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Multivariate Time Series Package for R
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VARMAcpp example not working #1

Closed SimonHStats closed 9 years ago

SimonHStats commented 10 years ago

Hi Professor Tsay,

I am currently experimenting with your MTS package while I wait for your book to arrive, but I cannot get the VARMACpp example to work (p63 and 64 of the MTS.pdf file).

I note that the sample code is only for the VARMA fitting in R, and not the C++ version.

m3=VARMACpp(zt, p = 1, q = 1, include.mean = FALSE)
    Number of parameters:  8 
    initial estimates:  0.2443 0.2619 -0.6107 1.0816 -0.0072 0.0888 0.0628 -0.0545 
    Par. lower-bounds:  0.0092 0.1691 -0.8441 0.9895 -0.2695 -0.062 -0.1975 -0.2042 
    Par. upper-bounds:  0.4794 0.3547 -0.3773 1.1736 0.2551 0.2397 0.3232 0.0953 

    Error in do.call(rbind, ListResiduals) : second argument must be a list

Is this an error I can currently fix, or is this coed not yet operational?

Best, Simon Hayward

d- commented 9 years ago

Commit e15d30f82413117c05cee8de3a54eba39b70fb29 fixes #1.