similar to: Possible issue in stats/arima.R package

On 2025-01-02 11:20 a.m., Duncan Murdoch wrote: > On 2025-01-02 9:04 a.m., Norbert Kuder wrote: >> Hello all, >> >> I am running R version 4.4.2 (2024-10-31 ucrt) on Windows 10 x64, and >> noticed something that might be a minor bug (or at least inconsistent code) >> in the stats/arima.R package. >> I have found: >> 1. A missing stop() call at line 69:

On 2025-01-02 9:04 a.m., Norbert Kuder wrote: > Hello all, > > I am running R version 4.4.2 (2024-10-31 ucrt) on Windows 10 x64, and > noticed something that might be a minor bug (or at least inconsistent code) > in the stats/arima.R package. > I have found: > 1. A missing stop() call at line 69: > if (length(order) == 3) seasonal <- list(order = seasonal) else

>>>>> Duncan Murdoch >>>>> on Thu, 2 Jan 2025 11:28:45 -0500 writes: > On 2025-01-02 11:20 a.m., Duncan Murdoch wrote: >> On 2025-01-02 9:04 a.m., Norbert Kuder wrote: >>> Hello all, >>> >>> I am running R version 4.4.2 (2024-10-31 ucrt) on Windows 10 x64, and >>> noticed something that might

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

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

I guess this is more 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,

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

Hello all, I''m having fun again with the arima function. This time I read in: http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm <<It has recently been suggested (by a reliable source) that using xreg in arima() does NOT fit an ARMAX model [insert slap head icon here]. This will be investigated as soon as time permits.>> (by R.H. Shumway & D.S. Stoffer)

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

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,

>>>>> Martin Maechler on Thu, 2 Jan 2025 20:42:58 +0100 writes: >>>>> Duncan Murdoch on Thu, 2 Jan 2025 11:28:45 -0500 writes: >> On 2025-01-02 11:20 a.m., Duncan Murdoch wrote: >>> On 2025-01-02 9:04 a.m., Norbert Kuder wrote: >>>> Hello all, >>>> >>>> I am running R version 4.4.2 (2024-10-31

Hello all, I use arima to fit the model with fit <- arima(y, order = c(1,0,1), xreg = list.indep, include.mean = TRUE) and would like to use predict() to forecast: chn.forecast <- rep(0,times=num.record) chn.forecast[1] <- y[1] for (j in 2:num.record){ indep <- c(aa=chn.forecast[j-1], list.indep[j,2:num.indep]) # this is the newxreg in the

Hello,guys: Recently, I am working on a seasonal ARIMA model. And I met some problem in the forecasting. Now I just want to know that How does R perform the predict procedure(the predict formula, the initial setting of errors,etc.)? I run the following commands and get the original code of the "predict" command, but I can't read it. Can anybody explain it to me? Thanks! saji from

When I run predict.Arima in my code, I get warnings like: Warning message: In cbind(intercept = rep(1, n), xreg) : number of rows of result is not a multiple of vector length (arg 1) I think this is because I'm not running predict.Arima in the same environment that I did the fit, so the data object used in the fit is no longer present. Looking at the predict.Arima source,

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:

Dear Nut-Devs, I have general question to the contribution and the handling of new code in the NUT-Project. We would like to implement our USV-Solution as a driver to NUT, but we are having the problem, that we need a powerful “C”-based gpio library for it. We discussed this topic internally, and we are having the opinion, that it does make sense, to write this library separate from a