When I replace the time series variables comes Warnings [number of items to replace is not a multiple of replacement length]

Hello community! First post, please pardon any inaccuracies.
So I'm trying to develop a function with loops to conduct the quantile-on-quantile (QQ) regression (a type of time series analysis) between two time series. The function is developed as:

coverLLsr=function(y,x,coverNum=3,h=3,kernel=c('Gauss','Laplace','Bessel'),ylag=1,xlag=NULL)
{
call=match.call()
mAll=sapply((1:coverNum)/(coverNum+1),function(p){
sapply((1:coverNum)/(coverNum+1),function(t){
llsr(y=y,x=x,h=h,theta=p,tao=t,kernel=kernel,ylag=ylag,xlag=xlag)
})
})
coefAll=array(dim=c(coverNum,coverNum,length(ylag)+length(xlag)+2,4))
R2All=matrix(NA,coverNum,coverNum)
AICAll=matrix(NA,coverNum,coverNum)
thetaAll=matrix(NA,coverNum,coverNum)
taoAll=matrix(NA,coverNum,coverNum)
for(i in 1:coverNum)
for(j in 1:coverNum)
{
coefAll[i,j,,]=mAll[[6*(i-1)+6coverNum(j-1)+2]]
R2All[i,j]=mAll[[6*(i-1)+6coverNum(j-1)+3]]
AICAll[i,j]=mAll[[6*(i-1)+6coverNum(j-1)+4]]
thetaAll[i,j]=mAll[[6*(i-1)+6coverNum(j-1)+5]]
taoAll[i,j]=mAll[[6*(i-1)+6coverNum(j-1)+6]]
}
callUse=as.character(call)
dimnames(coefAll)[[3]]=c('intercept',callUse[3],paste0(callUse[2],'_lag',seq(1:length(ylag))))
dimnames(coefAll)[[4]]=c('value','stdError','t value','P-value')
dimnames(thetaAll)[[1]]=dimnames(taoAll)[[1]]=dimnames(R2All)[[1]]=dimnames(AICAll)[[1]]=dimnames(coefAll)[[1]]=paste0('tao',round((1:coverNum)/(coverNum+1),3))
dimnames(thetaAll)[[2]]=dimnames(taoAll)[[2]]=dimnames(R2All)[[2]]=dimnames(AICAll)[[2]]=dimnames(coefAll)[[2]]=paste0('theta',round((1:coverNum)/(coverNum+1),3))
mAll=list(mAll=mAll,coefAll=coefAll,R2All=R2All,AICAll=AICAll,thetaAll=thetaAll,taoAll=taoAll)
class(mAll)='llsrs'
return(mAll)
}

And I first use this function to conduct the regression between two time series as:

r1=data2[,1]
r2=data2[,2]
m2=coverLLsr(r1,r2,coverNum=49,h=1/5);
write.xlsx(m2\$coefAll[,,1,1],'coef.xlsx','intercept')
write.xlsx(m2\$coefAll[,,2,1],'coef.xlsx','b1',append = T)
write.xlsx(m2\$coefAll[,,3,1],'coef.xlsx','aerfa(theta)',append = T)
write.xlsx(m2\$AICAll,'coef.xlsx','AIC',append = T)
write.xlsx(m2\$thetaAll,'coef.xlsx','theta',append = T)
write.xlsx(m2\$taoAll,'coef.xlsx','tao',append = T)

r1 and r2 are the two time series with 5774 observations each
And it works out fine. However, when I replace the time series variable with the other two time series with shorter time range with 157 observations each as:

and again run the above function, and it comes the warning
Error in coefAll[i, j, , ] <- mAll[[6 * (i - 1) + 6 * coverNum * (j - : number of items to replace is not a multiple of replacement length

It troubles me a lot! Any help will be deeply appreciated! Thanks in advance!

Do you really need to program it?

The quatreg package may do what you want.

Thanks for the reply! I will check it though I may need to conduct the quantile on quantile regression rather than the quantile regression.

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