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yth_filter() fails with p =1 #10

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SvN-HEC opened this issue Sep 29, 2024 · 0 comments
Open

yth_filter() fails with p =1 #10

SvN-HEC opened this issue Sep 29, 2024 · 0 comments

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@SvN-HEC
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SvN-HEC commented Sep 29, 2024

To reproduce the problem:

data(GDPC1) 
# the following example works fine
gdp_filter <- yth_filter(100*log(GDPC1), h = 8, p = 4) 
# change p = 4  to  p = 1
gdp_filter <- yth_filter(100*log(GDPC1), h = 8, p = 1) 

produces the error message
Error in eval(predvars, data, env) : object 'xt_1' not found

Now $p=1$ may seem counterintuitive ... but it makes sense in the context of what I'm trying to do. (Trust me....)

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