Error message using normality test in vars

2 messages · David Kaplan, Pfaff, Bernhard Dr.

Thu, Dec 28, 2006 1:03 PM #

Hi all,

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.

Thanks in advance,

David

=======================================================================
David Kaplan, Ph.D.
Professor
Department of Educational Psychology
University of Wisconsin - Madison
Educational Sciences, Room 1061
1025 W. Johnson Street
Madison, WI 53706

email: dkaplan at education.wisc.edu
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Phone: 608-262-0836
Fax:   608-262-0843

Pfaff, Bernhard Dr.

Fri, Dec 29, 2006 5:17 AM #

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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