[R] setar function error message

[Pascal Oettli]

Hello,

It works for me (with a warning message), by adding this line before the 
setar procedure:

 > a <- as.ts(a)

As I don't know the time step, thus it is only a pseudo time-series.

Regards,
Pascal


Le 23/07/2012 18:18, Ario Ario a écrit :
> Hi,
> I apologize for not attaching a complete dataset. The dataset contains only
> 1000 observations. Please find it in the attachment. Thanks
>
> (Ario)
>
>
>
> On Mon, Jul 23, 2012 at 3:46 PM, Pascal Oettli <kridox at ymail.com> wrote:
>
>> Hello,
>>
>> Your problem is nto reproducible without the complete "a" dataset.
>>
>> Regards,
>> Pascal
>>
>>
>> Le 23/07/2012 09:49, Ario Ario a écrit :
>>
>>> Hi all,
>>>
>>> I have problem to estimate a SETAR model. I always get an error message.
>>> Here is the code:
>>>
>>> ## there are 4175 observation in the series (a).
>>>
>>>   a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463
>>>> 1.496429 1.496549 1.496480
>>>>
>>> [10] 1.496498
>>>
>>>   library("tsDyn")
>>>>
>>>
>>>   selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL
>>>> = 2
>>>>
>>> Using maximum autoregressive order for high regime: mH = 2
>>> Searching on 1552 possible threshold values within regimes with
>>> sufficient ( 15% ) number of observations
>>> Searching on  6208  combinations of thresholds ( 1552 ), thDelay ( 1
>>> ), mL ( 2 ) and MM ( 2 )
>>> Results of the grid search for 1 threshold
>>>      thDelay mL mH       th pooled-AIC
>>> 1        0  2  2 1.674402  -43590.12
>>> 2        0  2  2 1.674218  -43588.81
>>> 3        0  2  2 1.673758  -43588.24
>>> 4        0  2  2 1.674011  -43588.19
>>> 5        0  2  2 1.674480  -43587.85
>>> 6        0  2  2 1.673988  -43587.62
>>> 7        0  2  2 1.673666  -43587.56
>>> 8        0  2  2 1.674471  -43587.16
>>> 9        0  2  2 1.673620  -43586.51
>>> 10       0  2  2 1.673574  -43585.83
>>>
>>>   mod.star <- setar(a, m=2, steps=5, thDelay=0, th=1.674402)Error in
>>>> rep(NA, length(x) - length(reg)) : invalid 'times' argument
>>>>
>>>
>>>
>>> Would someone tell me the meaning of this error message? and how to solve
>>> the problem?
>>>
>>>
>>> Kind Regards,
>>> Ario
>>>
>>>          [[alternative HTML version deleted]]
>>>
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>>
>