Hi,
I know the problem now. Previously i use as.timeSeries function, but the
error message of setar function still came out. Anyway, many thanks to
Pascal for the solution.
Best Regards,
Ario
On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote:
> Hello,
>
> It works for me (with a warning message), by adding this line before the
> setar procedure:
>
> > a <- as.ts(a)
>
> As I don't know the time step, thus it is only a pseudo time-series.
>
> Regards,
> Pascal
>
>
> Le 23/07/2012 18:18, Ario Ario a écrit :
>
>> Hi,
>> I apologize for not attaching a complete dataset. The dataset contains
>> only
>> 1000 observations. Please find it in the attachment. Thanks
>>
>> (Ario)
>>
>>
>>
>> On Mon, Jul 23, 2012 at 3:46 PM, Pascal Oettli <kridox@ymail.com>
wrote:
>>
>> Hello,
>>>
>>> Your problem is nto reproducible without the complete "a"
dataset.
>>>
>>> Regards,
>>> Pascal
>>>
>>>
>>> Le 23/07/2012 09:49, Ario Ario a écrit :
>>>
>>> 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
>>>>
>>>> [[alternative HTML version deleted]]
>>>>
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>>>> >
>>>>
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>>>>
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>>>>
>>>
>>
>
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