search for: makearima

Hi R-Experts, Currently I'm using an univariate time series in which I'm going to apply KalmanLike(),KalmanForecast (),KalmanSmooth(), KalmanRun(). For I use it before makeARIMA () but I don't understand and i don't know to include the seasonal coefficients. Can anyone help me citing a suitable example? Thanks in advance. ------------------------------------------ SUMANTA BASAK. ------------------------------------------ <http://www.drsb24.blogspot.com...

...r-devel than r-help. Note, I am just the messenger - I have no idea what the user is trying to model here. arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0: *** caught segfault *** address 42400000, cause 'memory not mapped' Traceback: 1: .Call(R_getQ0, phi, theta) 2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) 3: arima(x, c(1, 0, 1), c(1, 0, 1)) Under rw-2.7.0 or R version 2.8.0 Under development (unstable) (2008-06-10 r45893) it gets: Error: cannot allocate vector of size 1010.9 Mb In addition: Warning messages: 1: In makeARIMA(trarma[[1]], trarma[[2]], Delta, k...

Hi, the function makeARIMA(), designed to construct some state space representation of an ARIMA model, uses a C function called getQ0, which can be found at the end of arima.c in R source files (library stats). getQ0 takes two arguments, phi and theta, and returns the covariance matrix of the state prediction error a...

...,2), period=365), include.mean=FALSE) Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal = list(order = c(0, : too few non-missing observations > dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2), seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE) Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) : maximum supported lag is 350 Then I tried the auto.arima function but the following happened: fit<-auto.arima(dailytrans$transits) Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik - length(x) * : the condition has...

Hello, I have daily wind speed data and need to fit seasonal ARIMA model, problem is that my period is 365. But when I use arima(...) function, with period 365, I?m getting error message: ?Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) : maximum supported lag is 350?. Can someone help me with this problem? Thank you Sincerely yours, Laura Saltyte

...control = optim.control) if (res$convergence > 0) warning("possible convergence problem: optim gave code=", res$convergence) coef[mask] <- res$par trarma <- .Call(R_ARIMA_transPars, coef, arma, FALSE) mod <- makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) if (ncxreg > 0) x <- x - xreg %*% coef[narma + (1:ncxreg)] arimaSS(x, mod) val <- .Call(R_ARIMA_CSS, x, arma, trarma[[1]], trarma[[2]], as.integer(ncond), TRUE) sigma2 <- val[[1]] var...

...ntries. It is actually 4 days data cascaded together where the time interval of data collected is 5 minutes. Thus, I have 288 values per day. When I am trying to fit this data using a period of 288 with a seasonal model, using the arima(...) function, I am getting error message "Error: makeARIMA(...): negative length vectors are not allowed". I am not sure what is the problem. I really appreciate some help on this. Thanks in advance. -Balaji. -- "Two roads diverged in a wood and I took the one less traveled by and, that has made all the difference" -- Robert Frost B...

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

...l 'q' parameter for the ?arima is 350. Any way, where we can increase this? Since I am working on 3 year (q=252*3) and 5 year(q=252*5) returns, I may require this option. Thanks. > fit=arima(r,c(3,0,0),seasonal = list(order = c(0, 0, 500), period = NA));tsdiag(fit);fit$aic Error in makeARIMA(trarma[[1L]], trarma[[2L]], Delta, kappa) : maximum supported lag is 350 Thanks, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

...ore accurate for large x, particularly when log.p = TRUE. (PR#6756) o pgeom(q, prob, lower.tail, log.p) is now (sometimes much) more accurate when prob is very small. (PR#6792) The code for pgeom(prob=1) assumed IEEE 754 arithmetic, and gave NaNs under gcc 3.4.0 -fPIC, for example. o makeARIMA() was not handling an ARMA(0, 0) model correctly. o as.Date() was failing on factors. (PR#6779) o min(), max() and range() were failing on "difftime" objects. o as.data.frame.list() could fail on some unusual list names. (PR#6782) o type.convert() ignored na.strings...

...ore accurate for large x, particularly when log.p = TRUE. (PR#6756) o pgeom(q, prob, lower.tail, log.p) is now (sometimes much) more accurate when prob is very small. (PR#6792) The code for pgeom(prob=1) assumed IEEE 754 arithmetic, and gave NaNs under gcc 3.4.0 -fPIC, for example. o makeARIMA() was not handling an ARMA(0, 0) model correctly. o as.Date() was failing on factors. (PR#6779) o min(), max() and range() were failing on "difftime" objects. o as.data.frame.list() could fail on some unusual list names. (PR#6782) o type.convert() ignored na.strings...