VECM LR include: more precise message, update tests

Author: MatthieuStigler

R/lineVar.R

@@ -122,7 +122,7 @@ lineVar<-function(data, lag, r=1,include = c( "const", "trend","none", "both"),
     warning("Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,...")
   }
   if(LRinclude%in%c("const", "both") & include !="none")  {
-    warning("When `LRinclude` is either 'const' or 'both', `include` can only be `none`")
+    warning("When `LRinclude` is either 'const' or 'both', `include` can only be `none`.\n  Setting include='none'.")
     include <- "none"
   }
 

tests/VECM_TEST.Rout.save

@@ -61,18 +61,29 @@ Warning message:
 In lineVar(data, lag, r = r, include = include, model = "VECM",  :
   Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,...
 > vecm_ML_l0_LRco <-VECM(barry, lag=0, LRinclude="const", estim="ML")
-Warning message:
-In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+Warning messages:
+1: In lineVar(data, lag, r = r, include = include, model = "VECM",  :
   Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,...
+2: In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+  When `LRinclude` is either 'const' or 'both', `include` can only be `none`.
+  Setting include='none'.
 > vecm_ML_l0_LRtr <-VECM(barry, lag=0, LRinclude="trend", estim="ML")
 Warning message:
 In lineVar(data, lag, r = r, include = include, model = "VECM",  :
   Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,...
 > 
 > vecm_OLS_l1_LRco <-VECM(barry, lag=1, LRinclude="const")
+Warning message:
+In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+  When `LRinclude` is either 'const' or 'both', `include` can only be `none`.
+  Setting include='none'.
 > vecm_OLS_l1_LRtr <-VECM(barry, lag=1, LRinclude="trend")
 > vecm_OLS_l1_LRtr_noCo <-VECM(barry, lag=1, LRinclude="trend", include="none")
 > vecm_OLS_l1_LRbo <-VECM(barry, lag=1, LRinclude="both")
+Warning message:
+In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+  When `LRinclude` is either 'const' or 'both', `include` can only be `none`.
+  Setting include='none'.
 > 
 > vecm_ML_l1_co <-VECM(barry, lag=1, estim="ML")
 > vecm_ML_l3_co <-VECM(barry, lag=3, include="const", estim="ML")
@@ -86,12 +97,28 @@ In lineVar(data, lag, r = r, include = include, model = "VECM",  :
 > set.seed(1234)
 > exoVar <- rnorm(n=nrow(barry))
 > vecm_ML_l1_LRco <-VECM(barry, lag=1, LRinclude="const", estim="ML")
+Warning message:
+In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+  When `LRinclude` is either 'const' or 'both', `include` can only be `none`.
+  Setting include='none'.
 > vecm_ML_l1_LRc_exo <-VECM(barry, lag=1, LRinclude="const", estim="ML", exogen=exoVar)
+Warning message:
+In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+  When `LRinclude` is either 'const' or 'both', `include` can only be `none`.
+  Setting include='none'.
 > vecm_ML_l1_LRtr <-VECM(barry, lag=1, LRinclude="trend", estim="ML")
 > vecm_ML_l1_LRtr_exo <-VECM(barry, lag=1, LRinclude="trend", estim="ML", exogen=exoVar)
 > vecm_ML_l1_LRtr_noCo <-VECM(barry, lag=1, LRinclude="trend", include="none", estim="ML")
 > vecm_ML_l1_LRbo <-VECM(barry, lag=1, LRinclude="both", estim="ML")
+Warning message:
+In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+  When `LRinclude` is either 'const' or 'both', `include` can only be `none`.
+  Setting include='none'.
 > vecm_ML_l1_LRbo_exo <-VECM(barry, lag=1, LRinclude="both", estim="ML", exogen=exoVar)
+Warning message:
+In lineVar(data, lag, r = r, include = include, model = "VECM",  :
+  When `LRinclude` is either 'const' or 'both', `include` can only be `none`.
+  Setting include='none'.
 > 
 > vecm_all <- list(
 + 		vecm_OLS_l1_co=vecm_OLS_l1_co,

tests/compare_tsDyn_vars.R

@@ -26,10 +26,10 @@ vecm_l3_bo_var <- ca.jo(Canada, K=4, ecdet="none", spec="transitory", dumvar = t
 
 
 ### restricted cons
-vecm_l1_LRco_tsD <-VECM(Canada, lag=1, LRinclude="const", estim="ML")
+vecm_l1_LRco_tsD <-VECM(Canada, lag=1, LRinclude="const", estim="ML", include="none")
 vecm_l1_LRco_var <- ca.jo(Canada, K=2, ecdet="const", spec="transitory")
 
-vecm_l3_LRco_tsD <-VECM(Canada, lag=3, LRinclude="const", estim="ML")
+vecm_l3_LRco_tsD <-VECM(Canada, lag=3, LRinclude="const", estim="ML", include="none")
 vecm_l3_LRco_var <- ca.jo(Canada, K=4, ecdet="const", spec="transitory")
 
 ### restricted trend

tests/compare_tsDyn_vars.Rout.save

@@ -58,10 +58,10 @@ Loading required package: lmtest
 > 
 > 
 > ### restricted cons
-> vecm_l1_LRco_tsD <-VECM(Canada, lag=1, LRinclude="const", estim="ML")
+> vecm_l1_LRco_tsD <-VECM(Canada, lag=1, LRinclude="const", estim="ML", include="none")
 > vecm_l1_LRco_var <- ca.jo(Canada, K=2, ecdet="const", spec="transitory")
 > 
-> vecm_l3_LRco_tsD <-VECM(Canada, lag=3, LRinclude="const", estim="ML")
+> vecm_l3_LRco_tsD <-VECM(Canada, lag=3, LRinclude="const", estim="ML", include="none")
 > vecm_l3_LRco_var <- ca.jo(Canada, K=4, ecdet="const", spec="transitory")
 > 
 > ### restricted trend