Hi

There is little chance you get an answer, if you do not give a reproducible
example:
http://www.r-project.org/posting-guide.html

Best


2013/5/9 Wei-han Liu <weihanliu2002@yahoo.com>

> Hi R users:
>
> I am trying PLM package (Linear Models for Panel Data) with some big
> high-frequency financial dataset.
>
> It keeps me giving me the following error message when dealing with
> higher frequency data but it handles well for lower frequency dataset.
> Command pggls is used for the general FGLS estimators.
>
> pggls(X.RETURN. ~ IOB + IOBS,data=E, model = "pooling")
> Error in array(NA, dim = c(nother, nother, ncond), dimnames =
> list(other.names,  :
>   'dim' specifies too large an array
> Calls: pggls -> array
>
>
> Would you recommend some solution hint for the error in array if possible?
>
> Thanks,
>
> Weihan
>         [[alternative HTML version deleted]]
>
>
> _______________________________________________
> R-SIG-Finance@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

	[[alternative HTML version deleted]]

