[R] arima crashes too

[Alberto Monteiro]

Another pathological test.

arima does not crash for that series that crashes arma:

arima(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0,0))

However, arima crashes for this:

arima(c(1.71, 1.78, 1.95, 1.59, 2.13), order=c(1,0,0))

arima seems pretty consistent in its crashing behaviour, since crashing for 
one series means crashing for all affine series:

lets.crash.arima <- c(71, 78, 95, 59, 113)
arima(100 + lets.crash.arima, order = c(1,0,0)) # crashes
arima(-100 + lets.crash.arima, order = c(1,0,0)) # crashes
arima(1 - 0.5 * lets.crash.arima, order = c(1,0,0)) # crashes


Curiously, arma does not crash for this second series:

arma(c(1.71, 1.78, 1.95, 1.59, 2.13), order=c(1,0))

OTOH, I find it amazing that arma crashes or does not crash for series that 
differ only on a constant:

lets.crash.arma <- c(1, 22, 9, 17, 42)
arma(lets.crash.arma, order=c(1,0)) # does not crash
arma(20 + lets.crash.arma, order=c(1,0)) # does not crash
arma(30 + lets.crash.arma, order=c(1,0)) # crashes

Alberto 'Darth Albmont' Monteiro