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
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