Hello,
You have three parameters, two sar and one intercept.
arima(x, order=c(0,0,0), seasonal=list(order=c(2,0,0), period=4),
transform.pars = FALSE, fixed = c(0.54, 0.5, rep(NA, 1)))
I also believe that the answer you got from Rolf is more to the point.
Try something along the lines he suggested.
Hope this helps,
Rui Barradas
Em 24-06-2013 10:34, Stefano Sofia escreveu:
Thank you for your tips.
I tried the code that you suggested, but there is a problem with the length of
fixed.
In the help page it is specified that the length of fixed must be total number
of parameters.
But in case of a Seasonal AR(2) model, which is the number of the parameters? I
tried with length 4, 6, 8 but there always is the same error.
And moreover, which is the order of its elements.
Have you got some final hints about it?
Thank you for your help
Best regards,
Stefano Sofia
________________________________________
Da: Rui Barradas [ruipbarra...@sapo.pt]
Inviato: venerdì 21 giugno 2013 16.37
A: Stefano Sofia
Oggetto: Re: [R] Apply a Seasonal ARMA process
Hello,
I think the correct way would be
arima(my_ts, order=c(0,0,0), seasonal=list(order=c(2,0,0), period=4),
transform.pars = FALSE, fixed = c(0.54, 0.5))
Take a look at the help page for ?arima. You will see the description of
argument 'fixed'. You will also see that 'n' is not an argument.
Hope this helps,
Rui Barradas
Em 21-06-2013 14:48, Stefano Sofia escreveu:
Dear R users,
I have a seasonal time series of period 4 (my_ts).
I would like to apply to my_ts a Seasonal ARMA(2,0) process (only the seasonal
part), with Seasonal AR coefficients respectively 0.54 and 0.5.
I tried to use the arima command from the stats package, but this code is not
correct:
arima(my_ts, order=c(0,0,0), seasonal=list(order=c(2,0,0), sar=c(0.54, 0.5),
period=4), n=220)
The error is:
"Error in optim(init[mask], armaCSS, method = optim.method, hessian = FALSE: initial
value in 'vmmin' not finite".
I am not even sure of the syntax about sar=c(0.54, 0.5).
I looked for this topic in the R archive, but I have not been able to find an
example or a useful hint.
Could you please help me? Does arima handle seasonal ARMA processes? If yes,
how? Is there a better specific package for that?
Thank you for your help
Stefano Sofia
________________________________
AVVISO IMPORTANTE: Questo messaggio di posta elettronica può contenere
informazioni confidenziali, pertanto è destinato solo a persone autorizzate
alla ricezione. I messaggi di posta elettronica per i client di Regione Marche
possono contenere informazioni confidenziali e con privilegi legali. Se non si
è il destinatario specificato, non leggere, copiare, inoltrare o archiviare
questo messaggio. Se si è ricevuto questo messaggio per errore, inoltrarlo al
mittente ed eliminarlo completamente dal sistema del proprio computer. Ai sensi
dell'art. 6 della DGR n. 1394/2008 si segnala che, in caso di necessità ed
urgenza, la risposta al presente messaggio di posta elettronica può essere
visionata da persone estranee al destinatario.
IMPORTANT NOTICE: This e-mail message is intended to be received only by
persons entitled to receive the confidential information it may contain. E-mail
messages to clients of Regione Marche may contain information that is
confidential and legally privileged. Please do not read, copy, forward, or
store this message unless you are an intended recipient of it. If you have
received this message in error, please forward it to the sender and delete it
completely from your computer system.
[[alternative HTML version deleted]]
______________________________________________
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.
________________________________
AVVISO IMPORTANTE: Questo messaggio di posta elettronica può contenere
informazioni confidenziali, pertanto è destinato solo a persone autorizzate
alla ricezione. I messaggi di posta elettronica per i client di Regione Marche
possono contenere informazioni confidenziali e con privilegi legali. Se non si
è il destinatario specificato, non leggere, copiare, inoltrare o archiviare
questo messaggio. Se si è ricevuto questo messaggio per errore, inoltrarlo al
mittente ed eliminarlo completamente dal sistema del proprio computer. Ai sensi
dell’art. 6 della DGR n. 1394/2008 si segnala che, in caso di necessità ed
urgenza, la risposta al presente messaggio di posta elettronica può essere
visionata da persone estranee al destinatario.
IMPORTANT NOTICE: This e-mail message is intended to be received only by
persons entitled to receive the confidential information it may contain. E-mail
messages to clients of Regione Marche may contain information that is
confidential and legally privileged. Please do not read, copy, forward, or
store this message unless you are an intended recipient of it. If you have
received this message in error, please forward it to the sender and delete it
completely from your computer system.
______________________________________________
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.
