Displaying 1 result from an estimated 1 matches for "matrixresults".
2009 Oct 22
1
arima crashes too
Another pathological test.
arima does not crash for that series that crashes arma:
arima(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0,0))
However, arima crashes for this:
arima(c(1.71, 1.78, 1.95, 1.59, 2.13), order=c(1,0,0))
arima seems pretty consistent in its crashing behaviour, since crashing for
one series means crashing for all affine series:
lets.crash.arima <- c(71, 78, 95, 59,