R help - Nov 2004 - Error message from vignette strucchange-intro example

Hello,

I am just studying the following example from vignette: 
strucchange-intro,

contineousely ending up in an error.


This is the given code:

1. library(strucchange)
2. data(USIncExp)
3. if (!"package:stats" %in% search()) library(ts)
4. USIncExp2 <- window(USIncExp, start = c(1985, 12))


A.Modelling:


coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))
coint.res <- lag(ts(coint.res, start = c(1985, 12), freq = 12),k = -1)
USIncExp2 <- cbind(USIncExp2, diff(USIncExp2), coint.res)
USIncExp2 <- window(USIncExp2, start = c(1986, 1), end = c(2001,2))

#here is what eval is looking for in vain: diff.expenditure
colnames(USIncExp2) <- 
c("income","expenditure","diff.income","diff.expenditure","coint.res")

B. Error correction formula

ecm.model <- diff.expenditure ~ coint.res + diff.income


C. Using EFP (OLS) test function

ocus <- efp(ecm.model, type = "OLS-CUSUM", data = USIncExp2)

or

me <- efp(ecm.model, type = "ME", data = USIncExp2, h = 0.2)


Both commads under C give me :

-------------------------------------------------------------------
Error in eval(expr, envir, enclos) : Object "diff.expenditure" not
found
-------------------------------------------------------------------


Since quite some time I am sitting here and wonder whether there is an 
error in the given code or if it my simple inability to catch up with 
a self-breed error (???)


----------------------------------------------
platform i386-pc-linux-gnu
arch     i386
os       linux-gnu
system   i386, linux-gnu
status
major    2
minor    0.0
year     2004
month    10
day      04
language R
------------------------------------------------



Maybe someone to direct my delusion to something helpful, so far I've 
looked for typos and alike, as far I can say the code should work, 
isn't it?

Thomas

Thomas:
> I am just studying the following example from vignette: 
> strucchange-intro,
With problems like this, please contact the package maintainer, or at
least Cc.
> contineousely ending up in an error.
> 
> This is the given code:
> 
> 1. library(strucchange)
> 2. data(USIncExp)
> 3. if (!"package:stats" %in% search()) library(ts)
> 4. USIncExp2 <- window(USIncExp, start = c(1985, 12))
> 
> A.Modelling:
> 
> coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))
> coint.res <- lag(ts(coint.res, start = c(1985, 12), freq = 12),k = -1)
> USIncExp2 <- cbind(USIncExp2, diff(USIncExp2), coint.res)
> USIncExp2 <- window(USIncExp2, start = c(1986, 1), end = c(2001,2))
> 
> #here is what eval is looking for in vain: diff.expenditure
> colnames(USIncExp2) <- 
>
c("income","expenditure","diff.income","diff.expenditure","coint.res")
But until here the code is working, right?
You've got a multivariate time series object now with the above column
names, haven't you? 
> B. Error correction formula
> 
> ecm.model <- diff.expenditure ~ coint.res + diff.income
> 
> C. Using EFP (OLS) test function
> 
> ocus <- efp(ecm.model, type = "OLS-CUSUM", data = USIncExp2)
> 
> 
> Both commads under C give me :
> 
> -------------------------------------------------------------------
> Error in eval(expr, envir, enclos) : Object "diff.expenditure"
not
> found----------------------------------------------------------------
> ---
> 
> Since quite some time I am sitting here and wonder whether there is an
> error in the given code or if it my simple inability to catch up with 
> a self-breed error (???)
Looks like the latter. I tried this with the CRAN versions of
strucchange, sandwich and zoo with R --vanilla (in 2.0.0) and had no
problems. Also the daily CRAN checks don't indicate that something went
wrong:
  http://cran.r-project.org/src/contrib/checkSummary.html

I suggest that you have another thorough look. If you find something
str(ucch)ange, you can also contact me off-list.
Z
> 
> ----------------------------------------------
> platform i386-pc-linux-gnu
> arch     i386
> os       linux-gnu
> system   i386, linux-gnu
> status
> major    2
> minor    0.0
> year     2004
> month    10
> day      04
> language R
> ------------------------------------------------
> 
> 
> 
> Maybe someone to direct my delusion to something helpful, so far I've 
> looked for typos and alike, as far I can say the code should work, 
> isn't it?
> 
> Thomas
> 
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