Dear All, 

I,m trying to fulfill a constraint nonparametric quantile regression
analysis for monthly stock index  and gdp (159 cases of data) using rqss
function of quantreg package. I need to specify that stock prices are
nondecreasing with growing gdp. 

I tried the following simple code

fit1<-rqss(stock~gdp)
fit2<-rqss(stock~qss(gdp,constraint="I")+time)

but R produces an error message

for the firsts line of the code
Error in rqss.fit(X, Y, tau = tau, rhs = rhs, nsubmax = nsubmax, nnzlmax =
nnzlmax,  : 
object 'rhs' is not found

for the second line of the code
Error in D %*% B : NA/NaN/Inf when calling external function (argument 7)

If I use returns instead of prices, the analysis goes. But I need to regress
prices.
What is wrong in my specification? Are there any restrictions in the rqss
approach?

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