Hi, All, I am using dataSnoop in the ttr Test package to do superior predict ability test for my models. And i had the following errors:
spa <- dataSnoop(a,bSamples=3,test="SPA") Preparing to Analyze 24 Parameterizations of TTR Error in na.fail.default(as.ts(x)) : missing values in object In addition: Warning messages: 1: In log(x) : NaNs produced 2: In log(x) : NaNs produced where a is the difference between the base models loss function and the loss function of other models. Should "a " be always positive? Best, Jun [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.