On Thu, Oct 22, 2009 at 6:19 PM, Alberto Monteiro <albm...@centroin.com.br> wrote: > 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:
I'm not getting what I'd call 'crashes' with your arma or arima examples- I get an error message and a warning: > arma(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0)) Error in AA %*% t(X) : requires numeric/complex matrix/vector arguments In addition: Warning message: In ar.ols(x, order.max = k, aic = FALSE, demean = FALSE, intercept = include.intercept) : model order: 2singularities in the computation of the projection matrixresults are only valid up to model order1 You've not told us what you get, and the phrase 'crash' normally means some kind of memory error that *terminates* a running R session. Are you really crashing R such that it terminates? In which case, what version number/platform etc? Barry ______________________________________________ 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.
