According to the source code of embed function, it will stop work if
dimention is <1 or >n .  Part of the embed source code is mention below for
your reference. 
if ((dimension < 1) | (dimension > n))
            stop ("wrong embedding dimension")
I have also give the link of the source file of embed funciton
"svn.r-project.org/R/trunk/src/library/stats/R/embed.R
"

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