like.

Code:
 vec log_PIB_r log_Military_S_r, lag(3) trend(trend)


Vector error-correction model

Sample:  1953 - 2014                            Number of obs     =         62
                                                AIC               =  -5.013312
Log likelihood =  170.4127                      HQIC              =  -4.811255
Det(Sigma_ml)  =   .000014                      SBIC              =  -4.498682

Equation           Parms      RMSE     R-sq      chi2     P>chi2
----------------------------------------------------------------
D_log_PIB_r           7     .029485   0.7528   167.4535   0.0000
D_log_Military~r      7     .145817   0.3055   24.19635   0.0011
----------------------------------------------------------------

------------------------------------------------------------------------------------
                   |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------------+----------------------------------------------------------------
D_log_PIB_r        |
              _ce1 |
               L1. |  -.0369507   .0182902    -2.02   0.043    -.0727988   -.0011026
                   |
         log_PIB_r |
               LD. |   .4199505   .1275807     3.29   0.001     .1698969    .6700041
              L2D. |   .2141882   .1306261     1.64   0.101    -.0418343    .4702107
                   |
  log_Military_S_r |
               LD. |   .0265396   .0272462     0.97   0.330     -.026862    .0799411
              L2D. |   .0391178   .0261992     1.49   0.135    -.0122317    .0904674
                   |
            _trend |  -.0000329   .0002105    -0.16   0.876    -.0004455    .0003797
             _cons |   .0150881   .0099484     1.52   0.129    -.0044104    .0345866
-------------------+----------------------------------------------------------------
D_log_Military_S_r |
              _ce1 |
               L1. |  -.2698643   .0904541    -2.98   0.003    -.4471511   -.0925775
                   |
         log_PIB_r |
               LD. |   .3414482     .63095     0.54   0.588    -.8951912    1.578088
              L2D. |   .6698477   .6460111     1.04   0.300    -.5963108    1.936006
                   |
  log_Military_S_r |
               LD. |  -.0068011   .1347459    -0.05   0.960    -.2708983     .257296
              L2D. |  -.1033091   .1295682    -0.80   0.425    -.3572581    .1506399
                   |
            _trend |   4.51e-06   .0010411     0.00   0.997     -.002036     .002045
             _cons |   .0265753   .0491999     0.54   0.589    -.0698546    .1230053
------------------------------------------------------------------------------------

Cointegrating equations

Equation           Parms    chi2     P>chi2
-------------------------------------------
_ce1                  1   13.45587   0.0002
-------------------------------------------

Identification:  beta is exactly identified

                 Johansen normalization restriction imposed
----------------------------------------------------------------------------------
            beta |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
_ce1             |
       log_PIB_r |          1          .        .       .            .           .
log_Military_S_r |   1.284193   .3500859     3.67   0.000     .5980377    1.970349
          _trend |  -.1041789          .        .       .            .           .
           _cons |   -19.4083          .        .       .            .           .
----------------------------------------------------------------------------------

. veclmar, mlag(2)
error computing temporary var estimates
r(111);

. vecnorm, jbera
error computing temporary var estimates
r(111);