Hi Munaza. I've retired this list, so in the future please post your questions to
discuss.sincxpress.com.
The covariance matrices look OK, but the eigenvalues are all 1, which is the null hypothesis value. That means that your two covariance matrices are basically the same as each other. The time series data don't look like typical EEG data. To be honest, the time series look like noise. You might want to have a closer look at the data to see if something went wrong somewhere. Or try creating S and R from data features you expect to be more different from each other.