R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> y <- c(8.9,8.8,8.3,7.5,7.2,7.4,8.8,9.3,9.3,8.7,8.2,8.3,8.5,8.6,8.5,8.2,8.1,7.9,8.6,8.7,8.7,8.5,8.4,8.5,8.7,8.7,8.6,8.5,8.3,8,8.2,8.1,8.1,8,7.9,7.9,8,8,7.9,8,7.7,7.2,7.5,7.3,7,7,7,7.2,7.3,7.1,6.8,6.4,6.1,6.5,7.7,7.9,7.5,6.9,6.6,6.9)
> x <- c(1.59,1.26,1.13,1.92,2.61,2.26,2.41,2.26,2.03,2.86,2.55,2.27,2.26,2.57,3.07,2.76,2.51,2.87,3.14,3.11,3.16,2.47,2.57,2.89,2.63,2.38,1.69,1.96,2.19,1.87,1.6,1.63,1.22,1.21,1.49,1.64,1.66,1.77,1.82,1.78,1.28,1.29,1.37,1.12,1.51,2.24,2.94,3.09,3.46,3.64,4.39,4.15,5.21,5.8,5.91,5.39,5.46,4.72,3.14,2.63)
> par8 = '1'
> par7 = '0'
> par6 = '1'
> par5 = '1'
> par4 = '12'
> par3 = '0'
> par2 = '1'
> par1 = '1'
> library(lmtest)
Loading required package: zoo

Attaching package: 'zoo'


	The following object(s) are masked from package:base :

	 as.Date.numeric 

> par1 <- as.numeric(par1)
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> par6 <- as.numeric(par6)
> par7 <- as.numeric(par7)
> par8 <- as.numeric(par8)
> par8 <- 26
> ox <- x
> oy <- y
> if (par1 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par1 - 1) / par1
+ }
> if (par5 == 0) {
+ y <- log(y)
+ } else {
+ y <- (y ^ par5 - 1) / par5
+ }
> if (par2 > 0) x <- diff(x,lag=1,difference=par2)
> if (par6 > 0) y <- diff(y,lag=1,difference=par6)
> if (par3 > 0) x <- diff(x,lag=par4,difference=par3)
> if (par7 > 0) y <- diff(y,lag=par4,difference=par7)
> x
 [1] -0.33 -0.13  0.79  0.69 -0.35  0.15 -0.15 -0.23  0.83 -0.31 -0.28 -0.01
[13]  0.31  0.50 -0.31 -0.25  0.36  0.27 -0.03  0.05 -0.69  0.10  0.32 -0.26
[25] -0.25 -0.69  0.27  0.23 -0.32 -0.27  0.03 -0.41 -0.01  0.28  0.15  0.02
[37]  0.11  0.05 -0.04 -0.50  0.01  0.08 -0.25  0.39  0.73  0.70  0.15  0.37
[49]  0.18  0.75 -0.24  1.06  0.59  0.11 -0.52  0.07 -0.74 -1.58 -0.51
> y
 [1] -0.1 -0.5 -0.8 -0.3  0.2  1.4  0.5  0.0 -0.6 -0.5  0.1  0.2  0.1 -0.1 -0.3
[16] -0.1 -0.2  0.7  0.1  0.0 -0.2 -0.1  0.1  0.2  0.0 -0.1 -0.1 -0.2 -0.3  0.2
[31] -0.1  0.0 -0.1 -0.1  0.0  0.1  0.0 -0.1  0.1 -0.3 -0.5  0.3 -0.2 -0.3  0.0
[46]  0.0  0.2  0.1 -0.2 -0.3 -0.4 -0.3  0.4  1.2  0.2 -0.4 -0.6 -0.3  0.3
> (gyx <- grangertest(y ~ x, order=par8))
Error in solve(vc[ovar, ovar]) : subscript out of bounds
Calls: grangertest ... waldtest.lm -> waldtest.default -> modelCompare -> solve
Execution halted