error in "ca.jo"

Hi Jeff,

From your words (if our words really describe us), I hope you don't expect

me to teach you that this is "r-help" room. I don't expect you to tell me
that I am a layman. I already know it and that is why I am here seeking a
help. If I am an expert of things I asked here, there is no need for me to
come here with such "stupid (in your understanding)" question. I know there
are people on this planet who consider themselves advanced only when they
meet stupid people like me - you may be one of them. It is always helpful
for others if you could write a single line with a helping mind than
writing tones of useless junk words. R is applied statistical language, to
be used in different professions. So, don't expect all R users to be
"experts" like you are. If you can't help people, at least keep yourself
away from helping environment.

Cheers

Bukana


On Tue, Dec 24, 2013 at 5:23 PM, Jeff Newmiller <jdnewmil at dcn.davis.ca.us>wrote:

Once you start describing your code in language that indicates you have
read some of the recommended materials, we can make some progress. For
example, you are still posting in HTML format so your code is getting
mangled (see Posting Guide). You don't seem to understand what tryCatch
does (see ?tryCatch; hint... it does not alter the result returned by
ca.jo, nor does it guarantee that any result will be returned). For that
matter, you don't seem to understand how to give valid inputs to ca.jo,
but then you don't seem to understand how to provide a reproducible example
either (see for example
http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example
).

In short, if you ask us why one divided by zero doesn't give 3, we have to
wonder if you don't belong in some other educational forum, because this is
not a mathematics theory support group... it is about R. Please read or
otherwise absorb the recommended background materials mentioned here and
then ask clear questions here about R, or find some one-on-one help offline.
---------------------------------------------------------------------------
Jeff Newmiller                        The     .....       .....  Go Live...
DCN:<jdnewmil at dcn.davis.ca.us>        Basics: ##.#.       ##.#.  Live
Go...
                                      Live:   OO#.. Dead: OO#..  Playing
Research Engineer (Solar/Batteries            O.O#.       #.O#.  with
/Software/Embedded Controllers)               .OO#.       .OO#.  rocks...1k
---------------------------------------------------------------------------
Sent from my phone. Please excuse my brevity.

mamush bukana <mamushbukana at gmail.com> wrote:

Dear Pat,
I tried your suggestion:
for(i in 1:N1){
for(j in 1:N2){
co<-tryCatch(ca.jo <http://ca.jo>(data.frame(cbind(y2[
i,j,],y1[i,j,])),type="trace", K=2,
spec="transitory",ecdet="const",season=NULL,dumvar=NULL),error=function(e)
NaN)
}}

and the earlier error does not show up. However, when I try to extract
some
results from the "co.jo" function, it does not work the way it does
without
the "tryCatch" thing and there appears another error. For example:

for(i in 1:N1){
for(j in 1:N2){
co<-tryCatch(ca.jo <http://ca.jo>(data.frame(cbind(y2[
i,j,],y1[i,j,])),type="trace", K=2,
spec="transitory",ecdet="const",season=NULL,dumvar=NULL),error=function(e)
NaN)

cor1<-cajorls(co,r=1)
}}

Error in cajorls(vecm, r = 1) :
Please, provide object of class 'ca.jo' or 'cajo.test' as 'z'.

So it seems "tryCatch" is disabling "ca.jo" from running properly. My
intention is to run this function ("ca.jo") and extract some estimates
for
further computation.

regards

Bukana







On Mon, Dec 23, 2013 at 5:09 PM, Patrick Burns
<pburns at pburns.seanet.com>wrote:

There is a fundamental problem with your
code, and there is the problem that you
have (sort of) identified.

The fundamental problem is that you are
only going to get the results of the last
call to 'ca.jo' that is done -- assuming
it were to run.  You presumably want to
save some information from each of the
computations.

You can get the loops to run even when you
run into an error with some combinations
by using 'try' or 'tryCatch'.  There is an
example in Circle 8.3.13 of 'The R Inferno'.

http://www.burns-stat.com/documents/books/the-r-inferno/

If you have a question related to the actual
function as opposed to general problems with
R, then the r-sig-finance mailing list would
be appropriate (you need to subscribe before
posting).

I'm not sure if this is enough of a hint for
you or not.  If not, then trying to formulate
a more explicit question might help.  (There
are some suggestions in Circle 9 of 'The R
Inferno'.)

Pat



On 23/12/2013 17:07, mamush bukana wrote:

Dear all,
I fit co-integration function between two integrated variables(y1

and y2)

over different grid points:

for(i in 1:N1){
for(j in 1:N2){
co<-ca.jo(data.frame(cbind(y2[i,j,],y1[i,j,])),type="trace", K=2,
spec="transitory",ecdet="const",season=NULL,dumvar=NULL)
}}

I have already extracted grid points with integrated time series.

However,

when I run the above function, there happens an error

Error in solve.default(t(V) %*% SKK %*% V) :
   system is computationally singular: reciprocal condition number =
1.10221e-35

May you suggest me how to fix this problem please?

Thanks in advance

        [[alternative HTML version deleted]]

--
Patrick Burns
pburns at pburns.seanet.com
twitter: @burnsstat @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of:
 'Impatient R'
 'The R Inferno'
 'Tao Te Programming')

      [[alternative HTML version deleted]]

        [[alternative HTML version deleted]]