Error Using dwtest

Hello all-
	I have two time series, Index1stdiff and Comps1stdiff.  I regressed
the first on the second and R returned the summary stats I expected.
 Then I looked at and plotted the residuals.  I then wanted to
assess autocorrelation characteristics and tried to run a
Durbin-Watson using:

	library(lmtest)

dwtest(formula=Index1stdiff~Comps1stdiff,alternative=c("greater"))

	I am getting the following error:

	Error in solve.default(crossprod(X), tol = tol) :
        Lapack routine dgesv: system is exactly singular

Can anyone assess why my attempt crashes?  I tried this earlier on
what I thought was similar data and was returned an answer for "d"
and a "p-value".
It means that the cross product X'X of your model matrix X, which is 
computed by

  X <- model.matrix(formula, data = data)

is exactly singular and thus cannot be inverted. In such a case 
dwtest() cannot compute the p value. You might want to try 
durbin.watson() in the package car which uses a different approach for 
computing the p value.
Best,
Z
Thanks in advance for your assistance.
Rick

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Error Using dwtest

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