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(10872,10625,10407,10463,10556,10646,10702,11353,11346,11451,11964,12574,13031,13812,14544,14931,14886,16005,17064,15168,16050,15839,15137,14954,15648,15305,15579,16348,15928,16171,15937,15713,15594,15683,16438,17032,17696,17745,19394,20148,20108,18584,18441,18391,19178,18079,18483,19644,19195,19650,20830,23595,22937,21814,21928,21777,21383,21467,22052)
> x <- c(2921.44,2981.85,3080.58,3106.22,3119.31,3061.26,3097.31,3161.69,3257.16,3277.01,3295.32,3363.99,3494.17,3667.03,3813.06,3917.96,3895.51,3801.06,3570.12,3701.61,3862.27,3970.1,4138.52,4199.75,4290.89,4443.91,4502.64,4356.98,4591.27,4696.96,4621.4,4562.84,4202.52,4296.49,4435.23,4105.18,4116.68,3844.49,3720.98,3674.4,3857.62,3801.06,3504.37,3032.6,3047.03,2962.34,2197.82,2014.45,1862.83,1905.41,1810.99,1670.07,1864.44,2052.02,2029.6,2070.83,2293.41,2443.27,2513.17)
> 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]   60.41   98.73   25.64   13.09  -58.05   36.05   64.38   95.47   19.85
[10]   18.31   68.67  130.18  172.86  146.03  104.90  -22.45  -94.45 -230.94
[19]  131.49  160.66  107.83  168.42   61.23   91.14  153.02   58.73 -145.66
[28]  234.29  105.69  -75.56  -58.56 -360.32   93.97  138.74 -330.05   11.50
[37] -272.19 -123.51  -46.58  183.22  -56.56 -296.69 -471.77   14.43  -84.69
[46] -764.52 -183.37 -151.62   42.58  -94.42 -140.92  194.37  187.58  -22.42
[55]   41.23  222.58  149.86   69.90
> y
 [1]  -247  -218    56    93    90    56   651    -7   105   513   610   457
[13]   781   732   387   -45  1119  1059 -1896   882  -211  -702  -183   694
[25]  -343   274   769  -420   243  -234  -224  -119    89   755   594   664
[37]    49  1649   754   -40 -1524  -143   -50   787 -1099   404  1161  -449
[49]   455  1180  2765  -658 -1123   114  -151  -394    84   585
> (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