R help - Jun 2010 - HEGY.test, error "Mypi not found"

Hi,

I'd like to use the HEGY test from the uroot package (s. attachment) and get
the following error message:

error in dimnames(Mypi)[[2]] <- paste("Ypi", 1:s, sep =
"") :
  Object 'Mypi' not found

For the air passenger example on
http://127.0.0.1:11997/library/uroot/html/HEGY.test.html it works, but for
my time series it doesn't (giving names to the columns and rows did not help
either...).

Thanks for your help.

Jessica