Whenever I run a code to simulate AR/ARMA/SARIMA process using command:
(say)
*m1=(arima(z, order = c(1, 0, 1), seasonal = list(order = c(0, 0, 0),
period = NA),xreg = NULL, include.mean = FALSE, transform.pars = FALSE,
fixed = NULL,init = NULL))*
Even for moderately large values of phi (the AR part) it returns back the
error1 and stops the simulation process.
*Error#1:*
*Error in stats:::arima(x = x, order = order, seasonal = seasonal, xreg =
xreg, : non-stationary AR part from CSS*
*In addition: Warning message:*
*In `[<-.factor`(`*tmp*`, ri, value = NA_integer_) : invalid factor level,
NAs generated*
*Error#2:*
*Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE,
: non-finite finite-difference value [1]*
What I have noted is that if we adopt the ML method it will forcefully make
the process to attain stationarity. And on doing so the error#1 is no more
there but now I see error#2 and this new message keeps on intervening all
the time and I am not able to run more than 7 iterations Can you please
help me in getting rid of it
Thanks a million
[[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.
