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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