Hi, 

 

I am trying to run the following code and it seems to be very
temperamental. After a few successful runs I started receiving the error
message from running test = VAR(y,....). Could you please advise why the
code would work several times and then start sending back the error
message or provide any advice on how to fix this error?

 

 

y = cbind(check, unemp.s[1:105], yld.s.qq[1:105])

library(vars)

test = VARselect(y, lag.max = 10, type = c("const"),

season = 4, exogen =NULL)#c("unemploy[3:n]", "yield.curve[3:n]"))

 

test =VAR(y, p = 2, type = c( "both"),

season = NULL, exogen =NULL, lag.max = NULL,

ic = c("AIC"))

 

" Error in terms.formula(formula, data = data) : 

  duplicated name 'X.l1' in data frame using '.' "

 

 

Thanks for the help,

 

 

Morgan K. Boyce

Global Product Solutions - Finance

Phone: 704-386-4074

 


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