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fm1ovary
2004 Jul 30
1
lme: problems with corARMA
Trying following example from Pinheiro and Bates in order to fit an
ARMA(1,1) model:
library(nlme)
fm1Ovary.lme<-lme(follicles~sin(2*pi*Time)+cos(*pi*Time),data=Ovary,random=p
dDiag(~sin(2*pi*Time)))
fm5Ovary.lme<-update(fm1Ovary.lme,corr=corARMA(p=1,q=1))
I get follwing error message:
Error in "coef<-.corARMA"(`*tmp*`, value = c(62.3428455941166,
62.3428517930051 :
Coefficient matrix not invertible
Does somebody know why it doesn't work ?
Stephan Moratti
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