Jean Jacques Dureau
2012-Feb-08 14:35 UTC
[R] library(forecast): Error in SD.test(x, m) : Insufficient data
I have these R code: ########################################################################### time.test.data<-c(2.88645418326693, 2.91546949823027, 2.94130799329234, 2.93313338038109, 2.89478957915832, 2.86029757243540, 2.78648486664669, 2.80183167535133, 2.75435512226307, 2.78992352676563, 2.76028433151845, 2.68741721854305, 2.70691974293828, 2.683833847881, 2.65041551246537, 2.65169020111254, 2.58837541686517, 2.66549241844080, 2.58451314648945, 2.60250871080139, 2.61253722876188, 2.59921041087878, 2.71727961060032, 2.65440192667915, 2.74799149338374, 2.70649994101687, 2.80636027009366, 2.81801086502298, 2.82555635319454, 2.87133347201997, 2.75746714456392, 2.7660659236424, 2.71688375522241, 2.72655367231638, 2.72461997828447, 2.78455790784558, 2.71160702495708, 2.65754456439869, 2.85673280918507, 2.7053919591233, 2.7532637075718, 2.74272237196766, 2.75893306492199, 2.62584686181772, 2.75230602278893, 2.82781018027572, 2.80220656652931, 2.80242587601078, 2.84061953534849, 2.87123514783089, 2.76991605276683, 2.77796934865900) library(forecast) auto.arima(ts(time.test.data, start=c(2011,1), frequency=52)) ########################################################################### I obtain the error message: Error in SD.test(x, m) : Insufficient data What is wrong? jj
Jean Jacques Dureau
2012-Feb-08 14:59 UTC
[R] library(forecast): Error in SD.test(x, m) : Insufficient data
I have these R code: ########################################################################### time.test.data<-c(2.88645418326693, 2.91546949823027, 2.94130799329234, 2.93313338038109, 2.89478957915832, 2.86029757243540, 2.78648486664669, 2.80183167535133, 2.75435512226307, 2.78992352676563, 2.76028433151845, 2.68741721854305, 2.70691974293828, 2.683833847881, 2.65041551246537, 2.65169020111254, 2.58837541686517, 2.66549241844080, 2.58451314648945, 2.60250871080139, 2.61253722876188, 2.59921041087878, 2.71727961060032, 2.65440192667915, 2.74799149338374, 2.70649994101687, 2.80636027009366, 2.81801086502298, 2.82555635319454, 2.87133347201997, 2.75746714456392, 2.7660659236424, 2.71688375522241, 2.72655367231638, 2.72461997828447, 2.78455790784558, 2.71160702495708, 2.65754456439869, 2.85673280918507, 2.7053919591233, 2.7532637075718, 2.74272237196766, 2.75893306492199, 2.62584686181772, 2.75230602278893, 2.82781018027572, 2.80220656652931, 2.80242587601078, 2.84061953534849, 2.87123514783089, 2.76991605276683, 2.77796934865900) library(forecast) auto.arima(ts(time.test.data, start=c(2011,1), frequency=52)) ########################################################################### I obtain the error message: Error in SD.test(x, m) : Insufficient data What is wrong? jj
Rainer Hurling
2012-Feb-08 16:10 UTC
[R] library(forecast): Error in SD.test(x, m) : Insufficient data
On 08.02.2012 15:35 (UTC+1), Jean Jacques Dureau wrote:> I have these R code: > > ########################################################################### > time.test.data<-c(2.88645418326693, 2.91546949823027, 2.94130799329234, > 2.93313338038109, 2.89478957915832, 2.86029757243540, 2.78648486664669, > 2.80183167535133, 2.75435512226307, 2.78992352676563, 2.76028433151845, > 2.68741721854305, 2.70691974293828, 2.683833847881, 2.65041551246537, > 2.65169020111254, 2.58837541686517, 2.66549241844080, 2.58451314648945, > 2.60250871080139, 2.61253722876188, 2.59921041087878, 2.71727961060032, > 2.65440192667915, 2.74799149338374, 2.70649994101687, 2.80636027009366, > 2.81801086502298, 2.82555635319454, 2.87133347201997, 2.75746714456392, > 2.7660659236424, 2.71688375522241, 2.72655367231638, 2.72461997828447, > 2.78455790784558, 2.71160702495708, 2.65754456439869, 2.85673280918507, > 2.7053919591233, 2.7532637075718, 2.74272237196766, 2.75893306492199, > 2.62584686181772, 2.75230602278893, 2.82781018027572, 2.80220656652931, > 2.80242587601078, 2.84061953534849, 2.87123514783089, 2.76991605276683, > 2.77796934865900) > > library(forecast) > auto.arima(ts(time.test.data, start=c(2011,1), frequency=52)) > ###########################################################################This looks good to me, I got no error: auto.arima(ts(time.test.data, start=c(2011,1), frequency=52)) Series: ts(time.test.data, start = c(2011, 1), frequency = 52) ARIMA(2,0,2) with non-zero mean Coefficients: ar1 ar2 ma1 ma2 intercept 1.4540 -0.5762 -1.0235 0.5484 2.7569 s.e. 0.3351 0.3194 0.3240 0.1902 0.0328 sigma^2 estimated as 0.003059: log likelihood=76.05 AIC=-140.09 AICc=-138.23 BIC=-128.38 So perhaps something is wrong with your data object or with your dependend packages?> I obtain the error message: > Error in SD.test(x, m) : Insufficient data > > What is wrong? > > jj
Jean Jacques Dureau
2012-Feb-08 16:19 UTC
[R] library(forecast): Error in SD.test(x, m) : Insufficient data
Hi rainer, how can I control dependend packages? thanks jj Il 08 febbraio 2012 17:10, Rainer Hurling <rhurlin at gwdg.de> ha scritto:> On 08.02.2012 15:35 (UTC+1), Jean Jacques Dureau wrote: >> >> I have these R code: >> >> >> ########################################################################### >> time.test.data<-c(2.88645418326693, 2.91546949823027, 2.94130799329234, >> ? 2.93313338038109, 2.89478957915832, 2.86029757243540, 2.78648486664669, >> ? 2.80183167535133, 2.75435512226307, 2.78992352676563, 2.76028433151845, >> ? 2.68741721854305, 2.70691974293828, 2.683833847881, 2.65041551246537, >> ? 2.65169020111254, 2.58837541686517, 2.66549241844080, 2.58451314648945, >> ? 2.60250871080139, 2.61253722876188, 2.59921041087878, 2.71727961060032, >> ? 2.65440192667915, 2.74799149338374, 2.70649994101687, 2.80636027009366, >> ? 2.81801086502298, 2.82555635319454, 2.87133347201997, 2.75746714456392, >> ? 2.7660659236424, 2.71688375522241, 2.72655367231638, 2.72461997828447, >> ? 2.78455790784558, 2.71160702495708, 2.65754456439869, 2.85673280918507, >> ? 2.7053919591233, 2.7532637075718, 2.74272237196766, 2.75893306492199, >> ? 2.62584686181772, 2.75230602278893, 2.82781018027572, 2.80220656652931, >> ? 2.80242587601078, 2.84061953534849, 2.87123514783089, 2.76991605276683, >> ? 2.77796934865900) >> >> library(forecast) >> auto.arima(ts(time.test.data, start=c(2011,1), frequency=52)) >> >> ########################################################################### > > > This looks good to me, I got no error: > > auto.arima(ts(time.test.data, start=c(2011,1), frequency=52)) > Series: ts(time.test.data, start = c(2011, 1), frequency = 52) > ARIMA(2,0,2) with non-zero mean > > Coefficients: > ? ? ? ? ar1 ? ? ?ar2 ? ? ?ma1 ? ? ma2 ?intercept > ? ? ?1.4540 ?-0.5762 ?-1.0235 ?0.5484 ? ? 2.7569 > s.e. ?0.3351 ? 0.3194 ? 0.3240 ?0.1902 ? ? 0.0328 > > sigma^2 estimated as 0.003059: ?log likelihood=76.05 > AIC=-140.09 ? AICc=-138.23 ? BIC=-128.38 > > > So perhaps something is wrong with your data object or with your dependend > packages? > > >> I obtain the error message: >> Error in SD.test(x, m) : Insufficient data >> >> What is wrong? >> >> jj > >