[R] help

yadav neog yadavneog at gmail.com
Tue Nov 21 09:48:08 CET 2017

I am working on  Johansen cointegration test,  using urca and var package.
in the selection of var, I have got following results.

>VARselect(newd, lag.max = 10,type = "none")

AIC(n)  HQ(n)  SC(n) FPE(n)
     6      6      6      5

                   1             2             3             4
 5    6    7    8    9
AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01
 NaN -Inf -Inf -Inf -Inf
HQ(n)  -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01
 NaN -Inf -Inf -Inf -Inf
SC(n)  -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01
 NaN -Inf -Inf -Inf -Inf
FPE(n)  2.700145e-17  2.114513e-17  5.350381e-17  2.035215e-17
-9.147714e-65    0    0    0    0
AIC(n) -Inf
HQ(n)  -Inf
SC(n)  -Inf
FPE(n)    0

Warning messages:
1: In log(sigma.det) : NaNs produced
2: In log(sigma.det) : NaNs produced
3: In log(sigma.det) : NaNs produced

so do in my ca.jo test... I have found similar NaNs results. please help me
in solving the problem.
Yadawananda Neog
Research Scholar
Department of Economics
Banaras Hindu University
Mob. 9838545073

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