I try to run pedroni99m cointegration function for panel data in R:
pdata=pdata.frame(Data, index = c("t","ID"))
pedroni99m((pdata$logC~pdata$logW+pdata$logR), type.stat = 1, ka = 2)
I get this error message:
Error in complete.cases(object) : invalid 'type' (language) of argument.
my panel data is a pseries 240 obs of 58 variables.
I don't know what to do... can somebody help plz.