[R] arma crashing

Alberto Monteiro albmont at centroin.com.br
Thu Oct 22 18:48:58 CEST 2009


Function arma is crashing in some (pathological, but crashing is never good) 
cases.

For example:

library(tseries)
arma(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0))

I came to that pathological series while doing test cases; probably there 
are crashing cases with longer series.

Alberto Monteiro



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