Message-ID: <E4A9111DA23BA048B9A46686BF727CF461BE9C@DEFRAXMB01.corp.amvescap.net>
Date: 2006-12-29T13:17:20Z
From: Pfaff, Bernhard Dr.
Subject: Error message using normality test in vars
In-Reply-To: <4594311D.2080807@education.wisc.edu>
>
>I'm running a vector-time series model with the vars package. When I
>test the univariate and multivariate normality of the residuals using
>normality(), I get the results, but also this warning
>
>Warning messages:
>1: longer object length
> is not a multiple of shorter object length in: b2 - rep(3, 4)
>2: longer object length
> is not a multiple of shorter object length in: b2 - rep(3, 4)
>
>
>What does this mean and do I need to worry about it.
>
Dear David,
thanks for pointing this out. The warning is caused in the calculation
of the kurtosis in function .jb.multi which is contained in
R/internal.R. The relevant expression should be 'rep(3, K)'. An updated
version of package 'vars' will be submitted in due course. I will ship
you version of the corrected package off list.
Best,
Bernhard
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