Hi, I tried to run the VARMA model in the dse package. I specified a model: > arma
A(L) = 1+0.244L1 0+0.05L1 0-0.325L1 1-0.234L1 B(L) = 1-0.277L1 0+0.211L1 0-0.206L1 1+0.238L1 and have a TSdata object: > dfdata output data: Series 1 Series 2 1 "difex2" "difem2" but I get this warning message: > estMaxLik(arma, dfdata) Error in l.ARMA(setArrays(Shape, coefficients = coefficients), data, result = "like", : NA/NaN/Inf in foreign function call (arg 14) In addition: Warning message: In l.ARMA(setArrays(Shape, coefficients = coefficients), data, result = "like", : NAs introduced by coercion bots series are the same length (69). Is there something I am missing? Kind regards and thanks in advance, Tanja [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.