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2013 Feb 26
1
problem with nested loops
Each of the data sets contains monthly observations on price indices for 7 countries. I use the fitted values from reg1 in the reg2 model. The interior loop executes without error as long as I explicitly specify the data set, i.e. data=dat70. However the code fails to execute if I specify the model in the form of the commented line, i. e reg1 <-dynlm(form1,data=Dnames[j]) I get the following error message: Error in merge.zoo(USA, lag(USA, k = -1), lag(USA, k = -2), lag(Canada, : object 'USA' not found Apparently th...