Как решить ошибку в массиве при использовании dynardl в R?
Я получаю сообщение об ошибке, когда пытаюсь выполнить ARDL в R.
install.packages("dynamac")
library(dynamac)
recession_data <- read_excel("recession_data copy.xls")
head(recession_data)
y <- ts(recession_data$USREC, start = c(1982,1,1), frequency = 12)
SPREAD <- ts(recession_data$T10Y3M, start = c(1982,1,1), frequency = 12)
stockprice <- ts(recession_data$WILL5000PRFC, start = c(1982,1,1), frequency = 12)
ardl.model <- dynardl(y ~ SPREAD + stockprice, data = recession_data,
+ lags = list("y" = 1, "SPREAD" = 1, "stockprice" = 1),
+ diffs = c("SPREAD", "stockprice"),
+ ec = TRUE, simulate = FALSE)
Error in array(x, c(length(x), 1L), if (!is.null(names(x))) list(names(x), :
'data' must be of a vector type, was 'NULL'