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

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Dayashka Khan

Posts: 2
Registered: 10/15/13
Help Call
Posted: Oct 15, 2013 12:03 AM
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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#1:
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#2:
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
10/15/13
Read Help Call
Dayashka Khan
10/15/13
Read Re: Help Call
Dayashka Khan

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