This is _not_ a reproducible example so one can only guess, but the fact that with returns "the analysis goes" suggests that there is something amiss with your price variable.
Roger Koenker [email protected] On May 28, 2011, at 1:47 PM, Sergius Cerice wrote: > Dear All, > > I,m trying to fulfill a constraint nonparametric quantile regression > analysis for monthly stock index and gdp (159 cases of data) using rqss > function of quantreg package. I need to specify that stock prices are > nondecreasing with growing gdp. > > I tried the following simple code > > fit1<-rqss(stock~gdp) > fit2<-rqss(stock~qss(gdp,constraint="I")+time) > > but R produces an error message > > for the firsts line of the code > Error in rqss.fit(X, Y, tau = tau, rhs = rhs, nsubmax = nsubmax, nnzlmax = > nnzlmax, : > object 'rhs' is not found > > for the second line of the code > Error in D %*% B : NA/NaN/Inf when calling external function (argument 7) > > If I use returns instead of prices, the analysis goes. But I need to regress > prices. > What is wrong in my specification? Are there any restrictions in the rqss > approach? > > -- > View this message in context: > http://r.789695.n4.nabble.com/rqss-help-in-Quantreg-tp3392770p3557884.html > Sent from the R help mailing list archive at Nabble.com. > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
