Hi
I'm trying to utilize the break command for breaking the loop when the
p-value is less than 10 per cent using the urca package. But it does not
break the loop, anyone that can help me?
library(urca)
set.seed(1)
a1 <- runif(100)
lag.max <- function(object, n = 12){
matris <- matrix(NA, nrow = n)
for(i in 1:n) {
matris[i] <- ur.df(object, lags = i,
type = "trend")@testreg$coefficients[i+3,4]
if (i < 0.1) {break(i)}
}
list(matris = round(matris, 3))
}
a2 <- lag.max(a1)
/With regards
Serdar
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