I am working on Johansen cointegration test, using urca and var package. in the selection of var, I have got following results.>VARselect(newd, lag.max = 10,type = "none")$selection AIC(n) HQ(n) SC(n) FPE(n) 6 6 6 5 $criteria 1 2 3 4 5 6 7 8 9 AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01 NaN -Inf -Inf -Inf -Inf HQ(n) -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01 NaN -Inf -Inf -Inf -Inf SC(n) -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01 NaN -Inf -Inf -Inf -Inf FPE(n) 2.700145e-17 2.114513e-17 5.350381e-17 2.035215e-17 -9.147714e-65 0 0 0 0 10 AIC(n) -Inf HQ(n) -Inf SC(n) -Inf FPE(n) 0 Warning messages: 1: In log(sigma.det) : NaNs produced 2: In log(sigma.det) : NaNs produced 3: In log(sigma.det) : NaNs produced so do in my ca.jo test... I have found similar NaNs results. please help me in solving the problem. Yadawananda Neog Research Scholar Department of Economics Banaras Hindu University Mob. 9838545073 [[alternative HTML version deleted]]
Your example is incomplete... as the bottom of this and every post says, we need to be able to proceed from an empty R environment to wherever you are having the problem (reproducible), in as few steps as possible (minimal). The example needs to include data, preferably in R syntax as the dput function creates... see the howtos referenced below for help with that. [1], [2], [3] You also need to set your email program to send plain text format, since HTML gets mangled to various degrees as it gets forced into text format going through the mailing list. Read the Posting Guide. A wild guess is that you have negative values in your data or too few data points... [1] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example [2] http://adv-r.had.co.nz/Reproducibility.html [3] https://cran.r-project.org/web/packages/reprex/index.html (read the vignette) -- Sent from my phone. Please excuse my brevity. On November 21, 2017 12:48:08 AM PST, yadav neog <yadavneog at gmail.com> wrote:>I am working on Johansen cointegration test, using urca and var >package. >in the selection of var, I have got following results. > >>VARselect(newd, lag.max = 10,type = "none") > >$selection >AIC(n) HQ(n) SC(n) FPE(n) > 6 6 6 5 > >$criteria > 1 2 3 4 > 5 6 7 8 9 >AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01 > NaN -Inf -Inf -Inf -Inf >HQ(n) -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01 > NaN -Inf -Inf -Inf -Inf >SC(n) -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01 > NaN -Inf -Inf -Inf -Inf >FPE(n) 2.700145e-17 2.114513e-17 5.350381e-17 2.035215e-17 >-9.147714e-65 0 0 0 0 > 10 >AIC(n) -Inf >HQ(n) -Inf >SC(n) -Inf >FPE(n) 0 > >Warning messages: >1: In log(sigma.det) : NaNs produced >2: In log(sigma.det) : NaNs produced >3: In log(sigma.det) : NaNs produced > >so do in my ca.jo test... I have found similar NaNs results. please >help me >in solving the problem. >Yadawananda Neog >Research Scholar >Department of Economics >Banaras Hindu University >Mob. 9838545073 > > [[alternative HTML version deleted]] > >______________________________________________ >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >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.
thank you for your valuable reply. I have attached my commands, results, and data with this mail..maybe it will be beneficial for you to feedback. On Tue, Nov 21, 2017 at 9:13 PM, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote:> Your example is incomplete... as the bottom of this and every post says, > we need to be able to proceed from an empty R environment to wherever you > are having the problem (reproducible), in as few steps as possible > (minimal). The example needs to include data, preferably in R syntax as the > dput function creates... see the howtos referenced below for help with > that. [1], [2], [3] > > You also need to set your email program to send plain text format, since > HTML gets mangled to various degrees as it gets forced into text format > going through the mailing list. Read the Posting Guide. > > A wild guess is that you have negative values in your data or too few data > points... > > [1] http://stackoverflow.com/questions/5963269/how-to-make- > a-great-r-reproducible-example > > [2] http://adv-r.had.co.nz/Reproducibility.html > > [3] https://cran.r-project.org/web/packages/reprex/index.html (read the > vignette) > -- > Sent from my phone. Please excuse my brevity. > > On November 21, 2017 12:48:08 AM PST, yadav neog <yadavneog at gmail.com> > wrote: > >I am working on Johansen cointegration test, using urca and var > >package. > >in the selection of var, I have got following results. > > > >>VARselect(newd, lag.max = 10,type = "none") > > > >$selection > >AIC(n) HQ(n) SC(n) FPE(n) > > 6 6 6 5 > > > >$criteria > > 1 2 3 4 > > 5 6 7 8 9 > >AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01 > > NaN -Inf -Inf -Inf -Inf > >HQ(n) -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01 > > NaN -Inf -Inf -Inf -Inf > >SC(n) -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01 > > NaN -Inf -Inf -Inf -Inf > >FPE(n) 2.700145e-17 2.114513e-17 5.350381e-17 2.035215e-17 > >-9.147714e-65 0 0 0 0 > > 10 > >AIC(n) -Inf > >HQ(n) -Inf > >SC(n) -Inf > >FPE(n) 0 > > > >Warning messages: > >1: In log(sigma.det) : NaNs produced > >2: In log(sigma.det) : NaNs produced > >3: In log(sigma.det) : NaNs produced > > > >so do in my ca.jo test... I have found similar NaNs results. please > >help me > >in solving the problem. > >Yadawananda Neog > >Research Scholar > >Department of Economics > >Banaras Hindu University > >Mob. 9838545073 > > > > [[alternative HTML version deleted]] > > > >______________________________________________ > >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > >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. >-- Yadawananda Neog Research Scholar Department of Economics Banaras Hindu University Mob. 9838545073