Dear Bernard,
Please find attached the output of traceback() below for this rather large VAR.
I am using vars 1.4-6 at the moment:
dim(var.trial)
[1] 22367 3
summary(VAR(var.trial, type=none, p=3))
Error: cannot allocate vector of size 3.7 GbIn addition: Warning messages:
1: In
Hi all,
When I tried to estimate a VAR (package vars) of a rather large dataset with 5
lags:
dim(trial.var)
[1] 20388 2
I ran into memory troubles:
summary(VAR(trial.var, type=none, p=5))
Error: cannot allocate vector of size 3.1 Gb
In addition: Warning messages:
1: In
Dear useRs,
With the rise of netbooks and 'lifestyle laptops I am tempted to get one of
these to mainly run R on it. Processor power and hard disk space seem to be ok.
What I wonder is the handling and feel with respect to R.
Has anyone here installed or is running R on one of these, and if
Hi useRs,
Been estimating a VAR with two variables, using VAR() of the package vars.
Perhaps I am missing something, but how can I include the present time t
variables, i.e. for the set of equations to be:
x(t) = a1*y(t) + a2*y(t-1) + a3*x(t-1) + ...
Y(t) = a1*x(t) + a2*x(t-1) + a3*y(t-1) +
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