Drexel dragonThe Math ForumDonate to the Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: Help Call
Replies: 1   Last Post: Oct 15, 2013 11:01 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Dayashka Khan

Posts: 2
Registered: 10/15/13
Help Call
Posted: Oct 15, 2013 12:03 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Whenever I run a code to simulate AR/ARMA/SARIMA process using command: (say)
m1=(arima(z, order = c(1, 0, 1), seasonal = list(order = c(0, 0, 0), period = NA),xreg = NULL, include.mean = FALSE, transform.pars = FALSE, fixed = NULL,init = NULL))
Even for moderately large values of phi (the AR part) it returns back the error1 and stops the simulation process.
Error in stats:::arima(x = x, order = order, seasonal = seasonal, xreg = xreg, : non-stationary AR part from CSS
In addition: Warning message:
In `[<-.factor`(`*tmp*`, ri, value = NA_integer_) : invalid factor level, NAs generated

Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, : non-finite finite-difference value [1]

What I have noted is that if we adopt the ML method it will forcefully make the process to attain stationarity. And on doing so the error#1 is no more there but now I see error#2 and this new message keeps on intervening all the time and I am not able to run more than 7 iterations Can you please help me in getting rid of it
Thanks a million

Date Subject Author
Read Help Call
Dayashka Khan
Read Re: Help Call
Dayashka Khan

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2015. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.