Hi, I used function StructTS some time ago to fit a structural model to a time series. Now with R 1.6.2-1 I repeated the analysis with the same series and I get the following error: Error in KalmanLike2(y, Z, -1) : invalid argument type I tried with other series and I get the same error; I checked the examples in the documentation and they work fine. I suspect I am missing something here... Any hints are welcome Thank you in advance, Susana Barbosa
On Tue, 28 Jan 2003, Susana Barbosa wrote:> I used function StructTS some time ago to fit a structural model to a time > series. > > Now with R 1.6.2-1 I repeated the analysis with the same series and I get the > following error: > > Error in KalmanLike2(y, Z, -1) : invalid argument type > > I tried with other series and I get the same error; I checked the examples in > the documentation and they work fine. I suspect I am missing something > here... > > Any hints are welcomeI don't think we can do anything at that level of information, and StructTS has not been changed since its introduction! Could you produce a small reproducible example exhibiting the problem? -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
Thank you for your reply.
I am sending a sample time series (not too long I hope!).
With the input:
load("ts1")
StructTS(ts1, type="BSM")
I get the following error:
Error in KalmanLike2(y, Z, -1) : invalid argument type
Thank you!
Susana Barbosa
(R installed from rpm - Linux Mandrake 9.0)
Details:
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major 1
minor 6.2
year 2003
month 01
day 10
language R
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