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

Uwe Ligges ligges at statistik.tu-dortmund.de
Tue May 31 22:41:38 CEST 2016

Wild guess: You have huge and high dimensional VAR models, i.e. the 
matrices get huge and you use huge amounts of memory and you use more 
than what is available physically. The operating system protects itself 
by killing processes in such a case...

Uwe Ligges

On 31.05.2016 20:29, Vivek Singh wrote:
> Hi,
> 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)
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under certain conditions.
> Type 'license()' or 'licence()' for distribution details.
>   Natural language support but running in an English locale
> R is a collaborative project with many contributors.
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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"))
> *Killed*
> 	[[alternative HTML version deleted]]
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