Hi, I tried running the function terasvirta.test in the package tseries for a univariate tseries object. For eg. x<- as.ts(rnorm(1000)) terasvirta.test(x) I get the following error Error in as.matrix(y) : argument "y" is missing, with no default The function seems to expect a default y argument for regressing. The package source contains a function as mentioned below terasvirta.test.ts <- function(x, lag = 1, type = c("Chisq", "F"), scale = TRUE, ...) When i try to call this , it gives an error sating function not available. Please do help. Thanks -- Thanks and Regards, Aravind Nadarajan
Hi: Works for me:> library(tseries)Loading required package: quadprog Loading required package: zoo ?tseries? version: 0.10-25 ?tseries? is a package for time series analysis and computational finance. See ?library(help="tseries")? for details.> x<- as.ts(rnorm(1000)) > str(x)Time-Series [1:1000] from 1 to 1000: -2.221 0.183 0.381 -0.263 0.19 ...> terasvirta.test(x)Teraesvirta Neural Network Test data: x X-squared = 0.8622, df = 2, p-value = 0.6498 Did you load the tseries package before trying to call the function? If so, perhaps you need to upgrade your R version and/or your version of the tseries package.> sessionInfo()R version 2.13.1 (2011-07-08) Platform: x86_64-pc-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United States.1252 [2] LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets grid methods [8] base other attached packages: [1] tseries_0.10-25 zoo_1.6-5 quadprog_1.5-4 ismev_1.36 [5] sos_1.3-1 brew_1.0-6 lattice_0.19-30 ggplot2_0.8.9 [9] proto_0.3-9.2 reshape_0.8.4 plyr_1.5.2 loaded via a namespace (and not attached): [1] tools_2.13.1 Dennis On Sun, Jul 10, 2011 at 3:17 PM, Aravind R.N <aravindrn at gmail.com> wrote:> Hi, > > I tried running the function terasvirta.test in the package tseries > for a univariate tseries object. > > For eg. > > x<- as.ts(rnorm(1000)) > terasvirta.test(x) > > I get the following error > Error in as.matrix(y) : argument "y" is missing, with no default > > The function seems to expect a default y argument for regressing. The > package source contains a function as mentioned below > > terasvirta.test.ts <- > function(x, lag = 1, type = c("Chisq", "F"), scale = TRUE, ...) > > When i try to call this , it gives an error sating function not available. > > Please do help. Thanks > -- > > Thanks and Regards, > Aravind Nadarajan > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >
Sorry, I had the wrong version of R. Thanks for the help. Regards, Aravind On Mon, Jul 11, 2011 at 8:14 AM, Dennis Murphy <djmuser at gmail.com> wrote:> Hi: > > Works for me: > >> library(tseries) > Loading required package: quadprog > Loading required package: zoo > > ? ??tseries? version: 0.10-25 > > ? ??tseries? is a package for time series analysis and computational > ? ?finance. > > ? ?See ?library(help="tseries")? for details. >> x<- as.ts(rnorm(1000)) >> str(x) > ?Time-Series [1:1000] from 1 to 1000: -2.221 0.183 0.381 -0.263 0.19 ... >> terasvirta.test(x) > > ? ? ? ?Teraesvirta Neural Network Test > > data: ?x > X-squared = 0.8622, df = 2, p-value = 0.6498 > > > Did you load the tseries package before trying to call the function? > If so, perhaps you need to upgrade your R version and/or your version > of the tseries package. > >> sessionInfo() > R version 2.13.1 (2011-07-08) > Platform: x86_64-pc-mingw32/x64 (64-bit) > > locale: > [1] LC_COLLATE=English_United States.1252 > [2] LC_CTYPE=English_United States.1252 > [3] LC_MONETARY=English_United States.1252 > [4] LC_NUMERIC=C > [5] LC_TIME=English_United States.1252 > > attached base packages: > [1] stats ? ? graphics ?grDevices utils ? ? datasets ?grid ? ? ?methods > [8] base > > other attached packages: > ?[1] tseries_0.10-25 zoo_1.6-5 ? ? ? quadprog_1.5-4 ?ismev_1.36 > ?[5] sos_1.3-1 ? ? ? brew_1.0-6 ? ? ?lattice_0.19-30 ggplot2_0.8.9 > ?[9] proto_0.3-9.2 ? reshape_0.8.4 ? plyr_1.5.2 > > loaded via a namespace (and not attached): > [1] tools_2.13.1 > > > Dennis > > > On Sun, Jul 10, 2011 at 3:17 PM, Aravind R.N <aravindrn at gmail.com> wrote: >> Hi, >> >> I tried running the function terasvirta.test in the package tseries >> for a univariate tseries object. >> >> For eg. >> >> x<- as.ts(rnorm(1000)) >> terasvirta.test(x) >> >> I get the following error >> Error in as.matrix(y) : argument "y" is missing, with no default >> >> The function seems to expect a default y argument for regressing. The >> package source contains a function as mentioned below >> >> terasvirta.test.ts <- >> function(x, lag = 1, type = c("Chisq", "F"), scale = TRUE, ...) >> >> When i try to call this , it gives an error sating function not available. >> >> Please do help. Thanks >> -- >> >> Thanks and Regards, >> Aravind Nadarajan >> >> ______________________________________________ >> R-help at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> >-- Thanks and Regards, Aravind Nadarajan