Displaying 2 results from an estimated 2 matches for "armacss".
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2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
...[1]], trarma[[2]])
if (ncxreg > 0)
x <- x - xreg %*% par[narma + (1:ncxreg)]
res <- .Call(R_ARIMA_Like, x, Z$phi, Z$theta, Z$Delta,
Z$a, Z$P, Z$Pn, as.integer(0), FALSE)
s2 <- res[1]/res[3]
0.5 * (log(s2) + res[2]/res[3])
}
armaCSS <- function(p) {
par <- as.double(fixed)
par[mask] <- p
trarma <- .Call(R_ARIMA_transPars, par, arma, FALSE)
if (ncxreg > 0)
x <- x - xreg %*% par[narma + (1:ncxreg)]
res <- .Call(R_ARIMA_CSS, x, arma, trarma[[1]], trarma[[2]]...
2012 Jul 02
0
Specifying Transfer Function in Time series Intervention model
...der = c(1,1,1) is
giving error. Hope this is correct procedure.
2nd Q -->>In the transfer = list(c(1,0), 1 is Autoregressive operator
function and 0 is Moving average operator. I am not able to change the value
of MA operator. I am receiving an error message
"Error in optim(init[mask], armaCSS, method = "BFGS", hessian = FALSE, :
initial value in 'vmmin' is not finite"
I am using R 2.15.1 version.
3rd Q --> If i need to take Lag values of X1var. how to incorporate in the
model.
Warm regards,
Subhadip
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