If I understand correctly, the following should do it:
lag.max2 <- function(object, n = 12){
matris <- matrix(NA, nrow = n)
for(i in 1:n){
matris[i] <- ur.df(object, lags = i, type =
"trend")@testreg$coefficients[i+3,4]
if(matris[i]<0.1) break
}
# output
c('lag' = i, 'p' = matris[i])
}
a2 <- lag.max2(a1)
a2
# lag p
# 1.00000000 0.09613726
HTH,
Jorge
On Sat, Dec 11, 2010 at 3:17 PM, Serdar Akin <> wrote:
> Hi
>
> I'm trying to utilize the break command for breaking the loop when the
> p-value is less than 10 per cent using the urca package. But it does not
> break the loop, anyone that can help me?
>
> library(urca)
> set.seed(1)
> a1 <- runif(100)
> lag.max <- function(object, n = 12){
> matris <- matrix(NA, nrow = n)
> for(i in 1:n) {
> matris[i] <- ur.df(object, lags = i,
> type = "trend")@testreg$coefficients[i+3,4]
> if (i < 0.1) {break(i)}
> }
> list(matris = round(matris, 3))
> }
> a2 <- lag.max(a1)
>
> /With regards
> Serdar
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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> and provide commented, minimal, self-contained, reproducible code.
>
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