Package: tsDyn Check: examples New result: ERROR Running examples in ‘tsDyn-Ex.R’ failed The error most likely occurred in: > base::assign(".ptime", proc.time(), pos = "CheckExEnv") > ### Name: coefB > ### Title: Extract cointegration parameters A, B and PI > ### Aliases: coefB coefB.VECM coefB.ca.jo coefA coefA.VECM coefA.ca.jo > ### coefPI > > ### ** Examples > > data(barry) > vecm <- VECM(barry, lag=1, estim="ML") > vecm_r2 <- VECM(barry, lag=1, estim="ML", r=2) > > ## extract coefficients: > coefA(vecm) ECT Equation dolcan -0.001130982 Equation cpiUSA 0.046105240 Equation cpiCAN 0.146594632 > coefB(vecm) r1 dolcan 1.00000000 cpiUSA -0.03933803 cpiCAN 0.02054510 > coefPI(vecm) dolcan cpiUSA cpiCAN Equation dolcan -0.001130982 4.449061e-05 -2.323614e-05 Equation cpiUSA 0.046105240 -1.813690e-03 9.472370e-04 Equation cpiCAN 0.146594632 -5.766745e-03 3.011802e-03 > coefB(vecm_r2) r1 r2 dolcan 1.00000000 0.0000000 cpiUSA 0.00000000 1.0000000 cpiCAN 0.02871228 0.2076151 > coefPI(vecm_r2) dolcan cpiUSA cpiCAN Equation dolcan -0.02170647 0.0006147237 -0.0004956162 Equation cpiUSA -0.04142132 0.0006120386 -0.0010622319 Equation cpiCAN 0.13972183 -0.0055762706 0.0028540137 > > ## Beta-Restricted VECM: > beta_vecm2 <- coefB(vecm_r2) > beta_vecm2[3,2] <- 0.02 > vecm_r2_rest <- VECM(barry, lag=1, estim="ML", r=2, beta=beta_vecm2) > round(coefB(vecm_r2_rest),5) r1 r2 dolcan 1.00000 0.00 cpiUSA 0.00000 1.00 cpiCAN 0.02871 0.02 > > ## Package vars/urca > if(require(urca)){ + vecm_ur <- ca.jo(barry, K=2) + coefB(vecm_ur) + coefB(vecm_ur,r=2) + coefB(cajorls(vecm_ur, r=2)) + all.equal(coefB(vecm), coefB(vecm_ur), check.attributes=FALSE) + all.equal(coefB(vecm_r2), coefB(vecm_ur, r=2), check.attributes=FALSE) + } Loading required package: urca Warning in names(object) == c("rlm", "beta") : longer object length is not a multiple of shorter object length Error in coefB.list(cajorls(vecm_ur, r = 2)) : No method for this object Calls: coefB -> coefB.list Execution halted