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setar function error message

Mon, Jul 23, 2012 2:28 AM

Hello,

It works for me (with a warning message), by adding this line before the 
setar procedure:

 > a <- as.ts(a)

As I don't know the time step, thus it is only a pseudo time-series.

Regards,
Pascal


Le 23/07/2012 18:18, Ario Ario a ?crit :

Hi,
I apologize for not attaching a complete dataset. The dataset contains only
1000 observations. Please find it in the attachment. Thanks

(Ario)



On Mon, Jul 23, 2012 at 3:46 PM, Pascal Oettli <kridox at ymail.com> wrote:

Hello,

Your problem is nto reproducible without the complete "a" dataset.

Regards,
Pascal


Le 23/07/2012 09:49, Ario Ario a ?crit :

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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Thread (4 messages)

Ario Ario setar function error message Jul 22 Pascal Oettli setar function error message Jul 23 Ario Ario setar function error message Jul 23 Pascal Oettli setar function error message Jul 23