similar to: arima() bug

Hello everyone, I was trying to fit an arima model to a daily historical data, but, for some reason, havent been able to. I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing the number of transits for a particular vessel. The following messages are produced by R: dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2), seasonal=list(order=c(0,1,2), period=365),

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

getQ0 function is used in arima. I am trying to recode 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,

Thanks a lot to everybody that helped me out with this. Conclusions: (1) In order to edit arima in R: >fix(arima) or alternatively: >arima<-edit(arima) (2) This is not contained in the "Introduction to R" manual. (3) A "productive" fix of arima is attached (arma coefficients printed out and error catched so that it doesn't halt parent loops to search for

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

Hi R, Seems like the maximum seasonal '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) :

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 at time zero. The reference for getQ0 (cited by help(arima)) is:

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. ------------------------------------------

I have a question on scope/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,

Hi all, Since I was having several problems trying to work with a large matrix I started to use the package R.huge but I'm having the following problem > x<-FileByteMatrix("covtype.data",nrow=581012,ncol=55) Error: cannot allocate vector of size 770.8 Mb In addition: Warning messages: 1: Reached total allocation of 447Mb: see help(memory.size) in: readChar(con = con, nchar =

Dear all, I have some problems with importing data from an Access data base via RODBC to R. The data base contains several tables, which all are imported consecutively. One table has a column with column name "NO". If I run the code attached on the bottom of the mail I get no complain, but the column name (name of the respective vector of the data.frame) is "Expr1014" instead

Hi there, I am using the "ts" class of the "R" package. I have a data file containing a time series of 1152 entries. 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

I've rolled up R-1.9.1.tgz a short while ago. This is a maintenance version mainly to fix a number of minor bugs and issues (the most annoying one seems to have been the change to barplots of tables) and some installation issues. Because of the relocation the CVS archives, there is no direct access to the files until they show up on the CRAN master site. You can then get it from

I've rolled up R-1.9.1.tgz a short while ago. This is a maintenance version mainly to fix a number of minor bugs and issues (the most annoying one seems to have been the change to barplots of tables) and some installation issues. Because of the relocation the CVS archives, there is no direct access to the files until they show up on the CRAN master site. You can then get it from

I haven't been able to get anywhere tracking this down. It seems that c.noquote() does something strange with its third (and subsequent) parameters: R-2.7.0 under NetBSD, R-2.6.0 under Solaris, and R-2.8.0 (unstable) (2008-06-10 r45893) under WinXP, I get: > c(noquote('z'), 'y', 'x', '*') [1] z y x * x * > or: > c(noquote('z'),

I was looking at the 'R' code associated with arima. I see the following: upARIMA <- function(mod, phi, theta) { p <- length(phi) q <- length(theta) mod$phi <- phi mod$theta <- theta r <- max(p, q + 1) if (p > 0) mod$T[1:p, 1] <- phi if (r > 1) mod$Pn[1:r, 1:r] <-

Hi list, Time to time, my asterisk goes down.Verifying with TOP, I see the swap memory of the computer get used totally but, I don't see what the process is using it. Hereis a copy wath I see doing top. Does somebody have an idea ? My asterisk version is ====>>> Asterisk CVS-HEAD-08/18/04-22:30:24 Thanks Angel. 08:49:19 up 5:23, 1 user, load average: 0.50, 0.70, 0.64 35

hi, I have 2 servers running xen 3.2 on ubuntu 8.0.4.1 (64-bit) installed from the repositories (2.6.24-22-xen) with Intel-Quadcore CPU''s. The setup is based on http://www.asplund.nu/xencluster/xen-cluster-howto.html. I can start the domU (ubuntu 8.0.4.1 (64-bit)) on each server without problems. But when I start the live-migration with xm migrate dummy xen2 --live the migration

A pv guest will not reboot after migration, the guest itself does everything right, including the shutdown, but xl does not recreate the guest, it just shuts it down. This goes for 2.6.39 and 3.0.4 guest kernels, havent tried different ones. I also haven tried different xen versions. Dont know if this would affect hvm, probably not since qemu leaves the guest running and does a