[R] setar function error message

Ario Ario garionet at gmail.com
Mon Jul 23 11:18:08 CEST 2012


Hi,
I apologize for not attaching a complete dataset. The dataset contains only
1000 observations. Please find it in the attachment. Thanks

(Ario)



On Mon, Jul 23, 2012 at 3:46 PM, Pascal Oettli <kridox at ymail.com> wrote:

> Hello,
>
> Your problem is nto reproducible without the complete "a" dataset.
>
> Regards,
> Pascal
>
>
> Le 23/07/2012 09:49, Ario Ario a écrit :
>
>> Hi all,
>>
>> I have problem to estimate a SETAR model. I always get an error message.
>> Here is the code:
>>
>> ## there are 4175 observation in the series (a).
>>
>>  a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463
>>> 1.496429 1.496549 1.496480
>>>
>> [10] 1.496498
>>
>>  library("tsDyn")
>>>
>>
>>  selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL
>>> = 2
>>>
>> Using maximum autoregressive order for high regime: mH = 2
>> Searching on 1552 possible threshold values within regimes with
>> sufficient ( 15% ) number of observations
>> Searching on  6208  combinations of thresholds ( 1552 ), thDelay ( 1
>> ), mL ( 2 ) and MM ( 2 )
>> Results of the grid search for 1 threshold
>>     thDelay mL mH       th pooled-AIC
>> 1        0  2  2 1.674402  -43590.12
>> 2        0  2  2 1.674218  -43588.81
>> 3        0  2  2 1.673758  -43588.24
>> 4        0  2  2 1.674011  -43588.19
>> 5        0  2  2 1.674480  -43587.85
>> 6        0  2  2 1.673988  -43587.62
>> 7        0  2  2 1.673666  -43587.56
>> 8        0  2  2 1.674471  -43587.16
>> 9        0  2  2 1.673620  -43586.51
>> 10       0  2  2 1.673574  -43585.83
>>
>>  mod.star <- setar(a, m=2, steps=5, thDelay=0, th=1.674402)Error in
>>> rep(NA, length(x) - length(reg)) : invalid 'times' argument
>>>
>>
>>
>> Would someone tell me the meaning of this error message? and how to solve
>> the problem?
>>
>>
>> Kind Regards,
>> Ario
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________**________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help>
>> PLEASE do read the posting guide http://www.R-project.org/**
>> posting-guide.html <http://www.R-project.org/posting-guide.html>
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
>
-------------- next part --------------
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822	1.554792
823	1.554756
824	1.554429
825	1.554671
826	1.554852
827	1.554307
828	1.554731
829	1.554550
830	1.554550
831	1.554513
832	1.554550
833	1.554429
834	1.554332
835	1.554368
836	1.554610
837	1.554792
838	1.554671
839	1.554792
840	1.554913
841	1.554792
842	1.554701
843	1.554792
844	1.554429
845	1.554792
846	1.554913
847	1.554792
848	1.554792
849	1.554671
850	1.554429
851	1.554550
852	1.554550
853	1.554550
854	1.554307
855	1.554186
856	1.554550
857	1.554429
858	1.554029
859	1.553883
860	1.553822
861	1.553580
862	1.553337
863	1.553458
864	1.553094
865	1.553215
866	1.553361
867	1.553215
868	1.553215
869	1.553337
870	1.553337
871	1.553094
872	1.553580
873	1.554307
874	1.554695
875	1.554574
876	1.554368
877	1.554307
878	1.554307
879	1.554247
880	1.554065
881	1.554065
882	1.553822
883	1.553671
884	1.553701
885	1.553458
886	1.553094
887	1.553701
888	1.554156
889	1.553822
890	1.553822
891	1.553580
892	1.553944
893	1.553822
894	1.553543
895	1.553519
896	1.553580
897	1.553543
898	1.553519
899	1.553907
900	1.554186
901	1.553944
902	1.553944
903	1.553822
904	1.553944
905	1.554126
906	1.553944
907	1.553944
908	1.554065
909	1.553822
910	1.553883
911	1.553944
912	1.553883
913	1.553944
914	1.553580
915	1.553458
916	1.553428
917	1.553822
918	1.553580
919	1.553337
920	1.553215
921	1.552729
922	1.552972
923	1.552729
924	1.552729
925	1.552607
926	1.552486
927	1.552607
928	1.552607
929	1.552607
930	1.552547
931	1.552547
932	1.552607
933	1.552753
934	1.552607
935	1.552607
936	1.553640
937	1.553106
938	1.552814
939	1.552851
940	1.552693
941	1.552851
942	1.552729
943	1.552668
944	1.552723
945	1.552851
946	1.552729
947	1.552851
948	1.552729
949	1.555940
950	1.559008
951	1.558349
952	1.560504
953	1.560803
954	1.560684
955	1.560922
956	1.560265
957	1.561698
958	1.562382
959	1.562531
960	1.562769
961	1.563481
962	1.564607
963	1.563718
964	1.563066
965	1.562709
966	1.562233
967	1.562079
968	1.562293
969	1.561221
970	1.560639
971	1.560803
972	1.560385
973	1.560026
974	1.559008
975	1.558769
976	1.558649
977	1.558553
978	1.558349
979	1.558469
980	1.558048
981	1.558349
982	1.558439
983	1.558409
984	1.558829
985	1.558888
986	1.559008
987	1.558948
988	1.559242
989	1.558769
990	1.558829
991	1.558793
992	1.558948
993	1.558769
994	1.558529
995	1.559068
996	1.559068
997	1.559691
998	1.559488
999	1.560146
1000	1.559931


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