[R] problem with urca package

[Achim Zeileis]

On Wed, 12 Nov 2008, hassen62 at voila.fr wrote:

> Dear R users,
> I have the joined txt file in the following direct directory C://
> I have written the following lines:
> library(urca);
> PIBTUN<-read.table("C:/AF.txt", header=F);
> ur.df(PIBTUN,type='none',lags=1)
> but I have obtained the following message:
> Error in embed(z, lags) : 'x' is not a vector or matrix
> I don't What's the problem,

The problem is that you haven't read the help page. The first argument of 
ur.df() should be a vector but you supply a data.frame. As your data just 
contains a single column, you probably want
   PIBTUN <- PIBTUN[,1]
which stores the data as a vector. After that the ur.df() call above 
should work.
Z

> can you please help me
> Thank you in advance
>
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