tmbeta(T=1..25, Y=y_matrix, X=x_series,window=10)：X must be a vector with the same length as T.

T = 1..25
X = 2..26	
Y1 = 3..27
Y2 = 4..28
y_matrix = matrix(table(Y1 as y1, Y2 as y2))
y1_matrix=matrix(table(Y1 as y1, Y2 as y2))
x_series = indexedSeries(1..25,X)
tmbeta(T=1..25, Y=y_matrix[0], X=x_series[0],window=10)

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Draco Chen 2022-09-30 20:02

这里的X=x_series 必须是向量，而实际类型却是matrix。

由于y_matrix 是indexedMatrix，所以不需要tmbeta的T提供索引，可以改用mbeta

mbeta(X=x_series,Y=y_matrix,window=10)

用tmbeta，可以改为

y1_matrix=matrix(table(Y1 as y1, Y2 as y2))
tmbeta(T,X=x_series[0],Y=y1_matrix[0],window=10)

tmbeta(T=1..25, Y=y_matrix, X=x_series,window=10)：X must be a vector with the same length as T.

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