[R] star models

malda at unizar.es malda at unizar.es
Sat Aug 28 17:08:26 CEST 2010

I am traying to implement an STAR model, but I have some problems.
I am following the instruction of the model, that they are in:


  that they are from:


The model is:
star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh,  
thDelay, thVar, sig=0.05, trace=TRUE, control=list(), ...)

I have implemented the example:
mod.star <- star(log10(lynx), m=2, mTh=c(0,1), control=list(maxit=3000))

However, when I put my variables from my data.frame, R does not find  
my variables, so, for this reason I have try to create a matrix with  
my data variables, and to implement the model with the matrix, but I  
can not create the matrix, either.

Please, could someone help me to implement this model?


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