help

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
5 messages Options
Reply | Threaded
Open this post in threaded view
|

help

yadav neog
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)
     6      6      6      5

$criteria
                   1             2             3             4
 5    6    7    8    9
AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01
 NaN -Inf -Inf -Inf -Inf
HQ(n)  -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01
 NaN -Inf -Inf -Inf -Inf
SC(n)  -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01
 NaN -Inf -Inf -Inf -Inf
FPE(n)  2.700145e-17  2.114513e-17  5.350381e-17  2.035215e-17
-9.147714e-65    0    0    0    0
         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]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: help

Jeff Newmiller
Your example is incomplete... as the bottom of this and every post says, we need to be able to proceed from an empty R environment to wherever you are having the problem (reproducible), in as few steps as possible (minimal). The example needs to include data, preferably in R syntax as the dput function creates... see the howtos referenced below for help with that.  [1], [2], [3]

You also need to set your email program to send plain text format, since HTML gets mangled to various degrees as it gets forced into text format going through the mailing list. Read the Posting Guide.

A wild guess is that you have negative values in your data or too few data points...

[1] http://stackoverflow.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 <[hidden email]> 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")
>
>$selection
>AIC(n)  HQ(n)  SC(n) FPE(n)
>     6      6      6      5
>
>$criteria
>                   1             2             3             4
> 5    6    7    8    9
>AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01
> NaN -Inf -Inf -Inf -Inf
>HQ(n)  -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01
> NaN -Inf -Inf -Inf -Inf
>SC(n)  -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01
> NaN -Inf -Inf -Inf -Inf
>FPE(n)  2.700145e-17  2.114513e-17  5.350381e-17  2.035215e-17
>-9.147714e-65    0    0    0    0
>         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]]
>
>______________________________________________
>[hidden email] mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: help

yadav neog
thank you for your valuable reply. I  have attached my commands, results, and
data with this mail..maybe it will be beneficial for you to feedback.

On Tue, Nov 21, 2017 at 9:13 PM, Jeff Newmiller <[hidden email]>
wrote:

> Your example is incomplete... as the bottom of this and every post says,
> we need to be able to proceed from an empty R environment to wherever you
> are having the problem (reproducible), in as few steps as possible
> (minimal). The example needs to include data, preferably in R syntax as the
> dput function creates... see the howtos referenced below for help with
> that.  [1], [2], [3]
>
> You also need to set your email program to send plain text format, since
> HTML gets mangled to various degrees as it gets forced into text format
> going through the mailing list. Read the Posting Guide.
>
> A wild guess is that you have negative values in your data or too few data
> points...
>
> [1] http://stackoverflow.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 <[hidden email]>
> 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")
> >
> >$selection
> >AIC(n)  HQ(n)  SC(n) FPE(n)
> >     6      6      6      5
> >
> >$criteria
> >                   1             2             3             4
> > 5    6    7    8    9
> >AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01
> > NaN -Inf -Inf -Inf -Inf
> >HQ(n)  -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01
> > NaN -Inf -Inf -Inf -Inf
> >SC(n)  -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01
> > NaN -Inf -Inf -Inf -Inf
> >FPE(n)  2.700145e-17  2.114513e-17  5.350381e-17  2.035215e-17
> >-9.147714e-65    0    0    0    0
> >         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]]
> >
> >______________________________________________
> >[hidden email] mailing list -- To UNSUBSCRIBE and more, see
> >https://stat.ethz.ch/mailman/listinfo/r-help
> >PLEASE do read the posting guide
> >http://www.R-project.org/posting-guide.html
> >and provide commented, minimal, self-contained, reproducible code.
>



--
Yadawananda Neog
Research Scholar
Department of Economics
Banaras Hindu University
Mob. 9838545073
______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: help

David Winsemius

> On Nov 21, 2017, at 8:15 AM, yadav neog <[hidden email]> wrote:
>
> thank you for your valuable reply. I  have attached my commands, results, and
> data with this mail..maybe it will be beneficial for you to feedback.

If you had read the Posting Guide (and lsitinfo), you should have noted the special requirements regarding  attachments. The only person who received your attachments was Jeff. So you are essentially at his mercy regarding how he handles private communications.

--
David.


>
> On Tue, Nov 21, 2017 at 9:13 PM, Jeff Newmiller <[hidden email]>
> wrote:
>
>> Your example is incomplete... as the bottom of this and every post says,
>> we need to be able to proceed from an empty R environment to wherever you
>> are having the problem (reproducible), in as few steps as possible
>> (minimal). The example needs to include data, preferably in R syntax as the
>> dput function creates... see the howtos referenced below for help with
>> that.  [1], [2], [3]
>>
>> You also need to set your email program to send plain text format, since
>> HTML gets mangled to various degrees as it gets forced into text format
>> going through the mailing list. Read the Posting Guide.
>>
>> A wild guess is that you have negative values in your data or too few data
>> points...
>>
>> [1] http://stackoverflow.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 <[hidden email]>
>> 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)
>>>    6      6      6      5
>>>
>>> $criteria
>>>                  1             2             3             4
>>> 5    6    7    8    9
>>> AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01
>>> NaN -Inf -Inf -Inf -Inf
>>> HQ(n)  -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01
>>> NaN -Inf -Inf -Inf -Inf
>>> SC(n)  -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01
>>> NaN -Inf -Inf -Inf -Inf
>>> FPE(n)  2.700145e-17  2.114513e-17  5.350381e-17  2.035215e-17
>>> -9.147714e-65    0    0    0    0
>>>        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]]
>>>
>>> ______________________________________________
>>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
> Yadawananda Neog
> Research Scholar
> Department of Economics
> Banaras Hindu University
> Mob. 9838545073
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: help

Jeff Newmiller
In reply to this post by yadav neog
Microsoft Word documents are inappropriate, and attachments almost always get stripped by the mailing list.

Please read the referenced information this time before trying again, and especially the Posting Guide.
--
Sent from my phone. Please excuse my brevity.

On November 21, 2017 8:15:11 AM PST, yadav neog <[hidden email]> wrote:

>thank you for your valuable reply. I  have attached my commands,
>results, and
>data with this mail..maybe it will be beneficial for you to feedback.
>
>On Tue, Nov 21, 2017 at 9:13 PM, Jeff Newmiller
><[hidden email]>
>wrote:
>
>> Your example is incomplete... as the bottom of this and every post
>says,
>> we need to be able to proceed from an empty R environment to wherever
>you
>> are having the problem (reproducible), in as few steps as possible
>> (minimal). The example needs to include data, preferably in R syntax
>as the
>> dput function creates... see the howtos referenced below for help
>with
>> that.  [1], [2], [3]
>>
>> You also need to set your email program to send plain text format,
>since
>> HTML gets mangled to various degrees as it gets forced into text
>format
>> going through the mailing list. Read the Posting Guide.
>>
>> A wild guess is that you have negative values in your data or too few
>data
>> points...
>>
>> [1] http://stackoverflow.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
><[hidden email]>
>> 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")
>> >
>> >$selection
>> >AIC(n)  HQ(n)  SC(n) FPE(n)
>> >     6      6      6      5
>> >
>> >$criteria
>> >                   1             2             3             4
>> > 5    6    7    8    9
>> >AIC(n) -3.818646e+01 -3.864064e+01 -3.833435e+01 -4.089169e+01
>> > NaN -Inf -Inf -Inf -Inf
>> >HQ(n)  -3.754345e+01 -3.744647e+01 -3.658903e+01 -3.859523e+01
>> > NaN -Inf -Inf -Inf -Inf
>> >SC(n)  -3.630096e+01 -3.513899e+01 -3.321655e+01 -3.415775e+01
>> > NaN -Inf -Inf -Inf -Inf
>> >FPE(n)  2.700145e-17  2.114513e-17  5.350381e-17  2.035215e-17
>> >-9.147714e-65    0    0    0    0
>> >         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]]
>> >
>> >______________________________________________
>> >[hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> >https://stat.ethz.ch/mailman/listinfo/r-help
>> >PLEASE do read the posting guide
>> >http://www.R-project.org/posting-guide.html
>> >and provide commented, minimal, self-contained, reproducible code.
>>

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.