How to confront error "wrong embedding dimension" in cajolst R function?

Question

When I try to use cajolst function from urca package I get a strange error. would you please guide me how can i confront the problem?

   result<-urca::cajolst(data ,trend = FALSE, K = 2, season = NULL)

Error in embed(diff(x), K) : wrong embedding dimension.

  dates     A        G
2016-11-30  0        0
2016-12-01  -3.53   3.198
2016-12-02  -2.832  8.703
2016-12-04  -2.666  7.799
2016-12-05  -0.54   7.701
2016-12-06  -1.296  4.685
2016-12-07  -1.785  -4.587
2016-12-08  -6.834  -3.696
2016-12-09  -9.624  -5.461
2016-12-11  -11.374 -0.423
2016-12-12  -6.037  -1.614
2016-12-13  -5.934  -3.231
2016-12-14  -7.279  1.072
2016-12-15  -7.859  -4.823
2016-12-16  -15.132 10.838
2016-12-19  -15.345 11.5
2016-12-20  -15.673 6.639
2016-12-21  -15.391 11.162
2016-12-22  -14.357 7.032
2016-12-23  -14.99  12.355
2016-12-26  -15.626 10.944
2016-12-27  -12.297 10.215
2016-12-28  -13.967 5.957
2016-12-29  -12.946 3.446
2016-12-30  -19.681 10.274
2017-01-02  -18.24  8.781
2017-01-03  -16.83  1.116
2017-01-04  -18.189 -0.036
2017-01-05  -15.897 -1.441
2017-01-06  -20.196 -8.534
2017-01-09  -14.57  -28.768
2017-01-10  -13.27  -29.821
2017-01-11  -8.85   -38.881
2017-01-12  -6.375  -50.885
2017-01-13  -8.056  -51.321
2017-01-16  -5.217  -63.619
2017-01-17  -4.75   -39.163
2017-01-18  3.505   -46.309
2017-01-19  10.939  -45.825
2017-01-20  9.248   -42.973
2017-01-23  9.532   -33.396
2017-01-24  4.235   -31.38
2017-01-25  -1.885  -19.21
2017-01-26  -5.027  -15.74
2017-01-27  0.015   -23.029
2017-01-30  -0.685  -30.773
2017-01-31  -2.692  -25.544
2017-02-01  -2.654  -17.912
2017-02-02  4.002   -43.309
2017-02-03  4.813   -52.627
2017-02-06  7.049   -49.965
2017-02-07  10.003  -40.568
2017-02-08  8.996   -39.828
2017-02-09  7.047   -41.19
2017-02-10  7.656   -50.853
2017-02-13  4.986   -41.318
2017-02-14  8.493   -51.946
2017-02-15  12.547  -59.538
2017-02-16  10.327  -54.496
2017-02-17  7.09    -57.571
2017-02-20  11.633  -54.91
2017-02-21  12.664  -51.597
2017-02-22  16.103  -57.819
2017-02-23  14.25   -51.336
2017-02-24  7.794   -54.898
2017-02-27  15.27   -55.754
2017-02-28  19.984  -58.37
2017-03-01  23.899  -70.73
2017-03-02  16.63   -56.29
2017-03-03  16.443  -55.858
2017-03-06  17.901  -59.377
2017-03-07  19.067  -64.383
2017-03-08  17.219  -57.829
2017-03-09  15.694  -55.022
2017-03-10  17.351  -60.431
2017-03-13  18.945  -59.79
2017-03-14  20.001  -64.848
2017-03-15  23.852  -73.806
2017-03-16  22.697  -64.191
2017-03-17  26.892  -65.328
2017-03-20  29.221  -72.764
2017-03-21  25.165  -53.427
2017-03-22  22.998  -51.676
2017-03-23  20.072  -40.57
2017-03-24  20.758  -43.654
2017-03-27  20.062  -33.672
2017-03-28  22.066  -47.184
2017-03-29  22.363  -54.57
2017-03-30  20.684  -48.199
2017-03-31  17.056  -40.887
2017-04-03  19.12   -39.618
2017-04-04  16.359  -37.1
2017-04-05  18.643  -32.734
2017-04-06  14.708  -30.455
2017-04-07  8.403   -33.553
2017-04-10  6.072   -29.048
2017-04-11  5.186   -20.696
2017-04-12  4.248   -20.924
2017-04-13  12.803  -31.075
2017-04-14  12.566  -29.768
2017-04-17  14.065  -28.906
2017-04-18  14.5    4.121
2017-04-19  13.865  8.835
2017-04-20  16.126  6.191
2017-04-21  17.591  3.77
2017-04-24  22.3    -2.497
2017-04-25  22.731  7.408
2017-04-26  19.146  18.45
2017-04-27  19.052  25.541
2017-04-28  21.889  26.878
2017-05-01  27.323  14.362
2017-05-02  29.93   17.525
2017-05-03  19.835  29.856
2017-05-04  19.683  36.72
2017-05-05  13.545  41.055
2017-05-08  14.165  43.544
2017-05-09  11.325  49.978
2017-05-10  10.143  47.072
2017-05-11  13.718  38.901
2017-05-12  14.216  36.017
2017-05-15  13.701  33.797
2017-05-16  13.505  33.867
2017-05-17  13.456  38.004
2017-05-18  12.613  37.758
2017-05-19  11.166  40.367
2017-05-22  12.221  34.022
2017-05-23  13.682  29.793
2017-05-24  10.05   26.701
2017-05-25  10.122  31.394
2017-05-26  7.592   20.073
2017-05-29  6.796   23.809
2017-05-30  9.638   16.1
2017-05-31  7.983   29.043
2017-06-01  3.594   39.557
2017-06-02  8.763   27.863
2017-06-05  12.157  22.397
2017-06-06  13.383  19.053
2017-06-07  20.52   17.449
2017-06-08  19.534  -1.615
2017-06-09  16.011  -1.989
2017-06-12  9.153   -9.294
2017-06-13  4.295   -0.897
2017-06-14  9.743   -9.818
2017-06-15  10.386  -8.255
2017-06-16  11.983  -12.522
2017-06-19  9.513   -12.931
2017-06-20  10.298  -21.024
2017-06-21  11.087  -11.801
2017-06-22  4.472   -9.048
2017-06-23  9.416   -9.592
2017-06-26  9.686   -12.006
2017-06-27  6.424   -2.632
2017-06-28  3.062   -1.016
2017-06-29  5.593   -0.825
2017-06-30  3.531   0.914
2017-07-03  3.208   -2.596
2017-07-04  -6.373  4.289
2017-07-05  -5.149  5.917
2017-07-06  -6.104  12.75
2017-07-07  -9.565  1.615
2017-07-10  -8.961  -0.053
2017-07-11  -4.065  -8.541
2017-07-12  -10.133 -11.286
2017-07-13  -6.223  -15.181
2017-07-14  -1.524  -14.396
2017-07-17  -1.613  -14.61
2017-07-18  5.781   -35.473
2017-07-19  8.243   -44.186
2017-07-20  7.665   -49.857
2017-07-21  0.485   -41.286
2017-07-24  -0.638  -39.127
2017-07-25  0.767   -40.952
2017-07-26  3.566   -44.388
2017-07-27  6.834   -42.543
2017-07-28  1.306   -37.657
2017-07-31  5.839   -34.048
2017-08-01  5.838   -28.939
2017-08-02  7.298   -26.566
2017-08-03  6.804   -32.876
2017-08-04  8.989   -38.618
2017-08-07  8.862   -36.676
2017-08-08  8.234   -40.893
2017-08-09  7.39    -35.16
2017-08-10  8.593   -35.555
2017-08-11  7.253   -35.175
2017-08-14  5.593   -33.644
2017-08-15  4.528   -37.82
2017-08-16  6.752   -53.217
2017-08-17  6.284   -49.252
2017-08-18  4.765   -55.602
2017-08-21  3.905   -54.32
2017-08-22  1.76    -57.853
2017-08-23  0.406   -58.925
2017-08-24  -2.438  -58.098
2017-08-25  -0.791  -56.682
2017-08-28  2.173   -51.278
2017-08-29  2.523   -54.353
2017-08-30  4.482   -46.325
2017-08-31  0.246   -52.567
2017-09-01  -4.214  -53.636
2017-09-04  -4.548  -52.735
2017-09-05  -1.781  -50.421
2017-09-06  -10.463 -51.122
2017-09-07  -13.119 -52.433
2017-09-08  -11.716 -43.493
2017-09-11  -16.15  -43.142
2017-09-12  -12.478 -29.335
2017-09-13  -16.457 -31.697
2017-09-14  -14.615 -15.13
2017-09-15  -13.911 3.023

Please provide your data as a `dput` for easier question formatting. Use `dput(head(df,n))`. — NelsonGon, Aug 10 '19 at 15:01
And Please make sure you provide a minimal reproducible example. — Christoph, Aug 10 '19 at 15:03
Rolled back your edit. Links are in general not a desired way to share data. See details [here](https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example). — NelsonGon, Aug 10 '19 at 15:04
I uploaded data as an excel file and provided the link to download it. — Yashar Safarzadeh, Aug 10 '19 at 15:04

akrun · Accepted Answer · 2019-08-10T15:51:21.930

One of the issue is that the 'Date' column is also included and secondly, the season is not needed, it can be FALSE or specify an integer value

library(urca)
out <- cajolst(data[-1] ,trend = FALSE, K = 2, season =FALSE)

If there is a season effect and it is `quarterly, the value would be 4

out1 <- cajolst(data[-1] ,trend = FALSE, K = 2, season = 4)
out1
##################################################### 
# Johansen-Procedure Unit Root / Cointegration Test # 
##################################################### 

#The value of the test statistic is: 3.6212 13.2233

data

data <- structure(list(dates = c("2016-11-30", "2016-12-01", "2016-12-02", 
"2016-12-04", "2016-12-05", "2016-12-06", "2016-12-07", "2016-12-08", 
"2016-12-09", "2016-12-11", "2016-12-12", "2016-12-13", "2016-12-14", 
"2016-12-15", "2016-12-16", "2016-12-19", "2016-12-20", "2016-12-21", 
"2016-12-22", "2016-12-23", "2016-12-26", "2016-12-27", "2016-12-28", 
"2016-12-29", "2016-12-30", "2017-01-02", "2017-01-03", "2017-01-04", 
"2017-01-05", "2017-01-06", "2017-01-09", "2017-01-10", "2017-01-11", 
"2017-01-12", "2017-01-13", "2017-01-16", "2017-01-17", "2017-01-18", 
"2017-01-19", "2017-01-20", "2017-01-23", "2017-01-24", "2017-01-25", 
"2017-01-26", "2017-01-27", "2017-01-30", "2017-01-31", "2017-02-01", 
"2017-02-02", "2017-02-03", "2017-02-06", "2017-02-07", "2017-02-08", 
"2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", 
"2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", 
"2017-02-23", "2017-02-24", "2017-02-27", "2017-02-28", "2017-03-01", 
"2017-03-02", "2017-03-03", "2017-03-06", "2017-03-07", "2017-03-08", 
"2017-03-09", "2017-03-10", "2017-03-13", "2017-03-14", "2017-03-15", 
"2017-03-16", "2017-03-17", "2017-03-20", "2017-03-21", "2017-03-22", 
"2017-03-23", "2017-03-24", "2017-03-27", "2017-03-28", "2017-03-29", 
"2017-03-30", "2017-03-31", "2017-04-03", "2017-04-04", "2017-04-05", 
"2017-04-06", "2017-04-07", "2017-04-10", "2017-04-11", "2017-04-12", 
"2017-04-13", "2017-04-14", "2017-04-17", "2017-04-18", "2017-04-19", 
"2017-04-20", "2017-04-21", "2017-04-24", "2017-04-25", "2017-04-26", 
"2017-04-27", "2017-04-28", "2017-05-01", "2017-05-02", "2017-05-03", 
"2017-05-04", "2017-05-05", "2017-05-08", "2017-05-09", "2017-05-10", 
"2017-05-11", "2017-05-12", "2017-05-15", "2017-05-16", "2017-05-17", 
"2017-05-18", "2017-05-19", "2017-05-22", "2017-05-23", "2017-05-24", 
"2017-05-25", "2017-05-26", "2017-05-29", "2017-05-30", "2017-05-31", 
"2017-06-01", "2017-06-02", "2017-06-05", "2017-06-06", "2017-06-07", 
"2017-06-08", "2017-06-09", "2017-06-12", "2017-06-13", "2017-06-14", 
"2017-06-15", "2017-06-16", "2017-06-19", "2017-06-20", "2017-06-21", 
"2017-06-22", "2017-06-23", "2017-06-26", "2017-06-27", "2017-06-28", 
"2017-06-29", "2017-06-30", "2017-07-03", "2017-07-04", "2017-07-05", 
"2017-07-06", "2017-07-07", "2017-07-10", "2017-07-11", "2017-07-12", 
"2017-07-13", "2017-07-14", "2017-07-17", "2017-07-18", "2017-07-19", 
"2017-07-20", "2017-07-21", "2017-07-24", "2017-07-25", "2017-07-26", 
"2017-07-27", "2017-07-28", "2017-07-31", "2017-08-01", "2017-08-02", 
"2017-08-03", "2017-08-04", "2017-08-07", "2017-08-08", "2017-08-09", 
"2017-08-10", "2017-08-11", "2017-08-14", "2017-08-15", "2017-08-16", 
"2017-08-17", "2017-08-18", "2017-08-21", "2017-08-22", "2017-08-23", 
"2017-08-24", "2017-08-25", "2017-08-28", "2017-08-29", "2017-08-30", 
"2017-08-31", "2017-09-01", "2017-09-04", "2017-09-05", "2017-09-06", 
"2017-09-07", "2017-09-08", "2017-09-11", "2017-09-12", "2017-09-13", 
"2017-09-14", "2017-09-15"), A = c(0, -3.53, -2.832, -2.666, 
-0.54, -1.296, -1.785, -6.834, -9.624, -11.374, -6.037, -5.934, 
-7.279, -7.859, -15.132, -15.345, -15.673, -15.391, -14.357, 
-14.99, -15.626, -12.297, -13.967, -12.946, -19.681, -18.24, 
-16.83, -18.189, -15.897, -20.196, -14.57, -13.27, -8.85, -6.375, 
-8.056, -5.217, -4.75, 3.505, 10.939, 9.248, 9.532, 4.235, -1.885, 
-5.027, 0.015, -0.685, -2.692, -2.654, 4.002, 4.813, 7.049, 10.003, 
8.996, 7.047, 7.656, 4.986, 8.493, 12.547, 10.327, 7.09, 11.633, 
12.664, 16.103, 14.25, 7.794, 15.27, 19.984, 23.899, 16.63, 16.443, 
17.901, 19.067, 17.219, 15.694, 17.351, 18.945, 20.001, 23.852, 
22.697, 26.892, 29.221, 25.165, 22.998, 20.072, 20.758, 20.062, 
22.066, 22.363, 20.684, 17.056, 19.12, 16.359, 18.643, 14.708, 
8.403, 6.072, 5.186, 4.248, 12.803, 12.566, 14.065, 14.5, 13.865, 
16.126, 17.591, 22.3, 22.731, 19.146, 19.052, 21.889, 27.323, 
29.93, 19.835, 19.683, 13.545, 14.165, 11.325, 10.143, 13.718, 
14.216, 13.701, 13.505, 13.456, 12.613, 11.166, 12.221, 13.682, 
10.05, 10.122, 7.592, 6.796, 9.638, 7.983, 3.594, 8.763, 12.157, 
13.383, 20.52, 19.534, 16.011, 9.153, 4.295, 9.743, 10.386, 11.983, 
9.513, 10.298, 11.087, 4.472, 9.416, 9.686, 6.424, 3.062, 5.593, 
3.531, 3.208, -6.373, -5.149, -6.104, -9.565, -8.961, -4.065, 
-10.133, -6.223, -1.524, -1.613, 5.781, 8.243, 7.665, 0.485, 
-0.638, 0.767, 3.566, 6.834, 1.306, 5.839, 5.838, 7.298, 6.804, 
8.989, 8.862, 8.234, 7.39, 8.593, 7.253, 5.593, 4.528, 6.752, 
6.284, 4.765, 3.905, 1.76, 0.406, -2.438, -0.791, 2.173, 2.523, 
4.482, 0.246, -4.214, -4.548, -1.781, -10.463, -13.119, -11.716, 
-16.15, -12.478, -16.457, -14.615, -13.911), G = c(0, 3.198, 
8.703, 7.799, 7.701, 4.685, -4.587, -3.696, -5.461, -0.423, -1.614, 
-3.231, 1.072, -4.823, 10.838, 11.5, 6.639, 11.162, 7.032, 12.355, 
10.944, 10.215, 5.957, 3.446, 10.274, 8.781, 1.116, -0.036, -1.441, 
-8.534, -28.768, -29.821, -38.881, -50.885, -51.321, -63.619, 
-39.163, -46.309, -45.825, -42.973, -33.396, -31.38, -19.21, 
-15.74, -23.029, -30.773, -25.544, -17.912, -43.309, -52.627, 
-49.965, -40.568, -39.828, -41.19, -50.853, -41.318, -51.946, 
-59.538, -54.496, -57.571, -54.91, -51.597, -57.819, -51.336, 
-54.898, -55.754, -58.37, -70.73, -56.29, -55.858, -59.377, -64.383, 
-57.829, -55.022, -60.431, -59.79, -64.848, -73.806, -64.191, 
-65.328, -72.764, -53.427, -51.676, -40.57, -43.654, -33.672, 
-47.184, -54.57, -48.199, -40.887, -39.618, -37.1, -32.734, -30.455, 
-33.553, -29.048, -20.696, -20.924, -31.075, -29.768, -28.906, 
4.121, 8.835, 6.191, 3.77, -2.497, 7.408, 18.45, 25.541, 26.878, 
14.362, 17.525, 29.856, 36.72, 41.055, 43.544, 49.978, 47.072, 
38.901, 36.017, 33.797, 33.867, 38.004, 37.758, 40.367, 34.022, 
29.793, 26.701, 31.394, 20.073, 23.809, 16.1, 29.043, 39.557, 
27.863, 22.397, 19.053, 17.449, -1.615, -1.989, -9.294, -0.897, 
-9.818, -8.255, -12.522, -12.931, -21.024, -11.801, -9.048, -9.592, 
-12.006, -2.632, -1.016, -0.825, 0.914, -2.596, 4.289, 5.917, 
12.75, 1.615, -0.053, -8.541, -11.286, -15.181, -14.396, -14.61, 
-35.473, -44.186, -49.857, -41.286, -39.127, -40.952, -44.388, 
-42.543, -37.657, -34.048, -28.939, -26.566, -32.876, -38.618, 
-36.676, -40.893, -35.16, -35.555, -35.175, -33.644, -37.82, 
-53.217, -49.252, -55.602, -54.32, -57.853, -58.925, -58.098, 
-56.682, -51.278, -54.353, -46.325, -52.567, -53.636, -52.735, 
-50.421, -51.122, -52.433, -43.493, -43.142, -29.335, -31.697, 
-15.13, 3.023)), class = "data.frame", row.names = c(NA, -210L
))

How to confront error "wrong embedding dimension" in cajolst R function?

1 Answers1

data