R语言 VAR模型 滞后阶数判断
library(xlsxjars)
library(rJava)
library(xlsx)
library(urca)
library(lmtest)
library(MASS)
library(sandwich)
library(strucchange)
library(vars)
xlsx1<-read.xlsx("C:\Users\Desktop\STOCKINDEX.xlsx",1,encoding="UTF-8")
xlsx2<-read.xlsx("C:\Users\Desktop\PRICE.xlsx",1,encoding="UTF-8")
stockindex<-ts(xlsx1$stockindex,start=c(2010,6),end=c(2017,12),frequency=12)
price<-ts(xlsx2$price,start=c(2010,6),end=c(2017,12),frequency=12)
ln_stockindex<-log(stockindex)
ln_price<-log(price)
data.new<-data.frame(ln_stockindex,ln_price)
VARselect(data.new,lag.max=10,type="const")
如何解决
Error in y - z$residuals : 二进列运算符中有非数值参数