1) This is fixed in R 2.6.1. In 2.6.0 you can reduce order.max: the default is longer than your series.
2) Do you really expect to be able to do model fitting on a quarterly series of length 9? It's quite unrealistic even for a non-seasonal series. Unsurprisingly, the order selected is 0, and the acf shows no significant correlations. A time series of 50 observations would be considered short for selecting an ar() fit. On Tue, 27 Nov 2007, [EMAIL PROTECTED] wrote: > Dears Sirs > During my computational work I encountered unexpected behaviour when calling > "ar" function. > I want to select the order p of the autoregressive approximation by AIC > criterion and sometimes an error occurs. > Example: > # time series > x<-ts(c(-0.2052083,-0.3764986,-0.3762448,0.3740089,0.2737568,2.8235722,-1.7783313,0.2728676,-0.3273164),start=c(1978,3),frequency=4,end=c(1980,3)) > # ar function > res.ar<-ar(x,aic=TRUE,demean=F) > # call "ar" again and ............ > res.ar<-ar(x,aic=TRUE,demean=F) > Error in if (order > 0) coefs[order, 1:order] else numeric(0) : > missing value where TRUE/FALSE needed > In addition: Warning messages: > 1: In log(var.pred) : NaNs produced > 2: In if (order > 0) coefs[order, 1:order] else numeric(0) : > the condition has length > 1 and only the first element will be used > For me it is mysterious why sometimes it works and others it does not, > perhaps I am doing something wrong and stupid :-( > If anyone had already had this problem could you please tell me how you have > solved it? > Thank you for your time. > Best Regards, > Clara Cordeiro >> sessionInfo() > R version 2.6.0 (2007-10-03) > i386-pc-mingw32 > > locale: > LC_COLLATE=Portuguese_Portugal.1252;LC_CTYPE=Portuguese_Portugal.1252;LC_MONETARY=Portuguese_Portugal.1252;LC_NUMERIC=C;LC_TIME=Portuguese_Portugal.1252 > > attached base packages: > [1] stats graphics grDevices utils datasets methods base > > other attached packages: > [1] Mcomp_1.07 forecast_1.07 tseries_0.10-12 zoo_1.4-0 > [5] quadprog_1.4-11 > > loaded via a namespace (and not attached): > [1] grid_2.6.0 lattice_0.16-5 tools_2.6.0 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
