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
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