[R] Error message when adding drift for Arima model

Michael Howell mchowe||2 @end|ng |rom gm@||@com
Thu May 9 21:29:03 CEST 2019


Hello everyone,
So this is my first post to this list, I'm trying to fit an Arima (2,0,0)
model and I think a drift term would help but I'm getting an error term
when I'm trying to include it. Here is my data:

-6.732172338
-2.868884273
-5.371585089
-6.512740463
-4.171062657
-5.738499071
-3.343947176
-1.944879508
-5.464109272
-3.189183392
-3.684700232
-2.168303451
-2.329837082
-0.761979236
-2.189025304
1.094238807
-4.812300745
0.784198777
-1.567075922
0.143963653
1.131119051
2.899746353
-0.498719993
3.121623505 I created a time series object with 24 annual observations. I
didn't include dates because there isn't an observation for every year.

tsdata<-ts(read.csv("...\\Pre2001LaunchDateTraining.csv"), start = c(1,1),
end = c(24,1), frequency = 1) I then created a time series object using the
Arima() function. fitdata <- Arima(tsdata,c(2,0,0),include.drift = "true")
After executing I get this error: Error in (order[2] + seasonal$order[2]) >
1 & include.drift: operations are possible only for numeric, logical or
complex types Traceback: 1. Arima(tsdata, c(2, 0, 0), include.drift = "true")
Any help would be greatly appreciated!

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