Re: [R] cointegration analysis
i got this error, i dont remember what was the cause, but what i did work around was that see the example in the manual pages of the ca.po... etc and try to make your date in the same format. also just see whether the functions will take so many columns as a parameter. I have not checked it. Lastly see whether the data what you are using is not having any missing values or number in 'text' format HTH Dorina LAZAR [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08/08/2007 10:15 PM To r-help@stat.math.ethz.ch cc Subject [R] cointegration analysis Hello, I tried to use urca package (R) for cointegration analysis. The data matrix to be investigated for cointegration contains 8 columns (variables). Both procedures, Phillips Ouliaris test and Johansen's procedures give errors (error in evaluating the argument 'object' in selecting a method for function 'summary' respectiv too many variables, critical values cannot be computedâ). What can I do? With regards, Dorina LAZAR Department of Statistics, Forecasting, Mathematics Babes Bolyai University, Faculty of Economic Science Teodor Mihali 58-60, 400591 Cluj-Napoca, Romania __ R-help@stat.math.ethz.ch 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. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] cointegration analysis
regrets typo error - please read 'date' as 'data' --- Regards, Gaurav Yadav (mobile: +919821286118) Assistant Manager, CCIL, Mumbai (India) mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Profile: http://www.linkedin.com/in/gydec25 Keep in touch and keep mailing :-) slow or fast, little or too much [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08/09/2007 11:49 AM To Dorina LAZAR [EMAIL PROTECTED] cc r-help@stat.math.ethz.ch, [EMAIL PROTECTED] Subject Re: [R] cointegration analysis i got this error, i dont remember what was the cause, but what i did work around was that see the example in the manual pages of the ca.po... etc and try to make your date in the same format. also just see whether the functions will take so many columns as a parameter. I have not checked it. Lastly see whether the data what you are using is not having any missing values or number in 'text' format HTH Dorina LAZAR [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 08/08/2007 10:15 PM To r-help@stat.math.ethz.ch cc Subject [R] cointegration analysis Hello, I tried to use urca package (R) for cointegration analysis. The data matrix to be investigated for cointegration contains 8 columns (variables). Both procedures, Phillips Ouliaris test and Johansen's procedures give errors (error in evaluating the argument 'object' in selecting a method for function 'summary' respectiv too many variables, critical values cannot be computedââ¬Â). What can I do? With regards, Dorina LAZAR Department of Statistics, Forecasting, Mathematics Babes Bolyai University, Faculty of Economic Science Teodor Mihali 58-60, 400591 Cluj-Napoca, Romania __ R-help@stat.math.ethz.ch 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. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. DISCLAIMER AND CONFIDENTIALITY CAUTION: This message and any attachments with it (the message) are confidential and intended solely for the addressees. Unauthorized reading, copying, dissemination, distribution or disclosure either whole or partial, is prohibited. If you receive this message in error, please delete it and immediately notify the sender. Communicating through email is not secure and capable of interception, corruption and delays. Anyone communicating with The Clearing Corporation of India Limited (CCIL) by email accepts the risks involved and their consequences. The internet can not guarantee the integrity of this message. CCIL shall (will) not therefore be liable for the message if modified. The recipient should check this email and any attachments for the presence of viruses. CCIL accepts no liability for any damage caused by any virus transmitted by this email. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] cointegration analysis
Hello Dorina,
if you apply ca.jo to a system with more than five variables, a
*warning* is issued that no critical values are provided. This is not an
error, but documented in ?ca.jo. In the seminal paper of Johansen, only
cv for up to five variables are provided. Hence, you need to refer to a
different source of cv in order to determine the cointegration rank.
Best,
Bernhard
Hello,
I tried to use urca package (R) for cointegration analysis. The data
matrix to be investigated for cointegration contains 8 columns
(variables). Both procedures, Phillips Ouliaris test and Johansen's
procedures give errors (error in evaluating the argument 'object' in
selecting a method for function 'summary' respectiv too many
variables, critical values cannot be computed). What can I do?
With regards,
Dorina LAZAR
Department of Statistics, Forecasting, Mathematics
Babes Bolyai University, Faculty of Economic Science
Teodor Mihali 58-60, 400591 Cluj-Napoca, Romania
__
R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
*
Confidentiality Note: The information contained in this mess...{{dropped}}
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] cointegration analysis
Hello, I tried to use urca package (R) for cointegration analysis. The data matrix to be investigated for cointegration contains 8 columns (variables). Both procedures, Phillips Ouliaris test and Johansen's procedures give errors (error in evaluating the argument 'object' in selecting a method for function 'summary' respectiv too many variables, critical values cannot be computed). What can I do? With regards, Dorina LAZAR Department of Statistics, Forecasting, Mathematics Babes Bolyai University, Faculty of Economic Science Teodor Mihali 58-60, 400591 Cluj-Napoca, Romania __ R-help@stat.math.ethz.ch 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.
