MatthieuStigler / tsDyn

tsDyn
tsdyn.googlecode.com
GNU General Public License v2.0
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VECM new warning with head() #23

Closed MatthieuStigler closed 4 years ago

MatthieuStigler commented 4 years ago

Get:

#> Warning: tail(., addrownums = V) is deprecated.
#> Use tail(., keepnums = V) instead.
library(tsDyn)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
packageVersion("tsDyn")
#> [1] '0.9.48.999'
exogen1<-rnorm(120,0,10)
exogen2<-rnorm(120,0,10)
dc <- rep(0, 120)
dc[60:80] <- 1 #dummy variable representation
x<-rnorm(120,0,10)
y<-rnorm(120,0,15)
i<-1:120
x1<-sapply(i,function(k) sum(x[1:k]))
x2<-x1+y

endogen<-cbind(x1,x2)
exogen<- cbind(exogen1, exogen2, dc) 

mdl<- VECM(endogen, lag=1, estim = "ML", r=1, exogen = exogen)
#> Warning: tail(., addrownums = V) is deprecated.
#> Use tail(., keepnums = V) instead.
new_endogen <-tail(cbind(x1,x2),24)
new_exogen <- tail(cbind(exogen1,exogen2,dc),24)
predict(mdl, newdata=new_endogen[1,,drop=FALSE], exoPred = new_exogen, n.ahead=24)
#> Error in predict.VAR(mdl, newdata = new_endogen[1, , drop = FALSE], exoPred = new_exogen, : Please provide newdata with nrow=lag

Created on 2020-09-28 by the reprex package (v0.3.0)

MatthieuStigler commented 4 years ago

fixed with update