Hi all,
I'm running a vector-time series model with the vars package. When I
test the univariate and multivariate normality of the residuals using
normality(), I get the results, but also this warning
Warning messages:
1: longer object length
is not a multiple of shorter object length in: b2 - rep(3, 4)
2: longer object length
is not a multiple of shorter object length in: b2 - rep(3, 4)
What does this mean and do I need to worry about it.
Thanks in advance,
David
--
======================================================================David
Kaplan, Ph.D.
Professor
Department of Educational Psychology
University of Wisconsin - Madison
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email: dkaplan at education.wisc.edu
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Fax: 608-262-0843
> >I'm running a vector-time series model with the vars package. When I >test the univariate and multivariate normality of the residuals using >normality(), I get the results, but also this warning > >Warning messages: >1: longer object length > is not a multiple of shorter object length in: b2 - rep(3, 4) >2: longer object length > is not a multiple of shorter object length in: b2 - rep(3, 4) > > >What does this mean and do I need to worry about it. >Dear David, thanks for pointing this out. The warning is caused in the calculation of the kurtosis in function .jb.multi which is contained in R/internal.R. The relevant expression should be 'rep(3, K)'. An updated version of package 'vars' will be submitted in due course. I will ship you version of the corrected package off list. Best, Bernhard ***************************************************************** Confidentiality Note: The information contained in this mess...{{dropped}}