Thank you for your answers!!!

My  computer:

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Windows 7 Professional

Service Pack 1

Dell, Optiplex 390

Intel(R) core(TM) i3-2120 CPU @ 3.30GHz 3.30 GHz

8.00 GB RAM

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Now i run the code in gretl 2015e-git

gretl crashes when the number of series is

129, 131 133 135, 137,145

"Oddly", i have a dataset of 131 series to replicate a paper on "Principal components estimation and identification of static factors" (Bai & Ng, 2013)

Below I give the code again. (thanks ...)

nulldata 600
setobs 1 1 --special-time-series

list xlist = null
loop i=1..129 --quiet
series x$i = normal()
xlist += x$i
endloop

scalar cT = $nobs
scalar cK = nelem(xlist)

matrix mX = {xlist}

mXdm = (mX .- meanc(mX))/cT

matrix XtX = (mXdm'mXdm)

matrix Ve0 = {} #ascending eigenvectors
scalar temp = rcond(XtX)

matrix Va0 = eigensym( XtX , &Ve0 )