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Error in UR test

2012-08-10
2013-04-30
  • Hi,
    I tried to test an UR with structural break in a serie with 41 observations and 6 lags (optimal AIC criteria suggested), and I get this error message:

    log time:           5/08/12 18:59
    program version:    4.24 (Oct 15, 2009)
    debug mode:         false
    java vm version:    10.0-b23
    os name:            Windows XP
    os version:         5.1
    GRTE:               true

    C:\uni\jmulti\jgauss\src\ur_stbr.src(349) : error G0159 : Wrong number of parameters
    Currently active call: autoreg_structbr  C:\uni\jmulti\jgauss\src\ur_stbr.src
    Stack trace:
       autoreg_structbr called from C:\uni\jmulti\jgauss\src\ur_stbr.src, line 762
       tauint_structbr
    29969 ERROR  com.jstatcom.engine.PCall                 - failed call: UR Test with structural break
    java.lang.RuntimeException: Gauss procedure: "tauint_structbr"

    C:\uni\jmulti\jgauss\src\ur_stbr.src(349) : error G0159 : Wrong number of parameters
    Currently active call: autoreg_structbr  C:\uni\jmulti\jgauss\src\ur_stbr.src
    Stack trace:
       autoreg_structbr called from C:\uni\jmulti\jgauss\src\ur_stbr.src, line 762
       tauint_structbr

    at com.jstatcom.engine.grte.GRTEngine.call(Unknown Source)
    at de.jmulti.proc.StructBreakURCall.runCode(Unknown Source)
    at com.jstatcom.engine.PCall.run(Unknown Source)
    at EDU.oswego.cs.dl.util.concurrent.QueuedExecutor$RunLoop.run(Unknown Source)
    at java.lang.Thread.run(Unknown Source)

    When I  tried 4 lags or less, the test runs an output like usual…

    Where could be the problem, the sample size?

    Thanks in advance.