[R] arima crashes too

Barry Rowlingson b.rowlingson at lancaster.ac.uk
Thu Oct 22 20:22:05 CEST 2009

On Thu, Oct 22, 2009 at 6:19 PM, Alberto Monteiro
<albmont at centroin.com.br> wrote:
> 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:

 I'm not getting what I'd call 'crashes' with your arma or arima
examples- I get an error message and a warning:

 > arma(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0))
Error in AA %*% t(X) : requires numeric/complex matrix/vector arguments
In addition: Warning message:
In ar.ols(x, order.max = k, aic = FALSE, demean = FALSE, intercept =
include.intercept) :
  model order: 2singularities in the computation of the projection
matrixresults are only valid up to model order1

 You've not told us what you get, and the phrase 'crash' normally
means some kind of memory error that *terminates* a running R session.
Are you really crashing R such that it terminates? In which case, what
version number/platform etc?


More information about the R-help mailing list