Lag length in lp_nl

[Aceampoma]

Hello, excellent Package: My question is how do I switch off the lag length and use my fixed lag. ;

esults_nl <- lp_nl(endog_data,

• lags_endog_lin = 12, # Number of lags for (reduced) linear VAR to obtain shock matrix.
• lags_endog_nl = 12, # Number of lags for nonlinear model.
• trend = 0, # 0 = no trend, 1 = trend, 2 = trend & trend^2.
• shock_type = 0, # 0 = standard deviation shock, 1 = unit shock.
• confint = 1.67, # Width of confidence bands:

• 1 = 68%, 1.67 = 90%, 1.96 = 95%.

• hor = 36, # Length of irf horizons.
• switching = endog_data$ACLR, # Use inflation rate as switching variable.
• use_hp = TRUE, # Use HP-filter? TRUE or FALSE.
• lambda = 129,600, # Ravn and Uhlig (2002):

• Anuual data = 6.25

• Quarterly data = 1600

• Monthly data = 129,600

• gamma = 6,)

Error in lp_nl(endog_data, lags_endog_lin = 12, lags_endog_nl = 12, trend = 0, : Possible lag length criteria are AICc, AIC or BIC or NaN if lag length is specified.

[AdaemmerP]

Did you set "lags_criterion = NaN"? Your code is unfortunately not reproducible.

[Aceampoma]

No, I have fixed it thank you.