[R] Holt Winters Error

[Kel]

Here's the time series (Jan 1994 - Dec 1998)

> test5

Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep  
Oct   Nov   Dec
1994  16.0  17.4  19.2  21.4  24.0  27.0  29.0  29.4 
29.4  29.0  28.2  27.0
1995  28.0  31.8  36.0  40.6  45.6  51.0  53.0  51.0 
48.6  45.8  42.6  39.0
1996  40.0  46.2  52.8  59.8  67.2  75.0  77.0  72.6 
67.8  62.6  57.0  51.0
1997  52.0  60.6  69.6  79.0  88.8  99.0 101.0  94.2 
87.0  79.4  71.4  63.0
1998  64.0  75.0  86.4  98.2 110.4 123.0 125.0 115.8
106.2  96.2  85.8  75.0

> HoltWinters(test5,seasonal="mult")

Here's the message I get:

Error in optim(c(0.3, 0.1, 0.1), error, method =
"L-BFGS-B", lower = c(0,  : 
L-BFGS-B needs finite values of fn"

Thanks again.





--- Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
> That's not an error, but a line of R code.
> 
> If you could post an example which generates the
> error and the actual 
> error message, we could try to investigate it.
> 
> On Tue, 29 Apr 2003, Kel wrote:
> 
> > I have come across with the following error while
> > running HoltWinters().
> > 
> > optim(c(0.3, 0.1, 0.1), error, method =
> "L-BFGS-B", 
> > lower = c(0, 0, 0), upper = c(1, 1, 1))
> > 
> > It only happens to multiplicative seasonality but
> not
> > additive.  I read the program but still couldn't
> > understand it.  
> 
> -- 
> Brian D. Ripley,                 
> ripley at stats.ox.ac.uk
> 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
>