CRAN Package Check Results for Package AER

Last updated on 2018-04-20 18:54:44 CEST.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-clang 1.2-5 7.79 259.41 267.20 OK
r-devel-linux-x86_64-debian-gcc 1.2-5 5.56 191.84 197.40 OK
r-devel-linux-x86_64-fedora-clang 1.2-5 344.18 OK
r-devel-linux-x86_64-fedora-gcc 1.2-5 323.53 OK
r-devel-windows-ix86+x86_64 1.2-5 20.00 287.00 307.00 OK
r-devel-osx-x86_64 1.2-5 OK
r-patched-linux-x86_64 1.2-5 7.28 247.05 254.33 OK
r-patched-solaris-x86 1.2-5 451.60 OK
r-release-linux-x86_64 1.2-5 4.89 300.07 304.96 OK
r-release-windows-ix86+x86_64 1.2-5 20.00 428.00 448.00 OK
r-release-osx-x86_64 1.2-5 OK
r-oldrel-windows-ix86+x86_64 1.2-5 23.00 292.00 315.00 ERROR

Check Details

Version: 1.2-5
Check: package dependencies
Result: NOTE
    Package suggested but not available for checking: 'forecast'
Flavor: r-oldrel-windows-ix86+x86_64

Version: 1.2-5
Check: examples
Result: ERROR
    Running examples in 'AER-Ex.R' failed
    The error most likely occurred in:
    
    > ### Name: GoldSilver
    > ### Title: Gold and Silver Prices
    > ### Aliases: GoldSilver
    > ### Keywords: datasets
    >
    > ### ** Examples
    >
    > data("GoldSilver", package = "AER")
    >
    > ## p.31, daily returns
    > lgs <- log(GoldSilver)
    > plot(lgs[, c("silver", "gold")])
    >
    > dlgs <- 100 * diff(lgs)
    > plot(dlgs[, c("silver", "gold")])
    >
    > ## p.31, monthly log prices
    > lgs7812 <- window(lgs, start = as.Date("1978-01-01"))
    > lgs7812m <- aggregate(lgs7812, as.Date(as.yearmon(time(lgs7812))), mean)
    > plot(lgs7812m, plot.type = "single", lty = 1:2, lwd = 2)
    >
    > ## p.93, empirical ACF of absolute daily gold returns, 1978-01-01 - 2012-12-31
    > absgret <- abs(100 * diff(lgs7812[, "gold"]))
    > sacf <- acf(absgret, lag.max = 200, na.action = na.exclude, plot = FALSE)
    > plot(1:201, sacf$acf, ylim = c(0.04, 0.28), type = "l", xaxs = "i", yaxs = "i", las = 1)
    >
    > ## ARFIMA(0,1,1) model, eq. (4.44)
    > library("longmemo")
    > WhittleEst(absgret, model = "fARIMA", p = 0, q = 1, start = list(H = 0.3, MA = .25))
    'WhittleEst' Whittle estimator for fractional ARIMA ('fARIMA'); call:
    WhittleEst(x = absgret, model = "fARIMA", p = 0, q = 1, start = list(H = 0.3,
     MA = 0.25))
    ARMA order (p=0, q=1); time series of length n = 9130.
    
    H = 0.8221219
    coefficients 'eta' =
     Estimate Std. Error z value Pr(>|z|)
    H 0.82212189 0.01703983 48.24707 < 2.22e-16
    MA -0.26559749 0.02096396 -12.66924 < 2.22e-16
     <==> d := H - 1/2 = 0.322 (0.017)
    
     $ vcov : num [1:2, 1:2] 0.00029 -0.000313 -0.000313 0.000439
     ..- attr(*, "dimnames")=List of 2
     .. ..$ : chr [1:2] "H" "MA"
     .. ..$ : chr [1:2] "H" "MA"
     $ periodogr.x:'zoo' series from 1978-01-04 to 1995-07-03
     Data: num [1:4564] 52.12 4.29 4.45 9.9 4.59 ...
     Index: Date[1:4564], format: "1978-01-04" "1978-01-05" ...
     $ spec : num [1:4564, 1] 6.3 4.03 3.1 2.58 2.23 ...
    >
    > library("forecast")
    Error in library("forecast") : there is no package called 'forecast'
    Execution halted
Flavor: r-oldrel-windows-ix86+x86_64