[R] AR1 model using ARIMA

[Jeff Newmiller]

Looks like you forgot to read the Posting Guide, too. 
-- 
Sent from my phone. Please excuse my brevity.

On June 14, 2016 6:30:23 AM PDT, "T.Riedle" <tr206 at kent.ac.uk> wrote:
>Sorry, I forgot to attach the file.
>________________________________________
>
> Dear R users,
>I have not received any help regarding my problem.
>
>The rolling window AR1 model returns an error if I run my code as
>follows:
>
>data<-GSDAF[,2]
>rollingarma<-rollapply(data,width=36,function(data)
>coef(arima(data,order=c(1,0,0))))
>Error in arima(data, order = c(1, 0, 0)) :
>non-stationary AR part from CSS
>
>However, what is wrong with my code?
>
> Can I use the arma() function as alternative? In this case the code is
>
>rollingarma<-rollapply(data,width=36,function(data)
>coef(arma(data,order=c(1,0),include.intercept = FALSE)))
>
>Unfortunately, I get following message:
>
> There were 50 or more warnings (use warnings() to see the first 50)
>
>warnings()
>Warning messages:
>In optim(coef, err, gr = NULL, hessian = TRUE, ...) :
>one-dimensional optimization by Nelder-Mead is unreliable:
>use "Brent" or optimize() directly
>
>How can I use Brent or optimize in this code?
>
> Thanks for your support.
>______________________________________________
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>______________________________________________
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>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.

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