[R] Error message using normality test in vars

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Fri Dec 29 14:17:20 CET 2006


>
>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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