[R] How can I estimate a Box-Cox function with R?

[Ikerne del Valle]

	Dear Fernando and all:

	Thanks for your help. Now works. This is 
a training example to learn how to estimate a 
Box-Cox (right and/or left side transformations) 
with R (as LIMDEP does) in order to compare these 
estimations with the ones derived by applying 
NLS, ones the dependent variable has been divided 
by its geometric mean (see below) as suggested by 
(Zarembka (1974) and Spitzer (1984). However the 
example of the demand of money seems not to work. 
Any idea to face the error messages or how to 
estimate a Box-Cox function with R?

	Best regards,
	Ikerne

library(nlrwr)
r<-c(4.50,4.19,5.16,5.87,5.95,4.88,4.50,6.44,7.83,6.25,5.50,5.46,7.46,10.28,11.77,13.42,11.02,8.50,8.80,7.69)
Lr<-log(r)
M<-c(480.00,524.30,566.30,589.50,628.20,712.80,805.20,861.00,908.40,1023.10,1163.60,1286.60,1388.90,1497.90,1631.40,1794.40,1954.90,2188.80,2371.70,2563.60)
LM<-log(M)
Y<-c(2208.30,2271.40,2365.60,2423.30,2416.20,2484.80,2608.50,2744.10,2729.30,2695.00,2826.70,2958.60,3115.20,3192.40,3187.10,3248.80,3166.00,3277.70,3492.00,3573.50)
LY<-log(Y)
gmM<-exp((1/20)*sum(LM))
GM<-M/gmM
Gr<-r/gmM
GY<-Y/gmM
money<-data.frame(r,M,Y,Lr,LM,LY,GM,Gr,GY)
attach(money)
ols1<-lm(GM~r+Y)
output1<-summary(ols1)
coef1<-ols1$coefficients
a1<-coef1[[1]]
b11<-coef1[[2]]
b21<-coef1[[3]]
ols2<-lm(GM~Gr+GY)
output2<-summary(ols2)
coef2<-ols2$coefficients
a2<-coef2[[1]]
b12<-coef2[[2]]
b22<-coef2[[3]]
money.m1<-nls(GM~a+b*r^g+c*Y^g,data=money,start=list(a=a1,b=b11,g=1,c=b21))
money.m2<-nls(GM~a+b*Gr^g+c*GY^g,data=money,start=list(a=a2,b=b12,g=1,c=b22))


		Ikerne del Valle Erkiaga
		Department of Applied Economics V
		Faculty of Economic and Business Sciences
		University of the Basque Country
		Avda. Lehendakari Agirre, Nº 83
		48015 Bilbao (Bizkaia) Spain