search for: arest

...A by the corresponding element in matrixB. Otherwise, ignore it. I wrote the following code with some error in the logic: A<-read.table('matrixA.txt', header=F) B<-read.table('matrixB.txt', header=F) C<-read.table('matrixC.txt', header=F) a1<-as.matrix(A[,1]) arest<-as.matrix(A[,2:5]) b1<-as.matrix(B[,1]) brest<-as.matrix(B[,2:5]) C<-as.matrix(C) if(C= =1){ ra<-(arest*brest) }else { throw<-(arest*brest) } ra I got a warning message: Warning message:the condition has length > 1 and only the first element will be used in: if..... When I...

...it returns with no coefficients as the best model. I do the same call using many, series in a loop ( besides just the one above ) and it returns zero coefficients quite a bit of the time. 1) can this be possible ? because i don't see how zero coefficients could be better than one or some ? ARest<-ar(testSeries,aic=TRUE,demean=FALSE,order.max=4,method="ols") 2) also, is there a way to calculate the t-stats for the coefficients that come back ? it would probably be easier for me to just call arima over and over in a loop while decreasing the number of lags each time by 1 but...