[R] R getting "Killed" while running VAR model

Vivek Singh vivek4 at mail.usf.edu
Tue May 31 20:29:10 CEST 2016


I am using VARS (vector autoregressive model). The process gets killed
after running for sometime. Following is the output of R.

vivek at isds-research:~/cloudAuction/padding/panel$ cat var.Rout

R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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[Previously saved workspace restored]

> data=read.csv("output1.csv")
> attach(data)
> only_variables= subset(data, select=c(-date,-hour,-minute,-sec))
> library("vars")
Loading required package: MASS
Loading required package: strucchange
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric

Loading required package: sandwich
Loading required package: urca
Loading required package: lmtest
> summary(VAR(only_variables, p = 1, type ="both"))

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