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usincexp2
2004 Nov 05
1
Error message from vignette strucchange-intro example
Hello,
I am just studying the following example from vignette:
strucchange-intro,
contineousely ending up in an error.
This is the given code:
1. library(strucchange)
2. data(USIncExp)
3. if (!"package:stats" %in% search()) library(ts)
4. USIncExp2 <- window(USIncExp, start = c(1985, 12))
A.Modelling:
coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))
coint.res <- lag(ts(coint.res, start = c(1985, 12), freq = 12),k = -1)
USIncExp2 <- cbi...