Displaying 2 results from an estimated 2 matches for "lppi".
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2009 Oct 13
1
How to specify an ARMA(1, [1,4]) model?
..., order=c(1,0,c(1,4))) )
Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg, :
'order' must be a non-negative numeric vector of length 3
Using ARIMA(1,0,1) with a seasonal argument for lag 4
does not get me any further.
With package Zelig I got:
> ( zelig(Diff(lppi,1) ~ one + lag.y(1) + lag.eps(1) + lag.eps(4) ,
model="arima" , data=Q) )
Error in model.frame.default(mf$formula, data) :
invalid type (list) for variable 'lag.eps(1)'
I get basically the same kind of answers with other packages
and with different configurations.
Thanks for...
2009 Oct 13
0
How to specify an ARMA(1, [1,4]) model? Solved
...t;
>> What's wrong with
>>
>> arima(x, order=c(1,0,1), seasonal=list(order=c(0,0,1), period=4))
>>
>> using stats::arima?
>>
>> Duncan Murdoch
>>
>>
>>>
>>> With package Zelig I got:
>>>
>>> ( zelig(Diff(lppi,1) ~ one + lag.y(1) + lag.eps(1) + lag.eps(4) ,
>>>>
>>> model="arima" , data=Q) )
>>> Error in model.frame.default(mf$formula, data) :
>>> invalid type (list) for variable 'lag.eps(1)'
>>>
>>> I get basically the same ki...