[R] star models

[malda at unizar.es]

Hi,
I am traying to implement an STAR model, but I have some problems.
I am following the instruction of the model, that they are in:

http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html

  that they are from:

http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn

The model is:
star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh,  
thDelay, thVar, sig=0.05, trace=TRUE, control=list(), ...)

I have implemented the example:
mod.star <- star(log10(lynx), m=2, mTh=c(0,1), control=list(maxit=3000))
mod.star

However, when I put my variables from my data.frame, R does not find  
my variables, so, for this reason I have try to create a matrix with  
my data variables, and to implement the model with the matrix, but I  
can not create the matrix, either.

Please, could someone help me to implement this model?

Thanks.
  Mercedes.