New subject: zelig - Error in inherits(x, "factor")

5 Sep 2009

Hi, Zebedee,

It seems that you're missing some important information in the zelig
call.  The most important thing for the zelig function is that you
have all the variables in one data frame, which is specified using the
data argument in the zelig call.

To insert variables in your data frame Data, the line
     dtrdseas.log.CHPK.ts <-
          log(CHPK.ts)-(lm(log(CHPK.ts)~t+t2+t3+t3+sin.t+cos.t)$fit)
should be
     Data$dtrdseas.log.CHPK.ts<- log(CHPK.ts) -
           (lm(log(CHPK.ts)~t+t2+t3+t3+sin.t+cos.t)$fit)
where the $ inserts this variable in the Data dataframe.

Next, the zelig call should be:
     z.out <- zelig(Diff(dtrdseas.log.CHPK.ts, 0) ~ lag.y(3) + lag.eps(3),
           model = "arima", data = Data)
where Data is the data frame into which you have inserted your
dtrdseas.log.CHPK.ts variable.

Please let us know whether this fixes the problem.

Yours,
Olivia Lau
Zelig[[3]]

On Sat, Sep 5, 2009 at 10:37 AM, Zebedee
Nii-Naate&lt;zebedeeniinaate(a)gmail.com&gt; wrote:
...
  Thank you Olivia.

 I'm using R version 2.9.2 and Zelig version 3.4-5 (built: 2009-03-13).  I'm
 praying your colleague is able to have a look early week, as I'm due to hand
 in my dissertation on Wed of next week.

 btw - I think you forgot to cc in colleague.

 Kind regards,

 Zebedee

 2009/9/5 Olivia Lau &lt;olivia.lau(a)post.harvard.edu&gt;

 Dear Zebedee,

 The student who worked on ARIMA is currently at APSA.  I've cc'ed him
 above, and hopefully he'll have a chance to take a look when he gets
 back next week.

 Which version of Zelig and which version of R are you using?

 Yours,
 Olivia

 On Sat, Sep 5, 2009 at 3:42 AM, Zebedee
 Nii-Naate&lt;zebedeeniinaate(a)gmail.com&gt; wrote:
 > Dear all,
 >
 >
 >
 > Good morning all.  I’m trying to us the Zelig::zelig function to
 > estimate an
 > ARIMA model after I have removed the seasonal and trend components of a
 > time
 > series data  (CHPH.ts) that I have imported from a CV file.  Please see
 > syntax below.
 >
 >
 >
 > All seems to be ok apart from when I run: z.out <-
 > zelig(Diff(dtrdseas.log.CHPK.ts, 0) ~ lag.y(3) + lag.eps(3), model =
 > "arima"
 > , ,)
 >
 >
 >
 > I get the following error message:
 >
 >
 >
 > Error in inherits(x, "factor") : element 1 is empty;
 >
 >    the part of the args list of 'class' being evaluated was:
 >
 >    (data)
 >
 >
 >
 > I’ve tried changing the syntax to include: data = Data and data =
 > dtrdseas.log.CHPK.ts plus many alternatives.  Nothing seems to work.
 > I’d be
 > very grateful for advice on the error message and how force the zelig
 > function to read dtrdseas.log.CHPK.ts in the zelig function.
 >
 >
 >
 > I’ve read material on the zelig website (http://gking.harvard.edu/zelig)
 > but
 > I’m still lost.
 >
 >
 >
 > Syntax
 >
 > #Import Data from csv file
 >
 > Data
 >
 >
<-read.csv("C:/Users/Zebedee/Documents/Dissertation/Data/Germany.csv",header=T)
 >
 >
 >
 > #Name the first column of csv file as Data and format the Data
 >
 > Datecol<-Data[,1]
 >
 > as.Date(as.character(Datecol),format="%Y%m%d")
 >
 >
 >
 > #Report the dimensions of Data and list
 >
 > dim(Data)
 >
 > names (Data)
 >
 >
 >
 > ## DESCRIPTIVE STATISTICS
 >
 > # Plots in levels
 >
 > CH.ts <- ts(Data[,2], start = c(2002, 1), end = c(2008, 22), freq = 52)
 >
 > PK.ts <- ts(Data[,3], start = c(2002, 1), end = c(2008, 22), freq = 52)
 >
 > BF.ts <- ts(Data[,4], start = c(2002, 1), end = c(2008, 22), freq = 52)
 >
 > CHPK.ts<- ts(Data[,5], start = c(2002, 1), end = c(2008, 22), freq = 52)
 >
 > CHBF.ts<- ts(Data[,6], start = c(2002, 1), end = c(2008, 22), freq = 52)
 >
 >
 >
 > #Deseasonalise and detrend data
 >
 > t<-1: length(log(CHPK.ts))
 >
 > t2<-t^2
 >
 > t3<-t^3
 >
 > sin.t<-sin(2*pi*t/52)
 >
 > cos.t<-cos(2*pi*t/52)
 >
 >
 >
 > par(mfrow=c(2,1))
 >
 > plot(log(CHPK.ts))
 >
 > trd.log.CHPK.ts<-lm(log(CHPK.ts)~t+t2+t3+sin.t+cos.t)
 >
 > lines(lm(log(CHPK.ts)~t+t2+t3+sin.t+cos.t)$fit,col=2,lwd=2)
 >
 > summary(lm(log(CHPK.ts)~t+t2+t3+sin.t+cos.t))
 >
 > AIC(trd.log.CHPK.ts)
 >
 > tsDyn::BIC(trd.log.CHPK.ts)
 >
 > lmtest::bptest(trd.log.CHPK.ts)
 >
 > lmtest::resettest(trd.log.CHPK.ts)
 >
 > lmtest::bgtest(trd.log.CHPK.ts, order = 52)
 >
 > lmtest::dwtest(trd.log.CHPK.ts)
 >
 > dtrdseas.log.CHPK.ts<- log(CHPK.ts) -
 > (lm(log(CHPK.ts)~t+t2+t3+t3+sin.t+cos.t)$fit)
 >
 > plot(dtrdseas.log.CHPK.ts)
 >
 >
 >
 > #Estimate ARIMA model
 >
 > library(Zelig)
 >
 > z.out <- zelig(Diff(dtrdseas.log.CHPK.ts, 0) ~ lag.y(3) + lag.eps(3),
 > model
 > = "arima" , ,)
 >
 > summary(z.out)
 >
 > x.out <- setx(z.out)
 >
 > s.out <- sim(z.out)
 >
 > s.out <- sim(z.out, x = x.out)
 >
 >
 >
 > Kind regards,
 >
 >
 >
 > Zebedee
 >
 > 

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Re: [zelig] zelig - Error in inherits(x, "factor")