[R] Warning messages after auto.arima

Chua Siang Li siang.li.chua at acceval-intl.com
Tue Sep 16 11:42:27 CEST 2008

   Dear R-helpers.
   Would appreciate if someone can explain the warning messages below, after
   auto.arima.  I couldn't find any clue in the archived help.
   Also, how do I retrieve the AICs of each tried model in auto.arima?  The
   purposes are (1) to output to a text file, and (2) to find the 2nd best
   model by finding 2nd lowest AIC instead of eyeballing thru the value at the
   console screen.
   For those models with drift, how can I find out what are the drifts? For
   example, eyeballing thru, my 2nd best model is ARIMA(1,1,1) with drift but
   it didn't state what is the drift.
   Many thanks.
   > modelarima <- auto.arima(Price[1:nTrain], trace=TRUE)

    ARIMA(2,1,2) with drift         : 4417.541
    ARIMA(0,1,0) with drift         : 4538.817
    ARIMA(1,1,0) with drift         : 4424.534
    ARIMA(0,1,1) with drift         : 4457.507
    ARIMA(1,1,2) with drift         : 4416.070
    ARIMA(1,1,1) with drift         : 4414.328
    ARIMA(1,1,1)                    : 4413.551
    ARIMA(0,1,1)                    : 4458.788
    ARIMA(2,1,1)                    : 4415.887
    ARIMA(1,1,0)                    : 4424.668
    ARIMA(1,1,2)                    : 4415.277
    ARIMA(0,1,0)                    : 4542.161
    ARIMA(2,1,2)                    : 4416.889

    Best model: ARIMA(1,1,1)

   Warning message:
   In if (class(fit) != "try-error") offset <- -2 * fit$loglik - length(x) *  :
     the condition has length > 1 and only the first element will be used
   Chua Siang Li
   Consultant - Operations Research
   Acceval Pte Ltd
   Tel: 6297 8740
   Email: siang.li.chua at acceval-intl.com
   Website: www.acceval-intl.com
   This message and any attachments (the "message"...{{dropped:13}}

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