Dear Samuel.<br><br>The error can be explained easily: one of the main principles of the program automatic is to find the best model that passes specification tests, that is tests that the residuals can be considered as white noise and that the model is stable (through standard Chow tests). And the Chow test estimates a number of coefficients equal to twice the number of exogenous varaibles (that is 12 coefficients with only 9 points!) <br>
<br>As explained in chapter 15 of the manual (page 8-9), available on my web site (<a href="http://dubois.ensae.net/grocer.html">http://dubois.ensae.net/grocer.html</a>), you can overcome this difficulty by reducing the set of specification tests. For instance:<br>
--> automatic(nc, x,'test=doornhans')<br>works.<br><br>This is at the expense of the philisophy of the program... <br><br>Éric.<br><br><div class="gmail_quote">2013/2/19 Samuel Enibe <span dir="ltr"><<a href="mailto:samuel.enibe@unn.edu.ng" target="_blank">samuel.enibe@unn.edu.ng</a>></span><br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Dear sir,<br><br>I would like to employ the AUTOMATIC function in GROCER toolbox to perform automatic regression starting with a rather LARGE set of variables and ending with the few that are most significant. However, I have noticed the following problems using the example attached:<br>
<br>1. Programme works with only 3 initial variables specified (see line 30 in attached file), which works, but line 31 with only 6 starting variables complains of TOO MANY EXOGENOUS VARIABLES<br>2. When it runs with 3 starting variables, the R2 value is not specified. How can I get this calculated and used.<br>
3. The help files included with the AUTOMATIC package does not seem to answer these questions.<br><br>ANY ASSISTANCE WILL BE GREATLY APPRECIATED<span class="HOEnZb"><font color="#888888"><br><br clear="all"><br>-- <br>Samuel Ogbonna Enibe<br>
BEng (Nig), MSc (Reading, England), PhD (Nig)<br>
Professor of Mechanical Engineering<br>Director, National Centre for Equipment Maintenance & Development<br>University of Nigeria, Nsukka, Nigeria<br>Tel: <a href="tel:%2B2348063646798" value="+2348063646798" target="_blank">+2348063646798</a><br>
Email: <a href="mailto:samuel.enibe@unn.edu.ng" target="_blank">samuel.enibe@unn.edu.ng</a><br>
<a href="mailto:enibesam@yahoo.com" target="_blank">enibesam@yahoo.com</a>
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