Running examples in ‘ArfimaMLM-Ex.R’ failed
The error most likely occurred in:

> ### Name: arfimaOLS
> ### Title: Arfima-OLS for repeated cross-sectional data and/or pooled
> ###   cross-sectional time-series data
> ### Aliases: arfimaOLS print.arfimaOLS print.summary.arfimaOLS
> ###   summary.arfimaOLS
> ### Keywords: ts manip models multivariate
> 
> ### ** Examples
> 
> require(fractal)
> require(fracdiff)
Loading required package: fracdiff
> 
> ### set basic parameters for simulation
> t = 100 # number of time points
> n = 500 # number of observations within time point
> N = t*n # total number of observations
> 
> ### generate fractional ARIMA Time Series for y_t, x1_t, z1_t, z2_t
> set.seed(123)
> y_t <- fracdiff.sim(t, d=0.4, mu=10)$series
> x1_t <- fracdiff.sim(t, d=0.3, mu=5)$series
> z1_t <- fracdiff.sim(t, d=0.1, mu=2)$series
> z2_t <- fracdiff.sim(t, d=0.25, mu=3)$series
> 
> ### simulate data
> data <- NULL; data$time <- rep(seq(1:t),each=n)
> data <- data.frame(data)
> data$x1 <- rnorm(N,rep(x1_t,each=n),2)
> data$x2 <- rnorm(N,0,40)
> data$z1 <- rnorm(N,rep(z1_t,each=n),3)
> data$z2 <- rep(z2_t,each=n)
> b1 <- 0.2+rep(rnorm(t,0,0.1),each=n)
> data$y <- (b1*data$x1-0.05*data$x2+0.3*rep(z1_t,each=n)
+             +0*data$z2+rnorm(N,rep(y_t,each=n),1))
> 
> 
> ### estimate models
> 
> # basic example
> m1 <- arfimaOLS(y.ydif ~ x1.xdif + x2 + z1.fd + z2.fd
+                 , data = data, timevar = "time")
>                 
> # model including error correction mechanism
> # change estimation method for differencing parameter for all variables
> m2 <- arfimaOLS(y.ydif ~ x1.xdif + x2 + z1.fd + z2.fd + ecm
+                 , data = data, timevar = "time", d="ML"
+                 , ecmformula = y.mean ~ x1.mean
+                 , decm="Sperio")

 *** caught segfault ***
address 39, cause 'memory not mapped'
Error in unique.default(x, nmax = nmax) : 
  invalid multibyte string at '<d0><13>'
Calls: arfimaOLS ... split.default -> as.factor -> factor -> unique -> unique.default
invalid option "error"
>                 
> # vary estimation method for differencing parameter between variables
> # specify AR/MA models
> m3 <- arfimaOLS(y.ydif ~ x1.xdif + x2 + z1.fd + z2.fd
+                 , data = data, timevar = "time"
+                 , d=list(y="ML", z1="Sperio", z2=0.25)
+                 , arma=list(y=c(1,0),z2=c(0,1)))