当我尝试使用urca包中的cajolst函数时，我得到一个奇怪的错误。 你能指导我如何面对这个问题吗？
result<-urca::cajolst(data ,trend = FALSE, K = 2, season = NULL)
嵌入错误(diff(x(， K(：嵌入维度错误。
dates A G
2016-11-30 0 0
2016-12-01 -3.53 3.198
2016-12-02 -2.832 8.703
2016-12-04 -2.666 7.799
2016-12-05 -0.54 7.701
2016-12-06 -1.296 4.685
2016-12-07 -1.785 -4.587
2016-12-08 -6.834 -3.696
2016-12-09 -9.624 -5.461
2016-12-11 -11.374 -0.423
2016-12-12 -6.037 -1.614
2016-12-13 -5.934 -3.231
2016-12-14 -7.279 1.072
2016-12-15 -7.859 -4.823
2016-12-16 -15.132 10.838
2016-12-19 -15.345 11.5
2016-12-20 -15.673 6.639
2016-12-21 -15.391 11.162
2016-12-22 -14.357 7.032
2016-12-23 -14.99 12.355
2016-12-26 -15.626 10.944
2016-12-27 -12.297 10.215
2016-12-28 -13.967 5.957
2016-12-29 -12.946 3.446
2016-12-30 -19.681 10.274
2017-01-02 -18.24 8.781
2017-01-03 -16.83 1.116
2017-01-04 -18.189 -0.036
2017-01-05 -15.897 -1.441
2017-01-06 -20.196 -8.534
2017-01-09 -14.57 -28.768
2017-01-10 -13.27 -29.821
2017-01-11 -8.85 -38.881
2017-01-12 -6.375 -50.885
2017-01-13 -8.056 -51.321
2017-01-16 -5.217 -63.619
2017-01-17 -4.75 -39.163
2017-01-18 3.505 -46.309
2017-01-19 10.939 -45.825
2017-01-20 9.248 -42.973
2017-01-23 9.532 -33.396
2017-01-24 4.235 -31.38
2017-01-25 -1.885 -19.21
2017-01-26 -5.027 -15.74
2017-01-27 0.015 -23.029
2017-01-30 -0.685 -30.773
2017-01-31 -2.692 -25.544
2017-02-01 -2.654 -17.912
2017-02-02 4.002 -43.309
2017-02-03 4.813 -52.627
2017-02-06 7.049 -49.965
2017-02-07 10.003 -40.568
2017-02-08 8.996 -39.828
2017-02-09 7.047 -41.19
2017-02-10 7.656 -50.853
2017-02-13 4.986 -41.318
2017-02-14 8.493 -51.946
2017-02-15 12.547 -59.538
2017-02-16 10.327 -54.496
2017-02-17 7.09 -57.571
2017-02-20 11.633 -54.91
2017-02-21 12.664 -51.597
2017-02-22 16.103 -57.819
2017-02-23 14.25 -51.336
2017-02-24 7.794 -54.898
2017-02-27 15.27 -55.754
2017-02-28 19.984 -58.37
2017-03-01 23.899 -70.73
2017-03-02 16.63 -56.29
2017-03-03 16.443 -55.858
2017-03-06 17.901 -59.377
2017-03-07 19.067 -64.383
2017-03-08 17.219 -57.829
2017-03-09 15.694 -55.022
2017-03-10 17.351 -60.431
2017-03-13 18.945 -59.79
2017-03-14 20.001 -64.848
2017-03-15 23.852 -73.806
2017-03-16 22.697 -64.191
2017-03-17 26.892 -65.328
2017-03-20 29.221 -72.764
2017-03-21 25.165 -53.427
2017-03-22 22.998 -51.676
2017-03-23 20.072 -40.57
2017-03-24 20.758 -43.654
2017-03-27 20.062 -33.672
2017-03-28 22.066 -47.184
2017-03-29 22.363 -54.57
2017-03-30 20.684 -48.199
2017-03-31 17.056 -40.887
2017-04-03 19.12 -39.618
2017-04-04 16.359 -37.1
2017-04-05 18.643 -32.734
2017-04-06 14.708 -30.455
2017-04-07 8.403 -33.553
2017-04-10 6.072 -29.048
2017-04-11 5.186 -20.696
2017-04-12 4.248 -20.924
2017-04-13 12.803 -31.075
2017-04-14 12.566 -29.768
2017-04-17 14.065 -28.906
2017-04-18 14.5 4.121
2017-04-19 13.865 8.835
2017-04-20 16.126 6.191
2017-04-21 17.591 3.77
2017-04-24 22.3 -2.497
2017-04-25 22.731 7.408
2017-04-26 19.146 18.45
2017-04-27 19.052 25.541
2017-04-28 21.889 26.878
2017-05-01 27.323 14.362
2017-05-02 29.93 17.525
2017-05-03 19.835 29.856
2017-05-04 19.683 36.72
2017-05-05 13.545 41.055
2017-05-08 14.165 43.544
2017-05-09 11.325 49.978
2017-05-10 10.143 47.072
2017-05-11 13.718 38.901
2017-05-12 14.216 36.017
2017-05-15 13.701 33.797
2017-05-16 13.505 33.867
2017-05-17 13.456 38.004
2017-05-18 12.613 37.758
2017-05-19 11.166 40.367
2017-05-22 12.221 34.022
2017-05-23 13.682 29.793
2017-05-24 10.05 26.701
2017-05-25 10.122 31.394
2017-05-26 7.592 20.073
2017-05-29 6.796 23.809
2017-05-30 9.638 16.1
2017-05-31 7.983 29.043
2017-06-01 3.594 39.557
2017-06-02 8.763 27.863
2017-06-05 12.157 22.397
2017-06-06 13.383 19.053
2017-06-07 20.52 17.449
2017-06-08 19.534 -1.615
2017-06-09 16.011 -1.989
2017-06-12 9.153 -9.294
2017-06-13 4.295 -0.897
2017-06-14 9.743 -9.818
2017-06-15 10.386 -8.255
2017-06-16 11.983 -12.522
2017-06-19 9.513 -12.931
2017-06-20 10.298 -21.024
2017-06-21 11.087 -11.801
2017-06-22 4.472 -9.048
2017-06-23 9.416 -9.592
2017-06-26 9.686 -12.006
2017-06-27 6.424 -2.632
2017-06-28 3.062 -1.016
2017-06-29 5.593 -0.825
2017-06-30 3.531 0.914
2017-07-03 3.208 -2.596
2017-07-04 -6.373 4.289
2017-07-05 -5.149 5.917
2017-07-06 -6.104 12.75
2017-07-07 -9.565 1.615
2017-07-10 -8.961 -0.053
2017-07-11 -4.065 -8.541
2017-07-12 -10.133 -11.286
2017-07-13 -6.223 -15.181
2017-07-14 -1.524 -14.396
2017-07-17 -1.613 -14.61
2017-07-18 5.781 -35.473
2017-07-19 8.243 -44.186
2017-07-20 7.665 -49.857
2017-07-21 0.485 -41.286
2017-07-24 -0.638 -39.127
2017-07-25 0.767 -40.952
2017-07-26 3.566 -44.388
2017-07-27 6.834 -42.543
2017-07-28 1.306 -37.657
2017-07-31 5.839 -34.048
2017-08-01 5.838 -28.939
2017-08-02 7.298 -26.566
2017-08-03 6.804 -32.876
2017-08-04 8.989 -38.618
2017-08-07 8.862 -36.676
2017-08-08 8.234 -40.893
2017-08-09 7.39 -35.16
2017-08-10 8.593 -35.555
2017-08-11 7.253 -35.175
2017-08-14 5.593 -33.644
2017-08-15 4.528 -37.82
2017-08-16 6.752 -53.217
2017-08-17 6.284 -49.252
2017-08-18 4.765 -55.602
2017-08-21 3.905 -54.32
2017-08-22 1.76 -57.853
2017-08-23 0.406 -58.925
2017-08-24 -2.438 -58.098
2017-08-25 -0.791 -56.682
2017-08-28 2.173 -51.278
2017-08-29 2.523 -54.353
2017-08-30 4.482 -46.325
2017-08-31 0.246 -52.567
2017-09-01 -4.214 -53.636
2017-09-04 -4.548 -52.735
2017-09-05 -1.781 -50.421
2017-09-06 -10.463 -51.122
2017-09-07 -13.119 -52.433
2017-09-08 -11.716 -43.493
2017-09-11 -16.15 -43.142
2017-09-12 -12.478 -29.335
2017-09-13 -16.457 -31.697
2017-09-14 -14.615 -15.13
2017-09-15 -13.911 3.023
其中一个问题是还包括"Date"列，其次，不需要season，可以FALSE或指定整数值
library(urca)
out <- cajolst(data[-1] ,trend = FALSE, K = 2, season =FALSE)
如果存在season效应并且是"每季度一次"，则值将为 4
out1 <- cajolst(data[-1] ,trend = FALSE, K = 2, season = 4)
out1
#####################################################
# Johansen-Procedure Unit Root / Cointegration Test #
#####################################################
#The value of the test statistic is: 3.6212 13.2233
数据
data <- structure(list(dates = c("2016-11-30", "2016-12-01", "2016-12-02",
"2016-12-04", "2016-12-05", "2016-12-06", "2016-12-07", "2016-12-08",
"2016-12-09", "2016-12-11", "2016-12-12", "2016-12-13", "2016-12-14",
"2016-12-15", "2016-12-16", "2016-12-19", "2016-12-20", "2016-12-21",
"2016-12-22", "2016-12-23", "2016-12-26", "2016-12-27", "2016-12-28",
"2016-12-29", "2016-12-30", "2017-01-02", "2017-01-03", "2017-01-04",
"2017-01-05", "2017-01-06", "2017-01-09", "2017-01-10", "2017-01-11",
"2017-01-12", "2017-01-13", "2017-01-16", "2017-01-17", "2017-01-18",
"2017-01-19", "2017-01-20", "2017-01-23", "2017-01-24", "2017-01-25",
"2017-01-26", "2017-01-27", "2017-01-30", "2017-01-31", "2017-02-01",
"2017-02-02", "2017-02-03", "2017-02-06", "2017-02-07", "2017-02-08",
"2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15",
"2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22",
"2017-02-23", "2017-02-24", "2017-02-27", "2017-02-28", "2017-03-01",
"2017-03-02", "2017-03-03", "2017-03-06", "2017-03-07", "2017-03-08",
"2017-03-09", "2017-03-10", "2017-03-13", "2017-03-14", "2017-03-15",
"2017-03-16", "2017-03-17", "2017-03-20", "2017-03-21", "2017-03-22",
"2017-03-23", "2017-03-24", "2017-03-27", "2017-03-28", "2017-03-29",
"2017-03-30", "2017-03-31", "2017-04-03", "2017-04-04", "2017-04-05",
"2017-04-06", "2017-04-07", "2017-04-10", "2017-04-11", "2017-04-12",
"2017-04-13", "2017-04-14", "2017-04-17", "2017-04-18", "2017-04-19",
"2017-04-20", "2017-04-21", "2017-04-24", "2017-04-25", "2017-04-26",
"2017-04-27", "2017-04-28", "2017-05-01", "2017-05-02", "2017-05-03",
"2017-05-04", "2017-05-05", "2017-05-08", "2017-05-09", "2017-05-10",
"2017-05-11", "2017-05-12", "2017-05-15", "2017-05-16", "2017-05-17",
"2017-05-18", "2017-05-19", "2017-05-22", "2017-05-23", "2017-05-24",
"2017-05-25", "2017-05-26", "2017-05-29", "2017-05-30", "2017-05-31",
"2017-06-01", "2017-06-02", "2017-06-05", "2017-06-06", "2017-06-07",
"2017-06-08", "2017-06-09", "2017-06-12", "2017-06-13", "2017-06-14",
"2017-06-15", "2017-06-16", "2017-06-19", "2017-06-20", "2017-06-21",
"2017-06-22", "2017-06-23", "2017-06-26", "2017-06-27", "2017-06-28",
"2017-06-29", "2017-06-30", "2017-07-03", "2017-07-04", "2017-07-05",
"2017-07-06", "2017-07-07", "2017-07-10", "2017-07-11", "2017-07-12",
"2017-07-13", "2017-07-14", "2017-07-17", "2017-07-18", "2017-07-19",
"2017-07-20", "2017-07-21", "2017-07-24", "2017-07-25", "2017-07-26",
"2017-07-27", "2017-07-28", "2017-07-31", "2017-08-01", "2017-08-02",
"2017-08-03", "2017-08-04", "2017-08-07", "2017-08-08", "2017-08-09",
"2017-08-10", "2017-08-11", "2017-08-14", "2017-08-15", "2017-08-16",
"2017-08-17", "2017-08-18", "2017-08-21", "2017-08-22", "2017-08-23",
"2017-08-24", "2017-08-25", "2017-08-28", "2017-08-29", "2017-08-30",
"2017-08-31", "2017-09-01", "2017-09-04", "2017-09-05", "2017-09-06",
"2017-09-07", "2017-09-08", "2017-09-11", "2017-09-12", "2017-09-13",
"2017-09-14", "2017-09-15"), A = c(0, -3.53, -2.832, -2.666,
-0.54, -1.296, -1.785, -6.834, -9.624, -11.374, -6.037, -5.934,
-7.279, -7.859, -15.132, -15.345, -15.673, -15.391, -14.357,
-14.99, -15.626, -12.297, -13.967, -12.946, -19.681, -18.24,
-16.83, -18.189, -15.897, -20.196, -14.57, -13.27, -8.85, -6.375,
-8.056, -5.217, -4.75, 3.505, 10.939, 9.248, 9.532, 4.235, -1.885,
-5.027, 0.015, -0.685, -2.692, -2.654, 4.002, 4.813, 7.049, 10.003,
8.996, 7.047, 7.656, 4.986, 8.493, 12.547, 10.327, 7.09, 11.633,
12.664, 16.103, 14.25, 7.794, 15.27, 19.984, 23.899, 16.63, 16.443,
17.901, 19.067, 17.219, 15.694, 17.351, 18.945, 20.001, 23.852,
22.697, 26.892, 29.221, 25.165, 22.998, 20.072, 20.758, 20.062,
22.066, 22.363, 20.684, 17.056, 19.12, 16.359, 18.643, 14.708,
8.403, 6.072, 5.186, 4.248, 12.803, 12.566, 14.065, 14.5, 13.865,
16.126, 17.591, 22.3, 22.731, 19.146, 19.052, 21.889, 27.323,
29.93, 19.835, 19.683, 13.545, 14.165, 11.325, 10.143, 13.718,
14.216, 13.701, 13.505, 13.456, 12.613, 11.166, 12.221, 13.682,
10.05, 10.122, 7.592, 6.796, 9.638, 7.983, 3.594, 8.763, 12.157,
13.383, 20.52, 19.534, 16.011, 9.153, 4.295, 9.743, 10.386, 11.983,
9.513, 10.298, 11.087, 4.472, 9.416, 9.686, 6.424, 3.062, 5.593,
3.531, 3.208, -6.373, -5.149, -6.104, -9.565, -8.961, -4.065,
-10.133, -6.223, -1.524, -1.613, 5.781, 8.243, 7.665, 0.485,
-0.638, 0.767, 3.566, 6.834, 1.306, 5.839, 5.838, 7.298, 6.804,
8.989, 8.862, 8.234, 7.39, 8.593, 7.253, 5.593, 4.528, 6.752,
6.284, 4.765, 3.905, 1.76, 0.406, -2.438, -0.791, 2.173, 2.523,
4.482, 0.246, -4.214, -4.548, -1.781, -10.463, -13.119, -11.716,
-16.15, -12.478, -16.457, -14.615, -13.911), G = c(0, 3.198,
8.703, 7.799, 7.701, 4.685, -4.587, -3.696, -5.461, -0.423, -1.614,
-3.231, 1.072, -4.823, 10.838, 11.5, 6.639, 11.162, 7.032, 12.355,
10.944, 10.215, 5.957, 3.446, 10.274, 8.781, 1.116, -0.036, -1.441,
-8.534, -28.768, -29.821, -38.881, -50.885, -51.321, -63.619,
-39.163, -46.309, -45.825, -42.973, -33.396, -31.38, -19.21,
-15.74, -23.029, -30.773, -25.544, -17.912, -43.309, -52.627,
-49.965, -40.568, -39.828, -41.19, -50.853, -41.318, -51.946,
-59.538, -54.496, -57.571, -54.91, -51.597, -57.819, -51.336,
-54.898, -55.754, -58.37, -70.73, -56.29, -55.858, -59.377, -64.383,
-57.829, -55.022, -60.431, -59.79, -64.848, -73.806, -64.191,
-65.328, -72.764, -53.427, -51.676, -40.57, -43.654, -33.672,
-47.184, -54.57, -48.199, -40.887, -39.618, -37.1, -32.734, -30.455,
-33.553, -29.048, -20.696, -20.924, -31.075, -29.768, -28.906,
4.121, 8.835, 6.191, 3.77, -2.497, 7.408, 18.45, 25.541, 26.878,
14.362, 17.525, 29.856, 36.72, 41.055, 43.544, 49.978, 47.072,
38.901, 36.017, 33.797, 33.867, 38.004, 37.758, 40.367, 34.022,
29.793, 26.701, 31.394, 20.073, 23.809, 16.1, 29.043, 39.557,
27.863, 22.397, 19.053, 17.449, -1.615, -1.989, -9.294, -0.897,
-9.818, -8.255, -12.522, -12.931, -21.024, -11.801, -9.048, -9.592,
-12.006, -2.632, -1.016, -0.825, 0.914, -2.596, 4.289, 5.917,
12.75, 1.615, -0.053, -8.541, -11.286, -15.181, -14.396, -14.61,
-35.473, -44.186, -49.857, -41.286, -39.127, -40.952, -44.388,
-42.543, -37.657, -34.048, -28.939, -26.566, -32.876, -38.618,
-36.676, -40.893, -35.16, -35.555, -35.175, -33.644, -37.82,
-53.217, -49.252, -55.602, -54.32, -57.853, -58.925, -58.098,
-56.682, -51.278, -54.353, -46.325, -52.567, -53.636, -52.735,
-50.421, -51.122, -52.433, -43.493, -43.142, -29.335, -31.697,
-15.13, 3.023)), class = "data.frame", row.names = c(NA, -210L
))