Displaying 1 result from an estimated 1 matches for "q84tujfg".
2011 Sep 09
1
Exception in NeweyWest - Pre-Whitening necessary?
Hi guyz,
I have run my algorithm in R (see http://pastebin.com/q84Tujfg) and got the following error:
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
'order.max' must be < 'n.used'
I am pretty sure, that the error comes from the NeweyWest function in line 45, as the NeweyWest function uses the ar.ols() function for...