Tanja
Your TSdata object dfdata as printed in your email looks a bit funny. It should
be a list with a matrix of numeric data in the element named output:
> dfdata <- TSdata(output=matrix(rnorm(200), 100,2))
> dfdata
output data:
Series 1 Series 2
1 0.01905979 -0.096441240
2 0.73873854 -0.654558048
...
I'm just guessing that you specified this incorrectly somehow. If not,
please try to give a reproducible example.
Paul
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Tanja Krone
> Sent: November 22, 2011 10:36 AM
> To: r-help at r-project.org
> Subject: [R] Varma models in the dse package
>
> 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]]
>
> ______________________________________________
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> 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.
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