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reco
2012 Sep 27
1
Package ‘orcutt’ bug?
...gle variable regression. I use the example following, it function very well.
But when I regress "cons" on "price" (use the "reg1<-lm(cons~price+income+temp)") , then use "reg11<-cochrane.orcutt(reg1)
". There is an error message “Error in X[, -1] %*% regCO$coeff[-1] : non-conformable arguments”.
Is this a bug for this function?
> price<-c( 0.27, 0.28, 0.28, 0.28, 0.27, 0.26, 0.28 ,0.27 ,0.26 ,0.28, 0.28 ,0.27, 0.27, 0.29, 0.28,0.29, 0.28, 0.28, 0.28, 0.28, 0.29, 0.29, 0.28, 0.28, 0.28, 0.26, 0.26 ,0.26, 0.27 ,0....