Looks to me like the code was not tested for an AR value of 1. Works if I set it to 2. Could be an issue of failing to use the drop=FALSE option when indexing a matrix or data frame, but I don't have time to dig thorough the code to find out where. -- Sent from my phone. Please excuse my brevity.
On February 18, 2016 9:12:25 AM PST, Dalila Zolarsi <dalila.zola...@gmail.com> wrote: >I'm really sorry, I forgot the attachment! I attach the main code as >txt >file, instead here ><http://www.ssc.wisc.edu/~bhansen/progs/restat_99.html> there >everything else I mentioned. >I apologize if I have not been able to summarize, but I am not so >proficient. > >Yes, the ar parameter is exactly what I said it is; it is an index that >shouldn't be found in the data, but you decide it. Even the author >specifies it is "the order of the autoregressive parameter", thus I >really >don't have a clue of why he used indexetion. Np is his dataset, you can >find it in the link below, if you want to help me. > >Yes, I read about indexing but I'm asking for help just because I am >sure >of what "ar" is. I am not proficient with R, but at least I have >knowledge >Time series econometrics' theory. > >No, I am not asking to do my homework for me howeverer. I spent the >last >two whole weeks on this code trying different inputs and trying to put >all >my effort in understanding every single detail of this code, otherwise >I >would never asked for help to unknown people. And it is my master >thesis, >thus is not really nice to use the word "homework" if you don't know my >personal situation. However, I understand you probably receive >thousands of >silly problems, thus don't get me wrong for what I've just said. > >All the data and the code are here ><http://www.ssc.wisc.edu/~bhansen/progs/restat_99.html>, the main >procedure >is attached. >(When I sent the first mail, I sent it another right after with the >attachment, but the moderators discarded it, thus I apologize again for >the >uncomplete post" > > > >2016-02-18 17:57 GMT+01:00 Jeff Newmiller <jdnew...@dcn.davis.ca.us>: > >> d[ 3 ] means indexing some vector-like object called "d" to extract >the >> third value. (You really need to read the Introduction to R document >that >> comes with R, particularly about indexing. There are actually four >ways to >> do indexing that may come up as you read other people's code.) "d" is >the >> contents of the seventh row of some matrix-like object called "np" >which >> you have given no definition for. Without that information "ar" could >be >> almost anything. If you are right and their example works then you >have not >> given us the whole example. You mention attaching code... the mailing >list >> strips off most attachments to avoid spreading viruses, but if they >have >> the extension ".txt" they usually get through okay. >> >> If the ar parameter really is what you say it is supposed to be, >giving it >> the value 1 should be perfectly acceptable. However, you may not have >> specified the arguments to that function in the correct order, or the >> problem may be in other arguments. >> >> Do be warned that this list is here to help you through rough >spots... not >> to do your work for you. The Posting Guide mentioned at the bottom of >every >> R-help email asks you to post minimal examples rather than long >complicated >> code files, so you are at best near the edge of acceptable use in >this >> request, so at least be sure we can reproduce your error. (Posting >your >> email in plain text rather than HTML is another important step in >> communicating clearly by avoiding corruption of your code in the >mailing >> list.) >> -- >> Sent from my phone. Please excuse my brevity. >> >> On February 17, 2016 1:19:07 PM PST, Dalila Zolarsi < >> dalila.zola...@gmail.com> wrote: >> >>> Dear R users, >>> I'm new of R, thus I apologize in advance if my following question >may >>> result a little dumb, but I really need some expert advice. >>> I have a problem in applying someone else's code to my data. The >author's >>> code works perfectly with the examples he provides, and it seems to >me I am >>> doing all the correct steps in my case, but apparently I am not. >>> >>> The main function is: >>> grid_boot <- function(dat,name,t,ar,grid,bq,c,all,grph) >>> and I should simply specify the parameter and then running the code >given >>> in the script, or at least for the author's example this works. >>> All the specification in the examples are close to my case, except >for the >>> ar parameter. >>> The ar parameter is the autoregressive order of a time series, so it >is >>> simply a number from 1 to n that you choose. My series requires a >simple ar >>> = 1, but if I run the code with this specification, R give me back >the >>> following >>> error: >>> >>> " Error in solve.default(t(x) %*% x) : >>> system is computationally singular: reciprocal condition number = >>> 6.07898e-34 In addition: Warning messages: >>> 1: In dat[(ar - k + 2):(n - k + 1)] - dat[(ar - k + 1):(n - k)] : >>> longer object length is not a multiple of shorter object length >>> 2: In dat[(ar - k + 2):(n - k + 1)] - dat[(ar - k + 1):(n - k)] : >>> longer object length is not a multiple of shorter object length" >>> >>> In the example, the author specifies as follow: >>> orig <- 2 # set to 1 for original data, set to 2 for extended >data # >>> t <- 2 >>> grid <- 200 >>> bq <- 9999 >>> c <- .9 >>> i <- 7 >>> d <- np[i,] >>> if (orig==1){ >>> y <- as.matrix(dat[d[1]:(d[2]-18)]) >>> if (i==4) y <- y[21:82] >>> }else{ >>> y <- as.matrix(dat[d[1]:d[2]]) >>> } >>> name <- "GNP per Capita: 1869-1988" >>> ar <- d[3] >>> >>> What I can't figure out is the indication ar <- >>> d[3] and in general what >>> precisely he means with specifying i and d. I think this >specification is >>> due to the fact that his dataset is made of several variables all >written >>> in the same column and they are associated with an index. >>> When I give these inputs to R (I use RStudio), in the environment >pane >>> appears as ar = 1. When I give the numerical input (ar <- 1) for my >>> exercise instead, the only result is the error above mentioned. >>> >>> Below, I report my data (as you can see, it is only a single series >with >>> few observation, so it should be an easy one) and my inputs, while I >attach >>> the script in a text file because it is quite a long one. I also >attach the >>> example and the data used in it. >>> I hope someone can help me figuring out what am I doing wrong and I >will be >>> very grateful to anyone who is willing to help a newbie like me. >>> >>> library(pracma) >>> source(file.choose()) >>> dat <- >>> as.matrix(read.csv(file.choose(), header = TRUE)) >>> print(dat) >>> >>> USA >>> [1,] 0.01075000 >>> [2,] 0.01116000 >>> [3,] 0.01214000 >>> [4,] 0.01309000 >>> [5,] 0.01668000 >>> [6,] 0.02991000 >>> [7,] 0.02776000 >>> [8,] 0.04218000 >>> [9,] 0.05415000 >>> [10,] 0.05895000 >>> [11,] 0.04256000 >>> [12,] 0.03306000 >>> [13,] 0.00622000 >>> [14,] 0.11035000 >>> [15,] 0.09132000 >>> [16,] 0.05737000 >>> [17,] 0.06486000 >>> [18,] 0.07647000 >>> [19,] 0.11266000 >>> [20,] 0.13509000 >>> [21,] 0.10316000 >>> [22,] 0.06161000 >>> [23,] 0.03212000 >>> [24,] 0.04317000 >>> [25,] 0.03561000 >>> [26,] 0.01859000 >>> [27,] 0.03741000 >>> [28,] 0.04009000 >>> [29,] 0.04827000 >>> [30,] 0.05398000 >>> [31,] 0.04235000 >>> [32,] 0.03029000 >>> [33,] 0.02952000 >>> [34,] 0.02607000 >>> [35,] 0.02805000 >>> [36,] 0.02931000 >>> [37,] 0.02338000 >>> [38,] 0.01552000 >>> [39,] 0.02188000 >>> [40,] >>> 0.03377000 >>> [41,] 0.02826000 >>> [42,] 0.01586000 >>> [43,] 0.00002270 >>> [44,] 0.02677000 >>> [45,] 0.03393000 >>> [46,] 0.03226000 >>> [47,] 0.02853000 >>> [48,] 0.03839000 >>> [49,] -0.00000356 >>> [50,] 0.00001640 >>> [51,] 0.03157000 >>> [52,] 0.02069000 >>> [53,] 0.01465000 >>> [54,] 0.01622000 >>> [55,] 0.01622000 >>> >>> dat <- dat >>> name <- "Inflation" >>> t <- 1 >>> ar <- 1 >>> grid <- 200 >>> bq <- 1999 >>> c <- .9 >>> all <- 0 >>> grph <- 1 >>> >>> out <- grid_boot(dat, name, t, ar, grid, bq, c, all, grph) >>> >>> [[alternative HTML version deleted]] >>> >>> ------------------------------ >>> >>> R-help@r-project.org 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. >>> >>> [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
