Another pathological test. arima does not crash for that series that crashes arma:
arima(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0,0)) However, arima crashes for this: arima(c(1.71, 1.78, 1.95, 1.59, 2.13), order=c(1,0,0)) arima seems pretty consistent in its crashing behaviour, since crashing for one series means crashing for all affine series: lets.crash.arima <- c(71, 78, 95, 59, 113) arima(100 + lets.crash.arima, order = c(1,0,0)) # crashes arima(-100 + lets.crash.arima, order = c(1,0,0)) # crashes arima(1 - 0.5 * lets.crash.arima, order = c(1,0,0)) # crashes Curiously, arma does not crash for this second series: arma(c(1.71, 1.78, 1.95, 1.59, 2.13), order=c(1,0)) OTOH, I find it amazing that arma crashes or does not crash for series that differ only on a constant: lets.crash.arma <- c(1, 22, 9, 17, 42) arma(lets.crash.arma, order=c(1,0)) # does not crash arma(20 + lets.crash.arma, order=c(1,0)) # does not crash arma(30 + lets.crash.arma, order=c(1,0)) # crashes Alberto 'Darth Albmont' Monteiro ______________________________________________ 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.
