Displaying 3 results from an estimated 3 matches for "dxreg".
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xreg
2015 May 21
3
Fix for bug in arima function
...e middle of the series, since say
> x
[1] 5 4 3 5 NA 5 4 6 4 3
> diff(x)
[1] -1 -1 2 NA NA -1 2 -2 -1
> diff(x,,2)
[1] 0 3 NA NA NA 3 -4 1
I suspect that what we really need is
fitI <- lm(x ~ xreg - 1, na.action = na.omit)
fit <- if(length(dx) > ncol(dxreg))
lm(dx ~ dxreg - 1, na.action = na.omit)
else list(rank = 0L)
if(fit$rank == 0L) {
## Degenerate model. Proceed anyway so as not to break old code
fit <- fitI
}
n.used <- sum(!is.na(resid(fitI))) - length(Delta)
init...
2015 May 28
1
Fix for bug in arima function
...t;>> peter dalgaard <pdalgd at gmail.com>
>>>>> on Thu, 21 May 2015 14:36:03 +0200 writes:
>> I suspect that what we really need is
>>
>> fitI <- lm(x ~ xreg - 1, na.action = na.omit)
>> fit <- if(length(dx) > ncol(dxreg))
>> lm(dx ~ dxreg - 1, na.action = na.omit)
>> else list(rank = 0L)
>> if(fit$rank == 0L) {
>> ## Degenerate model. Proceed anyway so as not to break old code
>> fit <- fitI
>> }
>> n.used <- sum(!is.na(resid(fit...
2015 May 21
2
Fix for bug in arima function
On 21 May 2015, at 10:35 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote:
>>
>> I noticed that the 3.2.1 release cycle is about to start. Is there any
>> chance that this fix will make it into the next version of R?
>>
>> This bug is fairly serious: getting the wrong variance estimate leads to
>> the wrong log-likelihood and the wrong