Hi,
I am trying to run the following code and it seems to be very
temperamental. After a few successful runs I started receiving the error
message from running test = VAR(y,....). Could you please advise why the
code would work several times and then start sending back the error
message or provide any advice on how to fix this error?
y = cbind(check, unemp.s[1:105], yld.s.qq[1:105])
library(vars)
test = VARselect(y, lag.max = 10, type = c("const"),
season = 4, exogen =NULL)#c("unemploy[3:n]",
"yield.curve[3:n]"))
test =VAR(y, p = 2, type = c( "both"),
season = NULL, exogen =NULL, lag.max = NULL,
ic = c("AIC"))
" Error in terms.formula(formula, data = data) :
duplicated name 'X.l1' in data frame using '.' "
Thanks for the help,
Morgan K. Boyce
Global Product Solutions - Finance
Phone: 704-386-4074
[[alternative HTML version deleted]]