>>>>> akshay kulkarni
>>>>> on Wed, 31 May 2023 20:55:33 +0000 writes:
> dear members,
> I am using arfima() from forecast package to model a time
> series. The following is the code:
>> LYGH[[202]]
> [1] 45.40 3.25 6.50 2.15
>> arfima(LYGH[[202]])
> Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess,
fdf.work = fdf$w) :
> NA/NaN/Inf in foreign function call (arg 5)
> I tried viewing .fdcov() with the following code:
> View(environment(fracdiff)$.fdcov)
> but I see no stop() with the above mentioned error message.
> Can you please help?
Well, as I am the maintainer of the *fracdiff* package,
I'm trying. OTOH, as we will see below, you did not give us enough
information to really help you...
> THanking you,
> Yours sincerely,
> AKSHAY M KULKARNI
Your problem is not (yet) reproducible (*)
I've done the following in an "empty" (i.e. freshly started) R
session, R 4.3.0:
----begin_R_transcript___save_as__arfima-ex.Rout__------------------------------>
> lN <- loadedNamespaces()
> library(forecast)
Registered S3 method overwritten by 'quantmod':
method from
as.zoo.data.frame zoo > options(width=75)
> setdiff(loadedNamespaces(), lN) # -- see all the *!^@...! forecast
loads:
[1] "gtable" "dplyr" "tidyselect"
"Rcpp" "parallel"
[6] "scales" "lattice" "ggplot2"
"R6" "generics"
[11] "curl" "lmtest" "tibble"
"munsell" "nnet"
[16] "forecast" "timeDate" "pillar"
"rlang" "quantmod"
[21] "utf8" "urca" "quadprog"
"cli" "magrittr"
[26] "xts" "grid" "nlme"
"lifecycle" "fracdiff"
[31] "vctrs" "glue" "tseries"
"zoo" "fansi"
[36] "colorspace" "TTR" "pkgconfig"
> arfima(c(45.40, 3.25, 6.50, 2.15))
Call:
arfima(y = c(45.4, 3.25, 6.5, 2.15))
Coefficients:
d
4.583013e-05
sigma[eps] = 18.01252
a list with components:
[1] "log.likelihood" "n" "msg"
[4] "d" "ar" "ma"
[7] "covariance.dpq" "fnormMin" "sigma"
[10] "stderror.dpq" "correlation.dpq" "h"
[13] "d.tol" "M"
"hessian.dpq"
[16] "length.w" "residuals" "fitted"
[19] "call" "x" "series"
>
> sessionInfo()
R version 4.3.0 (2023-04-21)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Fedora Linux 36 (Thirty Six)
Matrix products: default
BLAS: /usr/local64.sfs/app/R/R-4.3.0-inst/lib/libRblas.so
LAPACK: /usr/lib64/liblapack.so.3.10.1
locale:
[1] LC_CTYPE=de_CH.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=de_CH.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=de_CH.UTF-8
[7] LC_PAPER=de_CH.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=de_CH.UTF-8 LC_IDENTIFICATION=C
time zone: Europe/Zurich
tzcode source: system (glibc)
attached base packages:
[1] graphics grDevices datasets stats utils methods base
other attached packages:
[1] forecast_8.21 fortunes_1.5-4 sfsmisc_1.1-15
loaded via a namespace (and not attached):
[1] gtable_0.3.3 dplyr_1.1.2 compiler_4.3.0
[4] tidyselect_1.2.0 Rcpp_1.0.10 parallel_4.3.0
[7] scales_1.2.1 lattice_0.21-8 ggplot2_3.4.2
[10] R6_2.5.1 generics_0.1.3 curl_5.0.0
[13] lmtest_0.9-40 tibble_3.2.1 munsell_0.5.0
[16] nnet_7.3-19 timeDate_4022.108 pillar_1.9.0
[19] rlang_1.1.1 quantmod_0.4.22 utf8_1.2.3
[22] urca_1.3-3 quadprog_1.5-8 cli_3.6.1
[25] magrittr_2.0.3 xts_0.13.1 grid_4.3.0
[28] nlme_3.1-162 lifecycle_1.0.3 fracdiff_1.5-2
[31] vctrs_0.6.2 glue_1.6.2 tseries_0.10-54
[34] zoo_1.8-12 fansi_1.0.4 colorspace_2.1-0
[37] TTR_0.24.3 tools_4.3.0 pkgconfig_2.0.3
>
##---end__R_transcript---------------------------------------------------------------
Note that your error message pointed me to my (old, but still
fine) package {fracdiff} with its principal function fracdiff()
around which arfima() is a user-friendly and
generalization wrapper.
In other words arfima() calls fracdiff::fracdiff() and the error
happens there --- for you, but not for me, if I try to use the
same data as you.
I see that you must have found that too, because you mentioned
View(environment(fracdiff)$.fdcov)
Maybe you need to
update.packages()
{which should re-install R packages you have installed but which
have become outdated in the mean time}
If the error persists, please send us the output of
1)
dput(LYGH[[202]])
so we get your exact data
2)
sessionInfo()
so we get much info about your R "setup"
.... last but not least: If you are really calling arfima()
with a time series of length 4 (which your LYGH[[202]] above
seems to suggest)
then you really need to learn a bit about the tools you are
using: It really does not make any sense to fit a somewhat
sophisticated time-series model (or *any* time-series model, I'd say)
to a "series" with 4 values.
Best regards,
Martin
--
Martin Maechler
ETH Zurich and R Core team