Displaying 20 results from an estimated 7000 matches similar to: "'URCA' is not a valid package Error"
2008 Apr 04
1
Problems with Unit Root testing using ur.df function
Hi All,
I'm new to R and am trying to run a unit root test on the vector "y" (a time
series of inflation (i.e. changes in the Consumer Price Index quarter on
quarter)).
I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives
me an error that it cannot find the function ur.df unless I comment out the
third last line of code (see below).
I try to call
2005 Feb 25
1
summary method in URCA package doesn't work
I can't figure out how to get the "summary" method in the URCA package to
work.
E.g. when I use the following code fragment in the help for the "ca.jo"
function,
it always tries to use the "summary" method from the "base" package,
not the "urca" package.
How do I force it use the "summary" method of the "urca" package?
2008 Nov 12
2
problem with urca package
Dear R users,
I have the joined txt file in the following direct directory C://
I have written the following lines:
library(urca);
PIBTUN<-read.table("C:/AF.txt", header=F);
ur.df(PIBTUN,type='none',lags=1)
but I have obtained the following message:
Error in embed(z, lags) : 'x' is not a vector or matrix
I don't What's the problem, can you please help me
Thank
2007 May 15
1
urca package - summary method -
Hi
I am using the package urca and I am interested about the KPSS test.
That works fine except the method "summary" did not work in the script,
only when it is typed direct in the console the results are shown( not a
source file).
Is there any problem with these method ?
2008 Jan 10
1
question regarding kpss tests from urca, uroot and tseries packages
Hi R users!
I've come across using kpss tests for time series analysis and i have a question that troubles me since i don't have much experience with time series and the mathematical part underlining it.
x<-c(253, 252, 275, 275, 272, 254, 272, 252, 249, 300, 244,
258, 255, 285, 301, 278, 279, 304, 275, 276, 313, 292, 302,
322, 281, 298, 305, 295, 286, 327, 286, 270, 289, 293, 287,
2012 Feb 03
1
A question on Unit Root Test using "urca" toolbox
Hello,
I have a question on unit root test with urca toolbox.
First, to run a unit root test with lags selected by BIC, I type:
> CPILD4UR<-ur.df(x1$CPILD4[5:nr1], type ="drift", lags=12, selectlags ="BIC")
> summary(CPILD4UR)
The results indicate that the optimal lags selected by BIC is 4.
Then I run the same unit root test with drift and 4 lags:
2008 Dec 16
1
Cointegration and ECM in Package {urca}
Dear R Core Team,
I am using package {urca} to do cointegration and estimate ECM model,
but I have the following two problems:
(1) I use ca.jo() to do cointegration first and can get the
cointegration rank, alpha and beta. The next step is to test some
restrictions on beta with blrtest(),bh5lrtest(), and bh6lrtest(). But
none of them can add restrictions on all the cointegration
2011 Aug 22
0
Did I find a bug on TSERIES or URCA packages?
I'm tring the functions to check the cointegration of a matrix.
I'm using **Phillips & Ouliaris Cointegration Test**
The function in *tseries* package is **po.test** and **ca.po** in *urca*
The results with **URCA** are:
> ca.po(prices, demean='none')
########################################
# Phillips and Ouliaris Unit Root Test #
2008 Nov 12
0
Problem with urca package
Dear R users,
I have the joined txt file in the following direct directory C://
I have written the following lines:
library(urca);
PIBTUN<-read.table("C:/AF.txt", header=F);
ur.df(PIBTUN,type='none',lags=1)
but I have obtained the following message:
Error in embed(z, lags) : 'x' is not a vector or matrix
I don't What's the problem, can you please help me
Thank
2004 Mar 26
0
Package update: 'urca' version 0.3-3
Dear R-list member,
an update of package 'urca' has been uploaded to CRAN (Mirror: Austria).
In the updated release unit root and cointegration tests encountered in
applied econometric analysis are implemented. The package is written in
'pure' R and utilises S4 classes.
In particular, the Johansen procedure with likelihood ratio tests for the
inclusion of a linear trend,
2006 Nov 03
2
WG: Formal methods are not loaded from NAMESPACE inreloadedworkspace image
Sorry, to bother the list one more time: but the following worked at
least for 'urca':
in NAMESPACE I now included explicitly:
import(methods)
a fix of the 'urca'-package will be uploaded to CRAN on the weekend.
Fritz, will this work for ypur package 'flexclust' too? I have in my
DESCRIPTION imports: methods and in flexclust it is in depends: methods.
However, both
2006 Nov 03
1
Formal methods are not loaded from NAMESPACE in reloadedworkspace image
Dear R-Devel subscriber,
as a follow up to my yesterday's email: I tested an analogous example
with the S4-package "flexclust" by executing the following code:
library(flexclust)
example(cclust)
cl
After saving the work space and starting a new R process with the
restored work space, the same behaviour (i.e., the methods pertinent to
"flexclust" are not used, even after
2010 Dec 11
2
break
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,
2019 Jan 23
2
can't write Samba share as anonymous
Hello,
I'm trying to access a Samba share as anonymous/guest user, so I have
added the following entry inf file smb.conf (Samba 4.9)
guest account = andrea
map to guest = bad user
...
[test]
available = yes
browsable = yes
guest ok = yes
nfs4: acedup = merge
nfs4: mode = special
path = /var/tmp/test
read only = no
and the shared directory /var/tmp/test has the following permission (so
2012 Feb 07
0
A question on p-value of Unit Root Tests using “urca” toolbox
A question on p-value of Unit Root Tests using “urca” toolbox
There’s a function “punitroot” on unit root probability value
punitroot(q, N = Inf, trend = c("c", "nc", "ct", "ctt"), statistic = c("t",
"n"), na.rm = FALSE)
To my knowledge, “c” means “const” or intercept, “nc” means no const or
intercept, and “ct” means time trend
2007 May 25
0
Fwd: How to obtain cointegrated relationship from ca.jo in urca package?
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2019 Jan 23
1
can't write Samba share as anonymous
I'm not sure I have understood, I'm mounting the share as "urca" user,
which is not a known user.
Although I'm setting smb.conf so that for guest user it uses the
privileges of the known user "andrea"
Could you please advice on what I should set for "guest account" in
smb.conf?
Thanks
Andrea
Il 1/23/2019 5:15 PM, Rowland Penny via samba ha scritto:
2011 Mar 30
1
VECM with UNRESTRICTED TREND
Dear All,
My question is:
how can I estimate VECM system with "unrestricted trend" (aka "case 5")
option as a deterministic term?
As far as I know, ca.jo in urca package allows for "restricted trend"
only [vecm
<- ca.jo(data, type = "trace"/"eigen", ecdet = "trend", K = n, spec =
"transitory"/"longrun")].
2004 Nov 11
2
inst/CITATION produced error during Rcmd check <package>
Dear list member,
by running Rcmd check on a package where a customised 'CITATION' file should
be included instead of the automatically produced one, the following error
occurs:
adding build stamp to DESCRIPTION
installing NAMESPACE file and metadata
installing R files
installing inst files
FIND: Parameter format not correct
make[2]: *** [c:/R/packages/urca/inst] Error 2
make[1]:
2011 Oct 11
5
Help to write to a file
Dear all:
I am having some problems to use the function "sink()". Basically I am doing
a loop over two files which contain unit-root variables. Then on a loop, I
extract every i element of both files to create an object called z. If z
meets some requirements, then I perform a unit root test (ADF test),
otherwise not. As this process is repeated several times, for each i I want
to get