Dear List, A posting to R-Help exposed this problem with the print method for objects of class Arima:
> set.seed(1)
> x <- arima.sim(n = 100, list(ar = 0.8897, ma = -0.2279))
> mod <- arima(x, order = c(1,0,1))
> coefs <- coef(mod)
> mod2 <- arima(x, order = c(1,0,1), fixed = coefs)
> mod2
Call:
arima(x = x, order = c(1, 0, 1), fixed = coefs)
Coefficients:
Error in se && nrow(x$var.coef) : invalid 'y' type in 'x && y'
> print(mod2, se = FALSE)
Call:
arima(x = x, order = c(1, 0, 1), fixed = coefs)
Coefficients:
ar1 ma1 intercept
0.9323 -0.2940 -0.0353
sigma^2 estimated as 0.8339: log likelihood = -133.55, aic = 269.11
The print methods raises an error in this case, where all coefficients
are fixed, because x$var.coef is of length(0), which in turn results in
NULL being used in the && comparison, resulting in the error.
A potential fix is to just include a check for length(x$var.coef) > 0 in
the if statement. This fix, when applied to:
R version 2.10.0 Under development (unstable) (2009-06-05 r48712)
fixes this particular problem and passes make check-devel. A patch
against r48712 is attached, and included here in-line:
[ga...@desktop build]$ svn diff ../src/library/stats/R/arima.R
Index: ../src/library/stats/R/arima.R
===================================================================
--- ../src/library/stats/R/arima.R (revision 48712)
+++ ../src/library/stats/R/arima.R (working copy)
@@ -355,7 +355,7 @@
if (length(x$coef)) {
cat("Coefficients:\n")
coef <- round(x$coef, digits = digits)
- if (se && nrow(x$var.coef)) {
+ if (se && length(x$var.coef) > 0 && nrow(x$var.coef)) {
ses <- rep(0, length(coef))
ses[x$mask] <- round(sqrt(diag(x$var.coef)), digits = digits)
coef <- matrix(coef, 1L, dimnames = list(NULL, names(coef)))
HTH
G
--
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Dr. Gavin Simpson [t] +44 (0)20 7679 0522
ECRC, UCL Geography, [f] +44 (0)20 7679 0565
Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk
Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/
UK. WC1E 6BT. [w] http://www.freshwaters.org.uk
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Index: ../src/library/stats/R/arima.R
===================================================================
--- ../src/library/stats/R/arima.R (revision 48712)
+++ ../src/library/stats/R/arima.R (working copy)
@@ -355,7 +355,7 @@
if (length(x$coef)) {
cat("Coefficients:\n")
coef <- round(x$coef, digits = digits)
- if (se && nrow(x$var.coef)) {
+ if (se && length(x$var.coef) > 0 && nrow(x$var.coef)) {
ses <- rep(0, length(coef))
ses[x$mask] <- round(sqrt(diag(x$var.coef)), digits = digits)
coef <- matrix(coef, 1L, dimnames = list(NULL, names(coef)))
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