[R] setar function error message

[Pascal Oettli]

Hello,

Your problem is nto reproducible without the complete "a" dataset.

Regards,
Pascal


Le 23/07/2012 09:49, Ario Ario a écrit :
> Hi all,
>
> I have problem to estimate a SETAR model. I always get an error message.
> Here is the code:
>
> ## there are 4175 observation in the series (a).
>
>> a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480
> [10] 1.496498
>
>> library("tsDyn")
>
>> selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2
> Using maximum autoregressive order for high regime: mH = 2
> Searching on 1552 possible threshold values within regimes with
> sufficient ( 15% ) number of observations
> Searching on  6208  combinations of thresholds ( 1552 ), thDelay ( 1
> ), mL ( 2 ) and MM ( 2 )
> Results of the grid search for 1 threshold
>     thDelay mL mH       th pooled-AIC
> 1        0  2  2 1.674402  -43590.12
> 2        0  2  2 1.674218  -43588.81
> 3        0  2  2 1.673758  -43588.24
> 4        0  2  2 1.674011  -43588.19
> 5        0  2  2 1.674480  -43587.85
> 6        0  2  2 1.673988  -43587.62
> 7        0  2  2 1.673666  -43587.56
> 8        0  2  2 1.674471  -43587.16
> 9        0  2  2 1.673620  -43586.51
> 10       0  2  2 1.673574  -43585.83
>
>> mod.star <- setar(a, m=2, steps=5, thDelay=0, th=1.674402)Error in rep(NA, length(x) - length(reg)) : invalid 'times' argument
>
>
> Would someone tell me the meaning of this error message? and how to solve
> the problem?
>
>
> Kind Regards,
> Ario
>
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>
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