Hello,
I have problems implementing the function slectSETAR() to my database. I
have 80 series of 80 countries from 1970 to 2008. I do as follows:
for(i in 1:ncol(UNE)) {
print(i)
search <- selectSETAR(UNE[,i], m=2, thDelay=1)
print(mod.setar)
}
Next,
for(i in 1:ncol(UNE)) {
print(i)
set <- setar(UNE[,i], m=2, thDelay=1, th=mod.setar$th)
print(mod.setar)
}
Getting the following error messages:
[20] ERROR:
With the threshold you gave, there is a regime with no observations!FALSE
When I change the "thDelay" argument from thDelay=1 to thDelay=2
[21] ERROR:
thDelay too high
*
* <http://www.behindthebadge.net/suicide/s70.html> Can someone help me?
Thank you very much in adavance
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