Each of the data sets contains monthly observations on price indices for 7
countries. I use the fitted values from reg1 in the reg2 model. The interior
loop executes without error as long as I explicitly specify the data set, i.e.
data=dat70. However the code fails to execute if I specify the model in the
form of the commented line, i. e reg1 <-dynlm(form1,data=Dnames[j])
I get the following error message:
Error in merge.zoo(USA, lag(USA, k = -1), lag(USA, k = -2), lag(Canada, :
object 'USA' not found
Apparently the Dnames[j] does not evaluate to the dataset name. Does anyone
have a solution to my problem?
The values in Names are:
[1] "Canada" "France" "Germany" "Italy" "Japan" "UK" "USA"
And in Dnames are :
[1] "dat70" "dat80" "dat90" "dat2000"
library(dynlm)
kimdat<-ts(read.csv("data.csv", header = TRUE),start=1970,frequency=12)
dat70 <- window(kimdat,start =c(1970,1), end=c(1979,12))
dat80 <- window(kimdat,start =c(1980,1), end=c(1989,12))
dat90 <- window(kimdat,start =c(1990,1), end=c(1999,12))
dat2000 <- window(kimdat,start =c(2000,1), end=c(2009,12))
Names<-colnames(kimdat)
Dnames <- c("dat70","dat80","dat90","dat2000")
for (j in 1:4) {
for( i in 7:2) {
form1<-as.formula(paste(Names[i],"~","lag(",Names[i],",k=-1) +
lag(",Names[i],",k=-2)+ lag(",Names[1],",k=-1) +lag(",Names[1],",k=-2)"))
form2<-as.formula(paste(Names[1],"~fitted(reg1)"))
# reg1 <-dynlm(form1,data=Dnames[j])
# reg2 <-dynlm(form2,data=Dnames[j])
reg1 <-dynlm(form1,data=dat80)
reg2 <-dynlm(form2,data=dat80)
print(summary(reg1))
print(summary(reg2))
}
}
Thanks,
Richard Saba
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