library(WindR)
w.start()
#提取债市、股市收益率数据
Data1<-w_edb_data<-w.edb('S0059749,M0049384','2002-01-01',Sys.Date())
library(quantmod)
X<-xts(Data1$Data[,-1],Data1$Data[,1])
colnames(X)<-c("BY","PE")
GEYR<-((X$BY/100)*(X$PE))
#MSwM
install.packages("MSwM")
library(MSwM)
mod<-lm(GEYR~1)
model<-msmFit(mod,k=2,sw=c(T,T),p=0)
运行上述代码,报如下错误:
Error in (function (classes, fdef, mtable) :
unable to find an inherited method for function ‘msmFit’ for signature ‘"lm", "numeric", "numeric", "numeric", "missing", "missing"’
请教各位大神该如何修正呢?


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