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2011 Apr 14
0
StructTS fitting problem - can anyone help?
...ave seen a couple of posts about this, but no solutions. The problem is fitting the Basic Structural Model (BSM) to the AirPassengers time series using StructTS. ?For this particular time series, if the length is reduced below 140 months, the BSM fits are bad.?
The following illustrates the problem
ap0 <- log10(AirPassengers) - 2ap<-ts(ap0[1:139], freq=12) ?# bad fits for length < 140(fit <- StructTS(ap, type= "BSM"))ftd<-fitted(fit)plot(cbind(ap, ftd[,1], ftd[,3]), # data, level, cyclic terms?? ? plot.type = "single", col=c("black", "red", &...
2004 Aug 10
0
Check failed after compilation (PR#7159)
...;- predict(fit, n.ahead = 24)
> ##D tl <- pred$pred - 1.96 * pred$se
> ##D tu <- pred$pred + 1.96 * pred$se
> ##D ts.plot(AirPassengers, 10^tl, 10^tu, log = "y", lty = c(1,2,2))
> ##D
> ##D ## full ML fit is the same if the series is reversed, CSS fit is not
> ##D ap0 <- rev(log10(AirPassengers))
> ##D attributes(ap0) <- attributes(AirPassengers)
> ##D arima(ap0, c(0, 1, 1), seasonal = list(order=c(0, 1 ,1), period=12))
> ##D arima(ap0, c(0, 1, 1), seasonal = list(order=c(0, 1 ,1), period=12),
> ##D method = "CSS")
> ##D
>...