Giters

AdaemmerP / lpirfs

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Information Criterion issues

Mdsdms opened this issue · comments

commented

Hi,
When using lags_criterion='AIC', I met an issue in my output with the function summary(results_lin)[[1]][4] and summary(results_lin). This problem does not arise when using a defined number of lags. There is no issues with the plot.
Thanks in advance for your response
summary(results_lin)[[1]][4]

[[1]]

NULL

summary(results_lin)

$Shock: c.cons.

$Shock: c.cons.[[1]]

$Shock: c.cons.[[1]]$h 1

R-sqrd. Adj. R-sqrd. F-stat p-value

c.cons. 0.9994698 0.9994478 45454.01 0

c.output. 0.9991177 0.9990897 35590.77 0

attr(,"names")

[1] "c.cons." "c.output." NA NA NA NA

[7] NA NA

commented

Thanks for your comment! It seems that the output has been saved twice as a list.
I fixed the issue and uploaded the updated version on GitHub. Can you install it and check whether it solved your issue?

commented

I tested the updated package on Github and the issue is fix. Thanks a lot.