[R] problem with arima() function

[benedikt.gehr at ieu.uzh.ch]

   Hi
   I posted this problem yesterday but didn't get a reply so I try again today.
   I hope someone can help me with this.
   thank you very much for the help
   cheers
   Benedikt
       I would like to use arima () to find the best arima model for a time
   series. The default in arima apparently is to use conditional sum of
   squares to find the starting values and then use ML for the rest (as was
   described on the
   help page).
   Now, using the default may lead to error messages saying: "non-stationary
   ar part in CSS". When changeing the default from "CSS-ML" to "ML"-only the
   minimization works. As far as I understand, arima doesn't require
   stationarity, but apparently CSS does.
   Can anyone tell me what exactly the css method does? And why is CSS-ML
   the default in R? Out of efficiency reasons? Because ML and ML-CSS gives
   the exact same estimates when applied to the same data. I tried to find
   out on google but I couldnt' find anything usefull or understandable to
   me as a non-statistician.
   Here some data that causes the error message:
   X<-c(6.841067, 6.978443, 6.984755, 7.007225, 7.161198, 7.169790, 7.251534,
   7.336429, 7.356600, 7.413271, 7.404165, 7.480869, 7.498686, 7.429809,
   7.302747,  7.168251, 7.124798, 7.094881, 7.119132, 7.049250, 6.961049,
   7.013442,  6.915243, 6.758036, 6.665078, 6.730523, 6.702005, 6.905522,
   7.005191, 7.308986)
   model.examp<-arima(X,order=c(7,0,0),include.mean=T)    # gives an error
   model.examp<-arima(X,order=c(7,0,0),include.mean=T,method="ML")  # gives no
   error
   Any help on this would be most appreciated
   Many thanks fo the help
   best wishes
   Benedikt