Hi guyz,
I have run my algorithm in R (see http://pastebin.com/q84Tujfg) and got the
following error:
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
'order.max' must be < 'n.used'
I am pretty sure, that the error comes from the NeweyWest function in line 45,
as the NeweyWest function uses the ar.ols() function for pre whitening. Does
anyone has an idea how to circumvent this? Can I just shut off pre whitening?
I am thankful for every suggestion.
Simon
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