similar to: returnValue()

Hello, I'm fitting a series of ARIMA models to a data set to compare fits. After taking the logs of the data and then differencing them to induce stationarity, I execute arima( y, order=c( p, 0, q ), seasonal=list( order=c( P, 0, Q ), period=7 ) ) for various values of p, q, P and Q. For one set of these values, I get Error in optim(init[mask], armafn, method = "BFGS", hessian

Hi all, I?m using the arima() function to study a time series but it gives me the following error: Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [3] I know that I can change the method of the arima() to "CSS" instead of "ML" but I'm specially interested in using

Hello R experts! Last week I run in to a lot a problems triyng to fit an ARIMA model to a time series. The problem is that the internal process of the arima function call function "optim" to estimate the model parameters, so far so good... but my data presents a problem with the default method "BFGS" of the optim function, the output error looks like this: Error en

Hello. I am using fGarch to estimate the following model: Call: garchFit(formula = fmla, data = X[, i], trace = F) Mean and Variance Equation: data ~ arma(1, 1) + garch(1, 1) Conditional Distribution: norm Coefficient(s): mu ar1 ma1 omega alpha1 beta1 -0.94934 1.00000 -0.23211 54.06402 0.45709 0.61738 Std. Errors: based on Hessian Error Analysis:

It isn't really clear that it can't work. This does work by inserting NA's. library(zoo) as.ts(as.zoo(lynx)[ c(1:3, 7) ] ) ## Time Series: ## Start = 1821 ## End = 1827 ## Frequency = 1 ## [1] 269 321 585 NA NA NA 3928 On Mon, Jun 10, 2024 at 10:32?AM Martin Maechler <maechler at stat.math.ethz.ch> wrote: > > >>>>> Spencer Graves

Hi people, I´m trying to development a simple routine to run many Arima models result from some parâmeters combination. My data test have one year and daily level. A part of routine is: for ( d in 0:1 ) { for ( p in 0:3 ) { for ( q in 0:3 ) { for ( sd in 0:1 ) { for ( sp in 0:3 ) { for ( sq in 0:3 ) {

Dear members of the list, I'm a beginner in R and I'm having some trouble with: "Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [8]" when running "arima". I've seen that some people have come accross the same problem:

Hi, recently I have started working with R (v. 2.7.2), and I have been using R's internal ARIMA_Like() function (from the "stats" package) to estimate some ARIMA models. In particular, I use ARIMA_Like() in a function "fn()" that I feed to the optim() method; the main goal is to find optimal ARIMA prediction models for some time series. The ARIMA_Like() function returns a

dhabby wrote: Last week I run in to a lot a problems triyng to fit an ARIMA model to a time series. The problem is that the internal process of the arima function call function "optim" to estimate the model parameters, so far so good... but my data presents a problem with the default method "BFGS" of the optim function, the output error looks like this:

zoo overcomes many of the limitations of ts: library(zoo) as.ts(head(as.zoo(presidents))) ## Qtr1 Qtr2 Qtr3 Qtr4 ## 1945 NA 87 82 75 ## 1946 63 50 xts also works here. On Sun, Jun 9, 2024 at 12:04?PM Spencer Graves <spencer.graves at prodsyse.com> wrote: > > Hello, All: > > > The 'head' and 'tail' functions strip the time

On Tue, 14 Nov 2023 at 09:41, Gabor Grothendieck <ggrothendieck at gmail.com> wrote: > > Also why should that difference result in different behavior? That's justifiable, I think; consider: > d1 = data.frame(a = 1:4) > d2 = d3 = data.frame(b = 1:2) > row.names(d3) = c("a", "b") > data.frame(d1, d2) a b 1 1 1 2 2 2 3 3 1 4 4 2 > data.frame(d1,

Also why should that difference result in different behavior? On Tue, Nov 14, 2023 at 9:38?AM Gabor Grothendieck <ggrothendieck at gmail.com> wrote: > > In that case identical should be FALSE but it is TRUE > > identical(a1, a2) > ## [1] TRUE > > > On Tue, Nov 14, 2023 at 8:58?AM Deepayan Sarkar > <deepayan.sarkar at gmail.com> wrote: > > > >

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 that case identical should be FALSE but it is TRUE identical(a1, a2) ## [1] TRUE On Tue, Nov 14, 2023 at 8:58?AM Deepayan Sarkar <deepayan.sarkar at gmail.com> wrote: > > They differ in whether the row names are "automatic": > > > .row_names_info(a1) > [1] -3 > > .row_names_info(a2) > [1] 3 > > Best, > -Deepayan > > On Tue, 14 Nov

Also note that the functionality discussed could be regarded as a generalization of matrix multiplication where * and + are general functions and in this case we have * replaced by == and + replaced by &. On Fri, Oct 11, 2019 at 10:46 AM Gabor Grothendieck <ggrothendieck at gmail.com> wrote: > > Using the example in the link here are two one-liners: > > A <-

One would normally want the original order that so that one can stack a list, operate on the result and then unstack it back with the unstacked result having the same ordering as the original. LL <- list(z = 1:3, a = list()) # since we can't do s <- stack(LL,. drop = FALSE) do this instead: s <- transform(stack(LL), ind = factor(as.character(ind), levels = names(LL))) unstack(s)

Hi All, My codegen is trying to generate some thing like this: entry: .... %34 = icmp ne i32 %33, 15 br i1 %34, label %then, label %else then: ; preds = %entry %returnValue = or i1 true, false .... br label %ifmerge else: ; preds = %entry br label %ifmerge ifmerge:

> It isn't really clear that it can't work. This does work by inserting NA's... > > library(zoo) > as.ts(as.zoo(lynx)[ c(1:3, 7) ] ) If by 'this' you mean indexing, it would be very confusing and error prone for expressions like lynx[c(1:3, 7)] (lynx is from class 'ts') to return a ts object with NA's inserted and, even more so, since this has been

The fact that it is consistent with the documentation is not the point. The point is that the design itself is inconsistent. On Sun, Sep 8, 2024 at 8:27?AM Marc Schwartz <marc_schwartz at me.com> wrote: > > Hi Gabor, > > In strictly reading the help files for both nrow() and row(), the 'x' argument in the former case is "a vector, array, data frame, or

Hi, >> entry: >> .... >> %34 = icmp ne i32 %33, 15 >> br i1 %34, label %then, label %else >> >> then: ; preds = %entry >> %returnValue = or i1 true, false >> .... >> br label %ifmerge >> >> else: ; preds = %entry >> br label