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Description
Hi,
I am using the command SVEC on a ca.jo object. The object has exogenous variables in it (2 dummy variables for breaks points) which I think are causing me the following error:
Error in array(x, c(length(x), 1L), if (!is.null(names(x))) list(names(x), :
'data' must be of a vector type, was 'language'
Running traceback:
traceback()
6: array(x, c(length(x), 1L), if (!is.null(names(x))) list(names(x),
NULL) else NULL)
5: as.matrix.default(dumvar)
4: as.matrix(dumvar)
3: ca.jo(x = ysampled, K = Korig, spec = specorig, season = seasonorig,
dumvar = dumvarorig, ecdet = ecdetorig)
2: .bootsvec(x = x, LRorig = LRorig, SRorig = SRorig, r = r, runs = runs,
K = K, conv.crit = conv.crit, maxls = maxls, max.iter = max.iter)
1: SVEC(RFVECM, LR = LR, SR = SR, r = 1, lrtest = FALSE, boot = TRUE,
runs = 100)
Any suggestions for a workaround?
Thanks
Adam