mcintosh at research.telcordia.com
2009-Jan-29 14:05 UTC
[Rd] arima error calling optim (PR#13485)
Hardware: Reported by kernel as
Intel P4/Xeon Extended
Intel(R) Pentium(R) 4 CPU 3.40GHz stepping 01
OS: Fedora core 8
R version: 2.8.1 compiled from source
Compiler versions:
gcc-4.1.2-33
libgcc-4.1.2-33
gcc-c++-4.1.2-33
gcc-gfortran-4.1.2-33
Problem: The scripts below produce the following output:
$ R --vanilla --slave --no-save <script1.R
This one works
This one does not work
Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE,
control = optim.control, :
non-finite finite-difference value [1]
Calls: arima -> optim
Execution halted
$ R --vanilla --slave --no-save <script2.R
Run 1
Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE,
control = optim.control, :
non-finite finite-difference value [2]
Calls: arima -> optim
Execution halted
Notes: This problem was hard to reproduce. Notice that "yd" is
essentially roundoff error. (It's the error introduced by writing
the original "yy" out and reading it back again.) The second script
might reproduce the problem more easily if the RNG sequence is
reproducible.
The original dataset does not have these representation problems.
Unfortunately the owner considers it proprietary. Releasing it is
not my decision to make.
Script 1:
`yy` <-
c(-0.840690131460208, -1.40450829756329, -1.29394465870196, -2.11230211794639,
1.05929530179925, -0.607353923575772, -0.226119110129078, -0.89646828730511,
-0.148278814273618, -0.780939339185766, -1.2420940473049, 1.21677982563681,
-0.0157304733819275, 0.704134485834278, -0.391817205006062, -0.0639358255628398,
0.789977753226263, 1.75792566759051, 1.12911592604021, -0.374014108104138,
0.28373171581024, 0.140689605135059, -0.206279471085428, 0.634951375557152,
0.89079574635072, 0.277858669176504, 1.23352653683379, -2.39984532875883,
1.28087822274765, -1.97945896821191, -1.48908655907393, -1.06764291017465,
1.65863605853845, -1.42218629593826, 2.67828538411911, -0.40335283489166,
2.12592030384331, 0.126065414197491, 0.869189253780132, -0.640882228874854,
0.936861134832615, -1.90179928632989, -0.880607896643904, 0.0944004150994985,
-0.281002865806710, -0.316697984329877, 2.51367158211449, -0.861388680850758,
0.183184886995942, -0.169819926593865, 0.204200594551216, 0.16697919398577,
-1.38679477745426, 0.40341840006803, 2.08551981979758, 1.61470124301643,
0.375407512112474, 0.0936698051629862, 0.281546254172161, 0.615434995237372,
0.348470668244732, 1.25097597586149, -0.945686921301967, -0.165317653240734,
-0.123997451324621, -0.754154753895942, -0.615270784222242, -0.416296842603215,
-0.470616059622267, -1.68650558373106, 0.876489364236355, 0.547879122022283,
-1.73090496074911, 0.609761350979291, -1.9079853894824, -0.0223540674368216,
1.32773151889503, 0.893932306074729, 2.15473029517729, -1.19553704587258,
-0.206149981767285, 1.60787049647948, 1.68187679544939, 0.451519161201612,
-0.415017536775075, 0.205250754020979, -0.773949462055758, 1.36737836943093,
-0.600046654553483, 1.23274982585232, -0.998231951375288, 1.73222671045037,
0.72632410072033, 1.11368999090966, -1.71958399881410, 0.871033219373517,
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1.07065433516057, 1.40164762979659, 0.364649200903727, -0.126618399018314,
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0.910548266367308, 0.877414775622641, 1.61398331754711, 0.117423508765227,
1.98096463437121, 0.94992006558381, 0.220348450104268, 0.105001087138020,
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-0.136784692800631, 2.58068506452577, -0.288727247759506, -1.95608200044925,
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-1.12807647684658, -0.422463721953272, -0.535445646656505, 0.228807926016417,
1.14208738569036, 0.216891759265026, -0.123408723315514, 0.0290644183233145,
-3.04856410256294, 0.234974197148210, -1.28133982856159, 0.862669420992227,
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0.757571049273415, -1.08783677219989, 0.789622881239396, -0.665813077814629,
1.46558616175154, 2.41101539134996, 2.15173911200233, -1.39434121187184,
0.0125603712078982, 0.080171659553578, -1.38413087287245, 2.8262529166084,
-0.267191138399221, -1.38156382676140, 0.092779105871715, 0.312729537340097,
-1.14500010344488, 0.305012249803117, -1.25605521753349, 1.67976181788674,
-1.02046272261049, 0.606877402826043, 0.475485680917476, 0.123486632611660,
1.59012521904442, 0.455594297098771, 1.34359279689395, 0.628307755855998,
-0.53992168020491, 0.999701976746295, 0.0847687761771345, 1.05994454864451,
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1.25568975874886, 0.481011935157952, -1.54066779090999, -1.29158707484362,
0.319966939170940, 0.377372675569837, 1.58958090393379, 2.24565855417845,
1.05332030843742, 0.0406384651552341, 1.24389458387738, -1.62377917626387,
0.0769390280487874, -0.290660468837854, 0.0419268509135299, 0.624071445497283,
-0.196809295275556, -0.323380376586895, 0.651404498817378, -0.250091353393167,
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0.933827767096857, -0.129729378524382, 0.723043048482418, 0.451793298551381,
1.13067790579345, 1.58642964534618, 0.00544368850975346, -1.92935899312504,
-0.880590872914531, 0.781860684515152, 1.05738755351597, 0.0900271015819423,
0.80538575031258, 1.50780193896387, -0.295324551547371, 0.213173141168358,
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-0.110477436023389, -0.273305986229143, 0.79493131266236, 0.821154114415601,
0.904240505342357, 1.67247930590942, -2.57943391215294, 0.483698233718444,
0.713958707913093, -0.356763266612781, -0.0328247001756959, -0.184318892955012,
0.780901008501296, -0.470210155408324, 0.454365305661986, 0.598242463171053,
0.272429586516191, -0.553989809316755, -0.558565507941217, -0.248622590810624,
-1.82451712520608, 0.938550909564601, -0.102232823845932, 0.055994179530898,
0.23160891442359, -0.944018311689892, 0.148797707026736, 0.532903053052318,
-0.534609720482928, -0.214726523705616, 0.407659052148484, -0.562797458210746,
1.12234956277403, -0.212984679404496, 1.07359976313580, 0.608476189980204,
0.176222561840894, -0.497580303113466, -0.666020731636294, -0.80236812205792,
-0.766125940763443, 0.346691592466946, 0.564487942819478, 0.390323919598311,
-0.655144615751083, 0.615492764006428, 1.04652845647775, -1.98021022173873,
0.440877431698176, -0.0666766833684802, -0.579731126245429, -1.66237524923504,
0.109703194480705, 0.247624858518091, -0.000685110004977798,
-0.780053936436778, -0.413985813088028, -0.327377148099347, -1.40398485493702,
0.0996682986363143, 0.0204501472882174, 0.281251757922977, -1.04502379543106,
0.643468228328536, 0.360635522214246, -0.67419650330072, 0.337986850768114,
0.227711218577489, 1.73790994824529, -0.557706409830536, 0.678759178642586,
-0.602963173958065, 1.41413920832205, 0.377275540936933, -0.169832230037524,
-1.26902097517109, 1.19570329625357, -0.110864657353297, 0.76872819543754,
-1.04304831343078, -0.50814066956173, -1.62997702182406, -1.92643252674732,
-0.58604176480621, 1.0679810144807, 1.29959712876624, 0.406040820429355,
-0.119985443489058, -0.601099239099528, -1.94752368195012, 0.673887485897653,
-0.338528727891041, -0.658984294536393, -0.278612788450376, 0.108398918834890,
0.766229910329707, -0.0343163858318422, -1.41243476453177, -0.495520216286397,
0.279410219334013, 0.938858724048605, 1.83660010352115, -0.877826173987853,
1.04309743729555, -0.52179374447242, 0.897924390074989, 1.90308914966918,
0.61384950048545, 0.297585159195147, 0.475841822346016, 0.233976521897962,
-0.103969745763402, 0.31014845207687, -0.805629177873887, -0.553959423379381,
0.696126683615406, 0.377848476496444, 0.610916518705502, -0.818741573055781,
0.62234203653773, -0.263695621311298, 1.87078097118808, -1.47501548710429,
0.912111959091349, -0.589860986233675, 0.131991357219007, 0.446016954621267,
0.265355773293284, -1.08516695519246, -1.60138590451669, -1.87479052426232,
0.204933059703694, -0.627331670994047, -1.16698632885822, -0.574257322910893,
0.746656805054838, 0.0448403396300787, -1.17986144928716, 0.315190549061558,
0.323414791615978, 2.36358465797507, 0.756386455274183, 0.163701613647397,
0.462743299793155, 3.21850215056582, 0.302559272123594, 0.903897902838266,
-1.18199665197783, -0.727734976730098, -0.79908871415953, -0.224448798997371,
0.65535562669085, 0.672358678082745, -1.84122561982858, 0.630553428538852,
0.777639859190241, -0.994013102373233, 0.191645395564772, 0.304018243044113,
0.462258202137283, 0.0697355012394914, -0.426562602587411, 0.803423118635298,
1.48828179683615, -0.993617344561106, 1.12757133629112, 0.167024350626329,
0.308295512122625, 0.0783935558968625, -0.0550079698815761, -1.01836932548489,
-2.92155362615959, -1.01475454364858, 0.0442035829872547, -0.57163020085229,
-0.843966833293626, -0.464463546985404, -0.551551970335692, 0.481379771931919,
0.171166805317111, 0.289886514185055, 1.92060779038578, -0.518657398953335,
0.249098776270677, -0.331039793965936, -2.38888222376660, -0.233710480590510,
0.950361541116174, -0.124130217009424, 1.40889573126782, 1.67283603982813,
-0.834853997262613, 1.67720833665451, 0.503569337142027, 0.411231015739972,
-1.41645156311433, -0.586343938691072, -0.295185516828303, 1.65010605311991,
-0.730420430841232, -2.43022998013547, -2.76405191786103, -0.111859179658703,
-0.284190489583653, -2.36755802289574, -0.236022622526782, -0.361904893157186,
0.0347180911055713, -1.84200374261526, -0.46368411523174, -0.682487094549016,
0.982168215873038, -1.4866268487041, 0.186682330064654, 1.06297747645585,
0.095008807480045, -0.257924661661987, -1.92245935940161, -0.66795230666392,
-1.94199480015726, 0.766359995128608, -0.936485361831094)
`yd` <-
c(-4.44089209850063e-16, -3.77475828372553e-15, -4.44089209850063e-15,
1.33226762955019e-15, 1.55431223447522e-15, -3.33066907387547e-16,
-4.16333634234434e-16, -4.44089209850063e-16, 0, 3.33066907387547e-16,
6.66133814775094e-16, -3.10862446895044e-15, 1.73472347597681e-17,
-4.44089209850063e-16, -1.11022302462516e-16, 4.16333634234434e-17,
-4.44089209850063e-16, 4.66293670342566e-15, -2.44249065417534e-15,
1.11022302462516e-16, 1.11022302462516e-16, -5.55111512312578e-17,
1.11022302462516e-16, -3.33066907387547e-16, -4.44089209850063e-16,
-3.88578058618805e-16, 4.66293670342566e-15, -1.33226762955019e-15,
4.88498130835069e-15, 3.10862446895044e-15, 2.22044604925031e-15,
2.44249065417534e-15, -4.44089209850063e-16, 3.33066907387547e-15,
2.22044604925031e-15, -2.77555756156289e-16, -2.22044604925031e-15,
2.22044604925031e-16, 4.44089209850063e-16, 1.11022302462516e-16,
2.22044604925031e-16, -6.66133814775094e-16, 3.33066907387547e-16,
4.16333634234434e-17, -2.77555756156289e-16, 3.33066907387547e-16,
1.77635683940025e-15, 4.44089209850063e-16, 3.33066907387547e-16,
-4.16333634234434e-16, 2.22044604925031e-16, 0, 3.77475828372553e-15,
1.11022302462516e-16, 3.5527136788005e-15, 2.22044604925031e-16,
-3.33066907387547e-16, 1.38777878078145e-17, -1.11022302462516e-16,
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-1.38777878078145e-16, -1.2490009027033e-16, 4.44089209850063e-16,
1.11022302462516e-16, -4.9960036108132e-16, 4.44089209850063e-16,
-1.55431223447522e-15, -1.11022302462516e-16, -2.22044604925031e-16,
1.99840144432528e-15, -1.11022302462516e-16, 4.44089209850063e-16,
-3.46944695195361e-18, 3.5527136788005e-15, 0, -3.5527136788005e-15,
3.99680288865056e-15, -2.22044604925031e-16, -6.66133814775094e-16,
-4.88498130835069e-15, 3.33066907387547e-16, 0, 3.88578058618805e-16,
-4.44089209850063e-16, 1.77635683940025e-15, 1.11022302462516e-16,
-2.88657986402541e-15, 1.11022302462516e-16, 1.11022302462516e-15,
-6.66133814775094e-16, 3.99680288865056e-15, -2.66453525910038e-15,
-4.44089209850063e-16, 2.88657986402541e-15, -1.04083408558608e-17,
0, 1.77635683940025e-15, -3.33066907387547e-16, 4.44089209850063e-16,
2.22044604925031e-15, 0, 3.33066907387547e-16, 0, -3.33066907387547e-16,
4.44089209850063e-16, 3.99680288865056e-15, -3.33066907387547e-15,
-1.66533453693773e-16, -4.16333634234434e-16, 0, 2.77555756156289e-16,
3.33066907387547e-16, 3.33066907387547e-16, 1.94289029309402e-16,
3.33066907387547e-16, -3.5527136788005e-15, 1.11022302462516e-16,
3.10862446895044e-15, -1.33226762955019e-15, 1.11022302462516e-16,
-3.99680288865056e-15, 0, 2.22044604925031e-16, -1.66533453693773e-16,
-2.22044604925031e-16, -4.44089209850063e-16, 1.66533453693773e-16,
2.44249065417534e-15, -1.11022302462516e-16, 4.44089209850063e-16,
4.44089209850063e-16, -1.33226762955019e-15, -1.11022302462516e-16,
-4.44089209850063e-16, -1.11022302462516e-16, -2.88657986402541e-15,
-4.71844785465692e-16, 1.99840144432528e-15, 2.22044604925031e-16,
2.22044604925031e-16, 1.52655665885959e-16, -3.33066907387547e-16,
-2.22044604925031e-16, -3.33066907387547e-16, -2.77555756156289e-17,
-1.11022302462516e-16, 1.11022302462516e-16, 0, -4.21884749357559e-15,
-4.21884749357559e-15, 2.77555756156289e-16, -2.22044604925031e-16,
-2.22044604925031e-16, 1.33226762955019e-15, -4.44089209850063e-16,
1.11022302462516e-16, 1.66533453693773e-16, -2.77555756156289e-16,
1.11022302462516e-16, 2.22044604925031e-16, 3.33066907387547e-16,
1.11022302462516e-16, -4.9960036108132e-16, 5.55111512312578e-17,
3.88578058618805e-16, -2.16840434497101e-18, 3.99680288865056e-15,
-2.22044604925031e-16, -3.05311331771918e-16, -2.22044604925031e-16,
4.88498130835069e-15, -1.11022302462516e-16, 3.88578058618805e-16,
3.5527136788005e-15, -4.44089209850063e-15, 0, 2.88657986402541e-15,
5.55111512312578e-17, -4.44089209850063e-16, -2.66453525910038e-15,
5.55111512312578e-17, -1.11022302462516e-16, 4.44089209850063e-16,
-3.33066907387547e-15, 8.88178419700125e-16, -1.11022302462516e-16,
3.33066907387547e-16, -4.44089209850063e-16, 1.94289029309402e-16,
8.88178419700125e-16, -3.33066907387547e-16, 2.77555756156289e-17,
-2.44249065417534e-15, 2.22044604925031e-16, 1.11022302462516e-16,
-3.33066907387547e-16, -8.88178419700125e-16, 1.11022302462516e-16,
3.10862446895044e-15, 1.11022302462516e-16, 3.5527136788005e-15,
3.77475828372553e-15, 1.11022302462516e-16, -5.55111512312578e-17,
-1.11022302462516e-16, 2.88657986402541e-15, -3.33066907387547e-16,
-5.55111512312578e-16, -2.77555756156289e-16, 2.22044604925031e-16,
3.99680288865056e-15, -3.33066907387547e-16, -4.66293670342566e-15,
1.66533453693773e-16, 1.94289029309402e-16, 1.11022302462516e-16,
4.44089209850063e-16, 0, 3.33066907387547e-16, 4.88498130835069e-15,
1.11022302462516e-16, 1.11022302462516e-16, -3.33066907387547e-16,
1.94289029309402e-16, 4.44089209850063e-16, 4.66293670342566e-15,
4.44089209850063e-16, 1.11022302462516e-16, -2.22044604925031e-16,
1.11022302462516e-16, -6.66133814775094e-16, -2.22044604925031e-16,
8.67361737988404e-18, -4.44089209850063e-16, -8.32667268468867e-17,
3.33066907387547e-16, 3.33066907387547e-16, -3.33066907387547e-16,
0, 1.77635683940025e-15, -1.11022302462516e-16, -2.66453525910038e-15,
3.33066907387547e-16, -2.77555756156289e-16, 2.77555756156289e-16,
0, 2.22044604925031e-16, -2.44249065417534e-15, 5.55111512312578e-17,
-1.66533453693773e-16, 3.99680288865056e-15, -1.11022302462516e-16,
0, -1.11022302462516e-16, 4.71844785465692e-16, 3.81639164714898e-17,
-3.46944695195361e-17, -4.16333634234434e-17, 3.33066907387547e-16,
0, 1.11022302462516e-16, 2.08166817117217e-17, -3.10862446895044e-15,
-3.77475828372553e-15, -1.38777878078145e-17, 2.88657986402541e-15,
0, 2.22044604925031e-16, -4.71844785465692e-16, 4.66293670342566e-15,
-4.44089209850063e-16, -1.11022302462516e-16, -3.5527136788005e-15,
-1.11022302462516e-16, -2.22044604925031e-16, 4.44089209850063e-16,
3.77475828372553e-15, 1.11022302462516e-16, 3.33066907387547e-16,
-4.44089209850063e-16, -7.7715611723761e-16, 1.66533453693773e-16,
-1.11022302462516e-16, 1.33226762955019e-15, 1.55431223447522e-15,
-4.21884749357559e-15, -1.11022302462516e-16, 2.22044604925031e-16,
-3.88578058618805e-16, 0, 2.77555756156289e-16, 4.85722573273506e-17,
3.88578058618805e-16, 4.88498130835069e-15, 2.22044604925031e-16,
2.44249065417534e-15, -2.22044604925031e-16, -2.22044604925031e-16,
-4.44089209850063e-16, -4.44089209850063e-16, 0, -2.22044604925031e-16,
2.4980018054066e-16, 4.44089209850063e-16, 2.22044604925031e-16,
-4.44089209850063e-16, -1.11022302462516e-16, 4.44089209850063e-16,
6.66133814775094e-16, 2.22044604925031e-16, 1.11022302462516e-16,
2.77555756156289e-17, 4.44089209850063e-16, 8.32667268468867e-17,
-1.11022302462516e-16, 0, 1.77635683940025e-15, -4.44089209850063e-16,
-2.22044604925031e-16, -2.22044604925031e-16, -3.33066907387547e-16,
2.77555756156289e-17, 2.88657986402541e-15, -6.93889390390723e-17,
4.44089209850063e-16, -4.16333634234434e-17, 0, -8.88178419700125e-16,
4.16333634234434e-17, -6.66133814775094e-16, -1.55431223447522e-15,
-5.55111512312578e-17, 2.22044604925031e-16, 2.22044604925031e-16,
1.11022302462516e-16, -1.11022302462516e-16, 1.11022302462516e-16,
-1.11022302462516e-16, -1.11022302462516e-16, -2.22044604925031e-16,
-2.44249065417534e-15, -3.33066907387547e-16, 1.11022302462516e-16,
0, 4.5102810375397e-17, -3.05311331771918e-16, 2.77555756156289e-16,
1.38777878078145e-17, -3.33066907387547e-15, -4.44089209850063e-16,
2.66453525910038e-15, -4.88498130835069e-15, 2.77555756156289e-16,
4.9960036108132e-16, -1.11022302462516e-16, 2.22044604925031e-16,
-4.44089209850063e-16, -1.66533453693773e-16, -1.55431223447522e-15,
2.22044604925031e-16, 4.44089209850063e-16, -5.55111512312578e-17,
-2.60208521396521e-18, 4.16333634234434e-17, 1.11022302462516e-16,
0, -1.11022302462516e-16, -2.22044604925031e-16, 3.33066907387547e-15,
-1.11022302462516e-16, -2.22044604925031e-16, 2.22044604925031e-15,
-3.99680288865056e-15, 1.33226762955019e-15, -4.44089209850063e-15,
1.04083408558608e-17, 0, 4.44089209850063e-15, 4.44089209850063e-16,
-1.11022302462516e-16, 2.88657986402541e-15, 4.16333634234434e-17,
5.55111512312578e-17, 4.88498130835069e-15, -2.77555756156289e-16,
8.88178419700125e-16, -8.88178419700125e-16, 3.10862446895044e-15,
-4.44089209850063e-16, -1.11022302462516e-16, -3.19189119579733e-16,
0, -5.55111512312578e-17, 4.44089209850063e-16, 3.33066907387547e-16,
1.11022302462516e-16, 1.11022302462516e-16, 4.16333634234434e-17,
3.5527136788005e-15, 0, -1.38777878078145e-17, -2.22044604925031e-16,
4.66293670342566e-15, -1.11022302462516e-16, 1.38777878078145e-16,
-2.22044604925031e-16, -3.33066907387547e-16, -6.66133814775094e-16,
-2.22044604925031e-16, 6.66133814775094e-16, -3.33066907387547e-15,
4.44089209850063e-16, 2.77555756156289e-16, -6.66133814775094e-16,
4.44089209850063e-15, -3.33066907387547e-15, -3.46944695195361e-17,
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2.88657986402541e-15, 1.11022302462516e-16, 0, -2.77555756156289e-17,
0, -4.9960036108132e-16, 3.33066907387547e-16, 2.22044604925031e-15,
2.22044604925031e-16, 2.22044604925031e-16, 4.44089209850063e-16,
8.88178419700125e-16, 2.22044604925031e-16, 2.22044604925031e-16,
2.88657986402541e-15, 1.11022302462516e-16, -4.44089209850063e-16,
1.94289029309402e-16, 2.22044604925031e-16, -3.33066907387547e-16,
-1.11022302462516e-15, -4.44089209850063e-16, 1.11022302462516e-16,
-2.22044604925031e-16, -2.4980018054066e-16, 3.33066907387547e-16,
3.33066907387547e-16, 4.16333634234434e-17, 4.9960036108132e-16,
-3.33066907387547e-16, 1.99840144432528e-15, 1.11022302462516e-16,
1.33226762955019e-15, -2.77555756156289e-16, 2.77555756156289e-16,
4.16333634234434e-17, -6.93889390390723e-18, 1.77635683940025e-15,
8.88178419700125e-16, -2.88657986402541e-15, 4.85722573273506e-17,
0, 2.22044604925031e-16, 1.66533453693773e-16, 0, -3.88578058618805e-16,
-3.33066907387547e-16, 3.88578058618805e-16, -2.22044604925031e-15,
-2.22044604925031e-16, 2.77555756156289e-16, -2.77555756156289e-16,
-4.44089209850063e-15, -4.44089209850063e-16, -1.11022302462516e-16,
2.91433543964104e-16, -4.21884749357559e-15, -1.55431223447522e-15,
-2.22044604925031e-16, 6.66133814775094e-16, 1.11022302462516e-16,
-4.9960036108132e-16, -4.88498130835069e-15, -2.22044604925031e-16,
-1.66533453693773e-16, 2.44249065417534e-15, -4.44089209850063e-16,
-2.22044604925031e-15, -3.10862446895044e-15, -2.91433543964104e-16,
0, 2.66453525910038e-15, -1.94289029309402e-16, 0, -2.77555756156289e-17,
2.44249065417534e-15, 2.77555756156289e-16, -3.33066907387547e-16,
4.44089209850063e-16, -1.11022302462516e-15, -2.77555756156289e-16,
-1.99840144432528e-15, 4.16333634234434e-17, 1.66533453693773e-16,
4.66293670342566e-15, 0, -8.88178419700125e-16, 2.22044604925031e-16,
2.22044604925031e-16)
cat("This one works\n")
z <- arima(ts(yy), order=c(1,0,0),seasonal=list(order=c(1,0,0),period=64))
y <- yy + yd
cat("This one does not work\n")
z <- arima(ts(y), order=c(1,0,0),seasonal=list(order=c(1,0,0),period=64))
-------------------------------------------------------------------------------
Script 2:
`.Random.seed` <-
c(403L, 369L, 1859149215L, 650002671L, -1156138679L, -333493279L,
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15591537L, -1563420228L, -2091954506L, -423114129L, -253235046L,
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1397189586L, -596012400L, 1543399642L, 913941794L, -765611679L,
-1780032952L, -334020610L, -1030641569L, 734316466L, 1645119731L,
909900938L, 1519592771L, -1594818903L, 1063253467L, -738684810L,
2094413779L, -927367444L, 836978449L, -2046126196L, 1739505080L,
453830794L, -384398987L, -2087208534L, -79918888L)
for(runNumber in 1:100) {
cat("Run ", runNumber, "\n", sep="")
y <- rnorm(1808)
z <- arima(ts(y), order=c(1,0,0),seasonal=list(order=c(1,0,0),period=64))
}
--please do not edit the information below--
Version:
platform = i686-pc-linux-gnu
arch = i686
os = linux-gnu
system = i686, linux-gnu
status =
major = 2
minor = 8.1
year = 2008
month = 12
day = 22
svn rev = 47281
language = R
version.string = R version 2.8.1 (2008-12-22)
Locale:
C
Search Path:
.GlobalEnv, package:stats, package:graphics, package:grDevices, package:utils,
package:datasets, package:methods, Autoloads, package:base
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