Iara Faria
2011-Oct-18 15:55 UTC
[R] how to use VARselect with missing values - beginner's question
Dear R helpers, I have a ts object, dadosvar, and want to run a VAR. These are my data:> dadosvar[1:15,]dl rp igpm ereal crescpib jurosreal [1,] 32.31 NA 39.07 419.59 NA 7025.95 [2,] 32.00 NA 40.78 596.57 NA 13401.25 [3,] 32.70 NA 45.71 867.63 NA 7738.64 [4,] 33.22 NA 40.91 1261.36 NA 15669.95 [5,] 33.58 NA 42.58 1832.68 NA 8741.45 [6,] 33.12 NA 45.21 2636.04 NA 13487.44 [7,] 32.82 NA 4.33 -3.39 NA 117.67 [8,] 31.61 NA 3.94 -3.05 3.27 52.52 [9,] 30.63 NA 1.75 -0.90 1.30 55.31 [10,] 29.90 NA 1.82 -0.98 2.60 54.75 [11,] 29.91 NA 2.85 -2.01 2.61 62.51 [12,] 30.01 -4.18 0.84 0.01 0.96 52.41 [13,] 29.35 -4.06 0.92 -0.08 2.97 45.33 [14,] 29.43 -3.40 1.39 -0.54 4.02 55.15 [15,] 28.92 -3.34 1.12 -0.23 6.29 56.86> VARselect(dadosvar,lag.max=8,type="both")Error in VARselect(dadosvar, lag.max = 8, type = "both") : NAs in y. When I tried VARselect it won't work because there are missing values. Is there a way around this problem? Thanks in advance for any help. Kind regards, Iara [[alternative HTML version deleted]]