Error message from vignette strucchange-intro example
Thomas:
I am just studying the following example from vignette: strucchange-intro,
With problems like this, please contact the package maintainer, or at least Cc.
contineousely ending up in an error.
This is the given code:
1. library(strucchange)
2. data(USIncExp)
3. if (!"package:stats" %in% search()) library(ts)
4. USIncExp2 <- window(USIncExp, start = c(1985, 12))
A.Modelling:
coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))
coint.res <- lag(ts(coint.res, start = c(1985, 12), freq = 12),k = -1)
USIncExp2 <- cbind(USIncExp2, diff(USIncExp2), coint.res)
USIncExp2 <- window(USIncExp2, start = c(1986, 1), end = c(2001,2))
#here is what eval is looking for in vain: diff.expenditure
colnames(USIncExp2) <-
c("income","expenditure","diff.income","diff.expenditure","coint.res")
But until here the code is working, right? You've got a multivariate time series object now with the above column names, haven't you?
B. Error correction formula ecm.model <- diff.expenditure ~ coint.res + diff.income C. Using EFP (OLS) test function ocus <- efp(ecm.model, type = "OLS-CUSUM", data = USIncExp2) Both commads under C give me : ------------------------------------------------------------------- Error in eval(expr, envir, enclos) : Object "diff.expenditure" not found---------------------------------------------------------------- --- Since quite some time I am sitting here and wonder whether there is an error in the given code or if it my simple inability to catch up with a self-breed error (???)
Looks like the latter. I tried this with the CRAN versions of strucchange, sandwich and zoo with R --vanilla (in 2.0.0) and had no problems. Also the daily CRAN checks don't indicate that something went wrong: http://cran.r-project.org/src/contrib/checkSummary.html I suggest that you have another thorough look. If you find something str(ucch)ange, you can also contact me off-list. Z
---------------------------------------------- platform i386-pc-linux-gnu arch i386 os linux-gnu system i386, linux-gnu status major 2 minor 0.0 year 2004 month 10 day 04 language R ------------------------------------------------ Maybe someone to direct my delusion to something helpful, so far I've looked for typos and alike, as far I can say the code should work, isn't it? Thomas
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