[英]Replicating the example of Markov Switching Model of Hamilton using MSwM package in R
[英]MSwM (Markov-Switching Model) function in R not working
我正在嘗試運行下面的函數,以便根據此鏈接創建馬爾可夫切換模型。
olsY = model.matrix(persons ~ vocMean + ble + cal + weekday, model.frame(lm(persons ~ vocMean + ble + cal + weekday, data = data)))
msY = msmFit(olsY, k = 2, sw = rep(TRUE, 5))
但是第二行代碼給了我以下錯誤:
Error in (function (classes, fdef, mtable) :
unable to find an inherited method for function ‘msmFit’ for signature ‘"matrix", "numeric", "logical", "missing", "missing", "missing"’
有人可以幫我解決這個問題嗎? 非常感謝。 我使用的數據在這里。
看來你的OLS規范太復雜了:msmFit中的olsY應該屬於(g)lm或者"formula"類,所以就用這種方式重寫你的第一部分代碼
olsY = lm(persons ~ vocMean + ble + cal + weekday, data = data)
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