Displaying 3 results from an estimated 3 matches for "fnormmin".
2023 Jun 05
1
error in arfima...
...gt; d
> 4.583013e-05
> sigma[eps] = 18.01252
> a list with components:
> [1] "log.likelihood" "n" "msg" "d" "ar"
> [6] "ma" "covariance.dpq" "fnormMin" "sigma" "stderror.dpq"
> [11] "correlation.dpq" "h" "d.tol" "M" "hessian.dpq"
> [16] "length.w" "residuals" "fitted"...
2023 Jun 01
1
error in arfima...
...cients:
d
4.583013e-05
sigma[eps] = 18.01252
a list with components:
[1] "log.likelihood" "n" "msg"
[4] "d" "ar" "ma"
[7] "covariance.dpq" "fnormMin" "sigma"
[10] "stderror.dpq" "correlation.dpq" "h"
[13] "d.tol" "M" "hessian.dpq"
[16] "length.w" "residuals" "fitted"...
2023 May 31
1
error in arfima...
dear members,
I am using arfima() from forecast package to model a time series. The following is the code:
> LYGH[[202]]
[1] 45.40 3.25 6.50 2.15
> arfima(LYGH[[202]])
Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) :
NA/NaN/Inf in foreign function call (arg 5)
I tried viewing .fdcov() with the following code: