
> Hi,
> 
> I want to calculate the t- and p-values for a linear model using the Newey West estimator.
>  I tried this Code and it usually worked just fine:
> 
> > oberlm <- lm(DYH ~ BIP + Infl + EOil, data=HU_H)
> > coeftest(oberlm, NeweyWest(oberlm, lag=2))
> 
> t test of coefficients:
> 
>               Estimate Std. Error  t value Pr(>|t|)    
> (Intercept)  0.1509950  0.0743832   2.0300 0.179486    
> BIP         -5.5131683  1.2536813  -4.3976 0.048016 *  
> Infl        -0.0623530  0.0036215 -17.2175 0.003356 ** 
> EOil         8.6762170  0.0853216 101.6884 9.67e-05 ***
> ---
> Signif. codes:  0 > '> ***> '>  0.001 > '> **> '>  0.01 > '> *> '>  0.05 > '> .> '>  0.1 > '>  > '>  1 
> 
> 
> 
> But then I got an error and I don't understand what it means or even why it occurs now:
> 
> > oberlm <- lm(DYI ~ BIP + BrInv_bw + EOil, data=HU_I)
> > coeftest(oberlm, NeweyWest(oberlm, lag=2))
> Fehler in if ((dimension < 1) | (dimension > n)) stop("wrong embedding dimension") : 
>   Argument hat Länge 0
> Zusätzlich: Warning message:
> In log(det(varE[[m - order.min + 1]])) : NaNs wurden erzeugt
> 
> Can anyone understand there the problem is?
> 
> Best, 
> Marina

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