Hello,
I am just studying the following example from vignette: strucchange-intro,
contineousely ending up in an error.
This is the given code:
1. library(strucchange) 2. data(USIncExp) 3. if (!"package:stats" %in% search()) library(ts) 4. USIncExp2 <- window(USIncExp, start = c(1985, 12))
A.Modelling:
coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2)) coint.res <- lag(ts(coint.res, start = c(1985, 12), freq = 12),k = -1) USIncExp2 <- cbind(USIncExp2, diff(USIncExp2), coint.res) USIncExp2 <- window(USIncExp2, start = c(1986, 1), end = c(2001,2))
#here is what eval is looking for in vain: diff.expenditure
colnames(USIncExp2) <- c("income","expenditure","diff.income","diff.expenditure","coint.res")
B. Error correction formula
ecm.model <- diff.expenditure ~ coint.res + diff.income
C. Using EFP (OLS) test function
ocus <- efp(ecm.model, type = "OLS-CUSUM", data = USIncExp2)
or
me <- efp(ecm.model, type = "ME", data = USIncExp2, h = 0.2)
Both commads under C give me :
------------------------------------------------------------------- Error in eval(expr, envir, enclos) : Object "diff.expenditure" not found -------------------------------------------------------------------
Since quite some time I am sitting here and wonder whether there is an error in the given code or if it my simple inability to catch up with a self-breed error (???)
---------------------------------------------- platform i386-pc-linux-gnu arch i386 os linux-gnu system i386, linux-gnu status major 2 minor 0.0 year 2004 month 10 day 04 language R ------------------------------------------------
Maybe someone to direct my delusion to something helpful, so far I've looked for typos and alike, as far I can say the code should work, isn't it?
Thomas
______________________________________________ [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
