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...s. but they take only monthly observations. 'data.frame': 30 obs. of 4 variables: $ year: int 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 ... $ cnsm: num 174 175 175 172 173 ... $ incm: num 53.4 53.7 53.5 53.2 53.3 ... $ wlth: num 60.3 60.5 60.2 60.1 60.7 ... -- Yadawananda Neog Research Scholar Department of Economics Banaras Hindu University Mob. 9838545073 [[alternative HTML version deleted]]

...nsm = c(174, 175, 175, 172, 173), incm = c(53.4, 53.7, 53.5, 53.2, 53.3), with = c(60.3, 60.5, 60.2, 60.1, 60.7)), .Names = c("year", "cnsm", "incm", "with"), row.names = c(NA, -5L), class = "data.frame") On Sat, Sep 16, 2017 at 8:10 AM, yadav neog <yadavneog at gmail.com> wrote: > oky.. thank you very much to all of you > > > On Sat, Sep 16, 2017 at 2:06 PM, Eric Berger <ericjberger at gmail.com> wrote: > >> You can just use the same code that I provided before but now use your >> dataset. Like this &gt...

...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") > > > >$se...

...ave three variables. but in running wal.test in R, I have faced problems (especially in 'terms' arguments). my results have shown as... Error in L %*% V : non-conformable arguments -- kindly help me in solving this issue. I have also attached my codes and data to this email. Yadawananda Neog Research Scholar Department of Economics Banaras Hindu University Mob. 9838545073 2 Attachments -- Yadawananda Neog Research Scholar Department of Economics Banaras Hindu University Mob. 9838545073

...172, 173), incm = c(53.4, 53.7, 53.5, 53.2, 53.3), > with = c(60.3, 60.5, 60.2, 60.1, 60.7)), .Names = c("year", > "cnsm", "incm", "with"), row.names = c(NA, -5L), class = "data.frame") > > > On Sat, Sep 16, 2017 at 8:10 AM, yadav neog <yadavneog at gmail.com> wrote: > > oky.. thank you very much to all of you > > > > > > On Sat, Sep 16, 2017 at 2:06 PM, Eric Berger <ericjberger at gmail.com> > wrote: > > > >> You can just use the same code that I provided before but now use y...

...980 1982-01-01 1982 174.5724 53.4890 60.2358 1983-01-01 1983 171.5070 53.2223 60.1047 1984-01-01 1984 173.3462 53.2851 60.6946 1985-01-01 1985 171.7075 53.1596 60.7598 On Sat, Sep 16, 2017 at 9:55 AM, Berend Hasselman <bhh at xs4all.nl> wrote: > > > On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > > > hello to all. I am working on macroeconomic data series of India, which > in > > a yearly basis. I am unable to convert my data frame into time series. > > kindly help me. > > also using zoo and xts packages. but they ta...

> On 15 Sep 2017, at 12:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. Do you really need to convert your data to time series/xts/zoo? I don?t know you try what kind of...

...2358 > 1983-01-01 1983 171.5070 53.2223 60.1047 > 1984-01-01 1984 173.3462 53.2851 60.6946 > 1985-01-01 1985 171.7075 53.1596 60.7598 > > > On Sat, Sep 16, 2017 at 9:55 AM, Berend Hasselman <bhh at xs4all.nl> wrote: > >> >> > On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: >> > >> > hello to all. I am working on macroeconomic data series of India, which >> in >> > a yearly basis. I am unable to convert my data frame into time series. >> > kindly help me. >> > also using zoo and x...

...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]]

...erflow.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)...

> On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. > kindly help me. > also using zoo and xts packages. but they take only monthly observations....

> On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. > kindly help me. > also using zoo and xts packages. but they take only monthly observations....

dear members, I want to run Toda Yamamoto causal test in my data. I have gone through the some of the examples. but unable to understand wald.test. especially the 'term' argument. kindly help me in understand wald.test ?? -- Yadawananda Neog Research Scholar Department of Economics Banaras Hindu University Mob. 9838545073 [[alternative HTML version deleted]]