arma singular matrix

[joep]

import numpy as np
import scikits.statsmodels.api as sm

singular matrix with zero autocorrelation timeseries in ARMA ?

exog = sm.add_constant(np.random.randn(100, 2), prepend=True)
endog = exog.sum(1) + 0.2 * np.random.randn(100)

modarma = sm.tsa.ARMA(endog)
resarma = modarma.fit(order=(1,1))

Optimization terminated successfully.
         Current function value: 6.341930
         Iterations 12
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "sm_overview.py", line 36, in <module>
    resarma = modarma.fit(order=(1,1))
  File "E:\Josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\tsa\arima_model.py", line 375, in fit
    bounds=bounds, iprint=disp)
  File "C:\Python26\lib\site-packages\scipy\optimize\lbfgsb.py", line 196, in fmin_l_bfgs_b
    f, g = func_and_grad(x)
  File "C:\Python26\lib\site-packages\scipy\optimize\lbfgsb.py", line 142, in func_and_grad
    f = func(x, *args)
  File "E:\Josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\tsa\arima_model.py", line 343, in <lambda>
    loglike = lambda params: -self.loglike_kalman(params)
  File "E:\Josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\tsa\arima_model.py", line 203, in loglike_kalman
    return KalmanFilter.loglike(params, self)
  File "E:\Josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\tsa\kalmanf\kalmanfilter.py", line 632, in loglike
    Q_0 = dot(inv(identity(m**2)-kron(T_mat,T_mat)),
  File "C:\Python26\lib\site-packages\numpy\linalg\linalg.py", line 445, in inv
    return wrap(solve(a, identity(a.shape[0], dtype=a.dtype)))
  File "C:\Python26\lib\site-packages\numpy\linalg\linalg.py", line 328, in solve
    raise LinAlgError, 'Singular matrix'
numpy.linalg.linalg.LinAlgError: Singular matrix