Using the adftest function in MATLAB’s econometrics toolbox, I’m receiving the following error:
>> [h1,pVal1] = adftest(y1,'model','ARD')
Error using lagmatrix (line 25)
lagmatrix: wrong # of input arguments
Error in adftest>runReg (line 705)
yLags = lagmatrix(y,0:(testLags+1));
Error in adftest (line 417)
testReg = runReg(i,y,testT,testLags,testModel,needRegOut);
y1 is a <41×1> vector of doubles.
Has anyone received this error or have any thoughts on what the issue is? I am using this code right out of the box so I’m not sure what is going on. I’d post to MATLAB’s site, but it is down for maintenance.
This is either a bug in Matlab, in which case you should submit it on the Matlab support site. Before you do that, you should check that you don’t have a function
lagmatrixon your path that shadows the built-in function. Typeon the command line. If the path does not point to your Matlab installation, you should move
lagmatrixoff the Matlab search path.Also note that
y1should not contain allNaN, or be otherwise degenerate, so you may want to check the function using the sample data as suggested in the help to be sure it’s a bug and not just your data.