[R] auto.arima help

[rkevinburton at charter.net]

Yes, sorry it auto.arima is in the 'forecast' package. The following produces the problem:

auto.arima(ts(c(rep(0,104), rep(143, 52), rep(260,33)), frequency=52))

Kevin
 
---- Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote: 
> On Thu, 25 Sep 2008, rkevinburton at charter.net wrote:
> 
> > I am calling auto.arima with a time series that is about 186 
> > observations long with a frequency of 52. With some time series I get:
> >
> > 1:last.nonzero: result would be too long a vector
> >
> > Is there something that I can do to the data to avoid this error?
> 
> Reformulate what you are doing: the error presumably relates to the model 
> fitting, not the data per se.
> 
> You have not even told us what package auto.arima() is in, let alone given 
> us a reproducible example and the result of traceback().  But presumably 
> it is from 'forecast' in the 'forecasting' bundle, and this looks like an 
> infelicity in the package, so please send a reproducible example to the 
> maintainer.
> 
> (BTW to Rob, max((1:length(testvec))[abs(testvec)>1e-8]) is bad coding 
> practice: max(which(abs(testvec)>1e-8)) is clearer and safer, but even 
> then is not going to cope with an empty set, and I suspect max() returning 
> -Inf is the problem here.)
> 
> > Thank you.
> >
> > Kevin
> >
> > ______________________________________________
> > R-help at 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.
> 
> PLEASE do.
> 
> 
> -- 
> 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