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...an 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, kappa) :...

...be rather: > if (length(order) == 3) seasonal <- list(order = seasonal) else > stop("\'seasonal\' is of the wrong length") I think you're right about this one. > > 2. An unused 'mod' variable assignment at line 190: > > mod <- makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa, SSinit) > > I am trying to confirm whether this is intended behavior or possibly an > overlooked detail. Could someone please clarify if the current logic is > correct? > In the R-devel source I see mod being used in the next statement: m...

...rder) == 3) seasonal <- list(order = seasonal) else >> stop("\'seasonal\' is of the wrong length") > > I think you're right about this one. > >> >> 2. An unused 'mod' variable assignment at line 190: >> >> mod <- makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa, SSinit) >> >> I am trying to confirm whether this is intended behavior or possibly an >> overlooked detail. Could someone please clarify if the current logic is >> correct? >> > > In the R-devel source I see mod being used in the...

...1 mod$a[] <- 0 mod } arimaSS <- function(y, mod) { .Call(R_ARIMA_Like, y, mod$phi, mod$theta, mod$Delta, mod$a, mod$P, mod$Pn, as.integer(0), TRUE) } armafn <- function(p, trans) { par <- coef par[mask] <- p trarma <- .Call(R_ARIMA_transPars, par, arma, trans) Z <- upARIMA(mod, trarma[[1]], trarma[[2]]) if (ncxreg > 0) x <- x - xreg %*% par[narma + (1:ncxreg)] res <- .Call(R_ARIMA_Like, x, Z$phi, Z$theta, Z$Delta, Z$a, Z$P, Z$Pn, as.integer(0), FA...

...else ("\'seasonal\' is of the wrong length") it should be rather: if (length(order) == 3) seasonal <- list(order = seasonal) else stop("\'seasonal\' is of the wrong length") 2. An unused 'mod' variable assignment at line 190: mod <- makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa, SSinit) I am trying to confirm whether this is intended behavior or possibly an overlooked detail. Could someone please clarify if the current logic is correct? Thank you. Best regards, Norbert Kuder [[alternative HTML version deleted]]

...e arima function in perl ( I have to use this function in grid. We have restrictions to install R package in large set of machines ) The getQ0 acts differently for same kind of input ( I hope ). > init [1] 18.368400 0.415422 0.415422 > arma [1] 1 1 0 1 1 1 0 > transform.pars [1] 1 > trarma = .Call(stats:::R_ARIMA_ transPars, init, arma, transform.pars) > trarma [[1]] [1] 1 [[2]] [1] 0.8308440 0.1725754 I am passing the trarma output to getQ0. > .Call(stats:::R_getQ0,trarma[[1]],trarma[[2]]) [,1] [,2] [,3] [1,] 9.038025e+15 1.1468027 0.17257545 [2,] 1....

...;> stop("\'seasonal\' is of the wrong length") >> >> I think you're right about this one. >> >>> >>> 2. An unused 'mod' variable assignment at line 190: >>> >>> mod <- makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa, SSinit) >>> >>> I am trying to confirm whether this is intended behavior or possibly an >>> overlooked detail. Could someone please clarify if the current logic is >>> correct? >>> >>...

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

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

...d=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 length...

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

...e/reference/value type of variables with 'R'. The issue cam up first when I look at the arima code. I see code like: myupARIMA <- function(mod, phi, theta) { . . . . mod } Then armafn <- function(p, trans) { . . . . Z <- upARIMA(mod, trarma[[1]], trarma[[2]]) . . . . res <- .Call(R_ARIMA_Like, x, Z$phi, Z$theta, Z$Delta, Z$a, Z$P, Z$Pn, as.integer(0), FALSE) . . . . } The question is that ARIMA_Like will make changes to the arrays Z$P etc. Since upARIMA essentially returns 'mod' are changes to the arr...

...39; 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}}