R help - Dec 2010 - tsDyn selectSETAR

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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