Dear contributors
I have tried this experiment:
x<-c()
for (i in 1:12){
x[i]<-list(cbind(x1[i],x2[i])) #this is a list of 12 couples of time
series I am using to perform a test
} # that compares them 2 by 2
#
#################
#trace statistic
test<-data.frame()
cval<-array( , dim=c(2,3,12))
for (i in 2:12){
for (k in 1:2){
for (j in 1:3){
result[k,j,i]<- ((ca.jo(data.frame(x[i]),ecdet="none",type="trace",
spec="longrun",K=2))@cval[k,j])
}}}
I have a problem in collecting the results of a
test.
The function ca.jo creates an object with various attributes,
one of which is the "cval" that i can access through @cval.
The attribute cval is an object of dimension 2X3.
I am running recursively the test with ca.jo for 12
couples of time series, so I have an output of 12 matrices of 2X3
elements and I would like to create an object like an array
of dimension (2,3,12) which contains each matrix @cval
produced by ca.jo for the 12 subjects that i tested.
Can anyone help me with that?
I hope my explanation of the problem is clear.
Thanks in advance for any help.
--
Francesca
----------------------------------
Francesca Pancotto, PhD
Università di Modena e Reggio Emilia
Viale A. Allegri, 9
40121 Reggio Emilia
Office: +39 0522 523264
Web: http://www2.dse.unibo.it/francesca.pancotto/
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