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(326011,328282,317480,317539,313737,312276,309391,302950,300316,304035,333476,337698,335932,323931,313927,314485,313218,309664,302963,298989,298423,301631,329765,335083,327616,309119,295916,291413,291542,284678,276475,272566,264981,263290,296806,303598,286994,276427,266424,267153,268381,262522,255542,253158,243803,250741,280445,285257,270976,261076,255603,260376,263903,264291,263276,262572,256167,264221,293860,300713)
> x <- c(286602,283042,276687,277915,277128,277103,275037,270150,267140,264993,287259,291186,292300,288186,281477,282656,280190,280408,276836,275216,274352,271311,289802,290726,292300,278506,269826,265861,269034,264176,255198,253353,246057,235372,258556,260993,254663,250643,243422,247105,248541,245039,237080,237085,225554,226839,247934,248333,246969,245098,246263,255765,264319,268347,273046,273963,267430,271993,292710,295881)
> 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]  -3560  -6355   1228   -787    -25  -2066  -4887  -3010  -2147  22266
[11]   3927   1114  -4114  -6709   1179  -2466    218  -3572  -1620   -864
[21]  -3041  18491    924   1574 -13794  -8680  -3965   3173  -4858  -8978
[31]  -1845  -7296 -10685  23184   2437  -6330  -4020  -7221   3683   1436
[41]  -3502  -7959      5 -11531   1285  21095    399  -1364  -1871   1165
[51]   9502   8554   4028   4699    917  -6533   4563  20717   3171
> y
 [1]   2271 -10802     59  -3802  -1461  -2885  -6441  -2634   3719  29441
[11]   4222  -1766 -12001 -10004    558  -1267  -3554  -6701  -3974   -566
[21]   3208  28134   5318  -7467 -18497 -13203  -4503    129  -6864  -8203
[31]  -3909  -7585  -1691  33516   6792 -16604 -10567 -10003    729   1228
[41]  -5859  -6980  -2384  -9355   6938  29704   4812 -14281  -9900  -5473
[51]   4773   3527    388  -1015   -704  -6405   8054  29639   6853
> (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