[R] Error in ur.df function

mamuash bukana mamushbukana at gmail.com
Thu Sep 4 11:42:08 CEST 2014

Dear R users,

For a time series, say y:
y<-cumsum(rnorm(100)) # I used ur.df function (urca package) to test
for unit root with/without a drift as follows:

test<-ur.df(y,lags=3,type="drift") # this works for the artificial
data here, but when I apply the same function to my very big data, it
comes with the following error:

Error in coef(summary(result))[2, 3] : subscript out of bounds

Any suggestion please?


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