[R] Help regarding tersvirta.test

[Dennis Murphy]

Hi:

Works for me:

> library(tseries)
Loading required package: quadprog
Loading required package: zoo

    ‘tseries’ version: 0.10-25

    ‘tseries’ is a package for time series analysis and computational
    finance.

    See ‘library(help="tseries")’ for details.
> x<- as.ts(rnorm(1000))
> str(x)
 Time-Series [1:1000] from 1 to 1000: -2.221 0.183 0.381 -0.263 0.19 ...
> terasvirta.test(x)

        Teraesvirta Neural Network Test

data:  x
X-squared = 0.8622, df = 2, p-value = 0.6498


Did you load the tseries package before trying to call the function?
If so, perhaps you need to upgrade your R version and/or your version
of the tseries package.

> sessionInfo()
R version 2.13.1 (2011-07-08)
Platform: x86_64-pc-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  grid      methods
[8] base

other attached packages:
 [1] tseries_0.10-25 zoo_1.6-5       quadprog_1.5-4  ismev_1.36
 [5] sos_1.3-1       brew_1.0-6      lattice_0.19-30 ggplot2_0.8.9
 [9] proto_0.3-9.2   reshape_0.8.4   plyr_1.5.2

loaded via a namespace (and not attached):
[1] tools_2.13.1


Dennis


On Sun, Jul 10, 2011 at 3:17 PM, Aravind R.N <aravindrn at gmail.com> wrote:
> Hi,
>
> I tried running the function terasvirta.test in the package tseries
> for a univariate tseries object.
>
> For eg.
>
> x<- as.ts(rnorm(1000))
> terasvirta.test(x)
>
> I get the following error
> Error in as.matrix(y) : argument "y" is missing, with no default
>
> The function seems to expect a default y argument for regressing. The
> package source contains a function as mentioned below
>
> terasvirta.test.ts <-
> function(x, lag = 1, type = c("Chisq", "F"), scale = TRUE, ...)
>
> When i try to call this , it gives an error sating function not available.
>
> Please do help. Thanks
> --
>
> Thanks and Regards,
> Aravind Nadarajan
>
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