guRus I have a unique problem in trying to fit a model using specifyModel. I am trying to fit a model where the price of a variable kc is related to the volatility of the variable kc and an external data myBRCOF which has only 54 rows. The myVolat(kc) has 10154 rows. I am not sure if a fit of such nature is possible at the first place but intuitively I thought I am right (don't we all think so?!). I ran the following first without the na.rm option and then again with the na.rm option and in both cases I get the identical error messages.
mydata.model=specifyModel(Cl(kc) ~ myVolat(kc) + myBRCOF(kc)) Error in model.frame.default([email protected], data = env, na.action = NULL) : variable lengths differ (found for 'myBRCOF(kc)') mydata.model=specifyModel(Cl(kc) ~ myVolat(kc) + myBRCOF(kc),na.rm=TRUE) Error in model.frame.default([email protected], data = env, na.action = NULL) : variable lengths differ (found for 'myBRCOF(kc)') Can someone help please? The str below.. str(kc) An 'xts' object on 1973-08-17/2014-03-31 containing: Data: num [1:10148, 1:5] 70.2 70.3 69.2 69.1 67.7 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:5] "Open" "High" "Low" "Close" ... Indexed by objects of class: [Date] TZ: UTC xts Attributes: List of 1 $ na.action:Class 'omit' atomic [1:14] 6594 6595 8627 9840 9841 9845 9858 9877 9946 9974 ... .. ..- attr(*, "index")= num [1:14] 9.46e+08 9.47e+08 1.20e+09 1.36e+09 1.36e+09 ... str(myBRCOF(kc)) An 'xts' object on 1961-12-31/2014-12-31 containing: Data: num [1:54, 1] 29800 39600 28900 23200 11000 37700 21000 24500 17000 21000 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "1000 60 KG BAGS" Indexed by objects of class: [Date] TZ: UTC xts Attributes: NULL str(myVolat(kc)) An 'xts' object on 1973-08-17/2014-03-31 containing: Data: num [1:10148, 1] NA NA NA NA NA ... Indexed by objects of class: [Date] TZ: UTC xts Attributes: List of 1 $ na.action:Class 'omit' atomic [1:14] 6594 6595 8627 9840 9841 9845 9858 9877 9946 9974 ... .. ..- attr(*, "index")= num [1:14] 9.46e+08 9.47e+08 1.20e+09 1.36e+09 1.36e+09 ... Thx Raghu [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
