[R] auto.arima problem

Prof Brian Ripley ripley at stats.ox.ac.uk
Tue May 29 13:33:50 CEST 2012


On 29/05/2012 09:44, Actuarial_Labor wrote:
> Dear all,
>
>
>       I would like to ask how my data set contains problems.
>       Here is what I have done.
>
> SandP =  read.csv("Price.csv")
> library("forecast")
> auto.arima(SandP)

That's a data frame, not (from the help):

        x: a univariate time series

> and
>
> R shewed this to me
>
> Error in model.frame.default(formula = x ~ 1, drop.unused.levels = TRUE) :
>    invalid type (list) for variable 'x'
>
>
> In my data set SandP
> it contains 1 column of the daily index of S&P500, which is a US stock
> index.
>
> ______________________________________________
> 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.

And note what it says about 'homework': read the help page is part of 
the expected checks before posting.

-- 
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



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