similar to: error managment

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 everybody! I have an ARIMA model for a time series. This model was obtained through an auto.arima function. The resulting model is a ARIMA(2,1,4)(2,0,1)[12] with drift (my time series has monthly data). Then I perform a 12-step ahead forecast to the cited model... so far so good... but when I look the plot of my forecast I see that the result is really far from the behavior of my time

Dear R experts: I've seen that it's possible to make a sort of "slideshow" with several R-plots (each slide is activated by a click on the mouse). How can I put this on a R-script??? Regards. D. [[alternative HTML version deleted]]

Hello everyone! I'm kind of a new R user and I'm trying to store several arima models (as arima models not as lists) in something (vector, matrix, whatever)... i've tried several things but nothing seems to work the way I need. Ideally I need a vector (or something) whose entries are Arima class objects. Thank's D. [[alternative HTML version deleted]]

Rob J Hyndman gives great explanation here (https://robjhyndman.com/hyndsight/estimation/) for reasons why results from R's arima may differ from other softwares. @iacobus, to cite one, 'Major discrepancies between R and Stata for ARIMA' (https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima), assign the, sometimes, big diferences from R

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

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:

i am using sarima() function as below ___________________________________________________________________________________________ sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){ n=length(data) constant=1:n xmean=matrix(1,n,1) if (d>0 & D>0) fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q), period=S),

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 ) {

Hello experts! Is there a way to send an internal variable from a function to the workspace????, besides the function output, of course Thanks!! D. [[alternative HTML version deleted]]

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

Hello, I am a beginner user of R and I would like to estimate a model with AR errors. I use arima function: modele <-arima(conso,xreg=var.exogenes,order=c(ordre,0,0),include.mean=TRUE,method ="CSS") My inputs are dummies for each month except one, and the same thing for each day and each hour. I have this error message: Warning message: possible convergence problem: optim gave

Hello , I have estimated the following model, a sarima: p=9 d=1 q=2 P=0 D=1 Q=1 S=12 In R 2.12.2 Call: arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), period = S), optim.control = list(reltol = tol)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9 0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811

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

I'm using the fixed argument in arima. Shouldn't ar4, ar5, and ar6 display as zero in the output? Call: arima(x = window(log(hhprice), start = c(1990, 1), end = c(2003, 3)), order = c(7, 1, 0), xreg = window(ts.union(exa1 = lag(exa, -1), exa12 = lag(exa, -12), exb1 = lag(exb, -1), exc1 = lag(exc, -1), exc12 = lag(exc, -12)), start = c(1990, 1), end = c(2003, 3)),

Dear Carlos and Kjetil, Thanks for your answer. >I do not think that is the way to go. If you believe that your algorithm >is better than the existing one, talk to the author of the package and >discuss the improvement. The whole community will benefit. I should be able to *easily* modify it and test it first! >Copy the existing function into a new file, edit it and load it via

Hello , I have estimated the following model, a sarima: p=9 d=1 q=2 P=0 D=1 Q=1 S=12 In R 2.12.2 Call: arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), period = S), optim.control = list(reltol = tol)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9 0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811

In R devel rev.66393 (2014-08-15) it was possible to do this: trace(optim, exit = quote(str(returnValue()))) but returnValue() does not seem to be available any more. The above was useful to get the output of a function when it was called deep within another function that I have no control over. Has this been replaced by some other equivalent function? P.S. This demonstrates that it no

Hello everybody! I have a list of length 5000 whose components are (mostly) "ts" objects, but some these components are intentionally left empty, ie, they are "NULL" components of the list. My question is how can I get the position of these null components in a effective way (I'm trying to avoid a for-if rutine). Thanks!!! [[alternative HTML version deleted]]