R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> y <- c(14.2,13.5,11.9,14.6,15.6,14.1,14.9,14.2,14.6,17.2,15.4,14.3,17.5,14.5,14.4,16.6,16.7,16.6,16.9,15.7,16.4,18.4,16.9,16.5,18.3,15.1,15.7,18.1,16.8,18.9,19,18.1,17.8,21.5,17.1,18.7,19,16.4,16.9,18.6,19.3,19.4,17.6,18.6,18.1,20.4,18.1,19.6,19.9,19.2,17.8,19.2,22,21.1,19.5,22.2,20.9,22.2,23.5,21.5,24.3,22.8,20.3,23.7,23.3,19.6,18,17.3,16.8,18.2,16.5,16,18.4)
> x <- c(100.2,100.4,101.4,103,109.1,111.4,114.1,121.8,127.6,129.9,128,123.5,124,127.4,127.6,128.4,131.4,135.1,134,144.5,147.3,150.9,148.7,141.4,138.9,139.8,145.6,147.9,148.5,151.1,157.5,167.5,172.3,173.5,187.5,205.5,195.1,204.5,204.5,201.7,207,206.6,210.6,211.1,215,223.9,238.2,238.9,229.6,232.2,222.1,221.6,227.3,221,213.6,243.4,253.8,265.3,268.2,268.5,266.9,268.4,250.8,231.2,192,171.4,160,148.1,144.8,147.2,155.1,161.1,169.9)
> par8 = '1'
> par7 = '0'
> par6 = '1'
> par5 = '1'
> par4 = '12'
> par3 = '0'
> par2 = '1'
> par1 = '1'
> library(lmtest)
Loading required package: zoo

Attaching package: 'zoo'


	The following object(s) are masked from package:base :

	 as.Date.numeric 

> par1 <- as.numeric(par1)
> par2 <- as.numeric(par2)
> par3 <- as.numeric(par3)
> par4 <- as.numeric(par4)
> par5 <- as.numeric(par5)
> par6 <- as.numeric(par6)
> par7 <- as.numeric(par7)
> par8 <- as.numeric(par8)
> par8 <- 26
> ox <- x
> oy <- y
> if (par1 == 0) {
+ x <- log(x)
+ } else {
+ x <- (x ^ par1 - 1) / par1
+ }
> if (par5 == 0) {
+ y <- log(y)
+ } else {
+ y <- (y ^ par5 - 1) / par5
+ }
> if (par2 > 0) x <- diff(x,lag=1,difference=par2)
> if (par6 > 0) y <- diff(y,lag=1,difference=par6)
> if (par3 > 0) x <- diff(x,lag=par4,difference=par3)
> if (par7 > 0) y <- diff(y,lag=par4,difference=par7)
> x
 [1]   0.2   1.0   1.6   6.1   2.3   2.7   7.7   5.8   2.3  -1.9  -4.5   0.5
[13]   3.4   0.2   0.8   3.0   3.7  -1.1  10.5   2.8   3.6  -2.2  -7.3  -2.5
[25]   0.9   5.8   2.3   0.6   2.6   6.4  10.0   4.8   1.2  14.0  18.0 -10.4
[37]   9.4   0.0  -2.8   5.3  -0.4   4.0   0.5   3.9   8.9  14.3   0.7  -9.3
[49]   2.6 -10.1  -0.5   5.7  -6.3  -7.4  29.8  10.4  11.5   2.9   0.3  -1.6
[61]   1.5 -17.6 -19.6 -39.2 -20.6 -11.4 -11.9  -3.3   2.4   7.9   6.0   8.8
> y
 [1] -0.7 -1.6  2.7  1.0 -1.5  0.8 -0.7  0.4  2.6 -1.8 -1.1  3.2 -3.0 -0.1  2.2
[16]  0.1 -0.1  0.3 -1.2  0.7  2.0 -1.5 -0.4  1.8 -3.2  0.6  2.4 -1.3  2.1  0.1
[31] -0.9 -0.3  3.7 -4.4  1.6  0.3 -2.6  0.5  1.7  0.7  0.1 -1.8  1.0 -0.5  2.3
[46] -2.3  1.5  0.3 -0.7 -1.4  1.4  2.8 -0.9 -1.6  2.7 -1.3  1.3  1.3 -2.0  2.8
[61] -1.5 -2.5  3.4 -0.4 -3.7 -1.6 -0.7 -0.5  1.4 -1.7 -0.5  2.4
> (gyx <- grangertest(y ~ x, order=par8))
Error in solve(vc[ovar, ovar]) : subscript out of bounds
Calls: grangertest ... waldtest.lm -> waldtest.default -> modelCompare -> solve
Execution halted