[R] Error message when adding drift for Arima model

[Rui Barradas]

Why not

Arima(tsdata, c(0, 0, 1), include.drift = TRUE)

?

Why do you say it should be an AR(2) model?

Hope this helps,

Rui Barradas

Às 06:43 de 10/05/19, Rui Barradas escreveu:
> Hello,
> 
> This is just a typo, in R logical values ("true) are not character 
> strings. You must pass FALSE (the default, can be omited) or TRUE.
> 
> fitdata  <-  Arima(tsdata, c(2, 0, 0), include.drift = TRUE)
> 
> 
>  From the help page ?logical
> 
> Details
> 
> TRUE and FALSE are reserved words denoting logical constants in the R 
> language, whereas T and F are global variables whose initial values set 
> to these. All four are logical(1) vectors.
> 
> Hope this helps,
> 
> Rui Barradas
> 
> Às 00:26 de 10/05/19, Bert Gunter escreveu:
>> In future, always cc the list (unless it's personal,which this isn't). I
>> have done so here. As I am largely ignorant on the subject matter, others
>> will have to help, which is why you should cc the list.
>>
>> Cheers,
>> Bert Gunter
>>
>> "The trouble with having an open mind is that people keep coming along 
>> and
>> sticking things into it."
>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>>
>>
>> On Thu, May 9, 2019 at 3:49 PM Michael Howell <mchowell2 using gmail.com> 
>> wrote:
>>
>>> I apologize for that. The Arima() function that I'm trying to use comes
>>> from the forecast package. I created a time series object using the 
>>> above
>>> 24 observations. The initial model I created doesn't seem to perform so
>>> well so I thought a drift term might fit the data better. I used the
>>> following code to create the time series object:
>>>
>>> tsdata<- ts(data, start = c(1,1), end = c(24,1), frequency = 1)
>>>
>>>
>>> Where* data* is the dataframe that contains the initial 24 observations.
>>> I then used the following code to try to create the model:
>>>
>>> fitdata  <-  Arima(tsdata,c(2,0,0),include.drift="true")
>>>>
>>>
>>> After doing this I obtained the following error message:
>>>
>>> Error in (order[2] + seasonal$order[2]) > 1 & include.drift: operations
>>>> are possible only for numeric, logical or complex types
>>>> Traceback:
>>>>
>>>> 1. Arima(tsdata, c(2, 0, 0), include.drift = "true")
>>>
>>>
>>>   I hope this is more clear.
>>>
>>> On Thu, May 9, 2019 at 4:39 PM Bert Gunter <bgunter.4567 using gmail.com> 
>>> wrote:
>>>
>>>> Please start by reading and following the posting guide linked at the
>>>> bottom of this email. In particular:
>>>>
>>>> 1) Post in **plain text** on this plain text list so we don't get the
>>>> mangled html of your post.
>>>>
>>>> 2) Tell us what package Arima() is in.
>>>>
>>>> Cheers,
>>>> Bert Gunter
>>>>
>>>>
>>>>
>>>>
>>>> On Thu, May 9, 2019 at 2:27 PM Michael Howell <mchowell2 using gmail.com>
>>>> wrote:
>>>>
>>>>> Hello everyone,
>>>>> So this is my first post to this list, I'm trying to fit an Arima 
>>>>> (2,0,0)
>>>>> model and I think a drift term would help but I'm getting an error 
>>>>> term
>>>>> when I'm trying to include it. Here is my data:
>>>>>
>>>>> -6.732172338
>>>>> -2.868884273
>>>>> -5.371585089
>>>>> -6.512740463
>>>>> -4.171062657
>>>>> -5.738499071
>>>>> -3.343947176
>>>>> -1.944879508
>>>>> -5.464109272
>>>>> -3.189183392
>>>>> -3.684700232
>>>>> -2.168303451
>>>>> -2.329837082
>>>>> -0.761979236
>>>>> -2.189025304
>>>>> 1.094238807
>>>>> -4.812300745
>>>>> 0.784198777
>>>>> -1.567075922
>>>>> 0.143963653
>>>>> 1.131119051
>>>>> 2.899746353
>>>>> -0.498719993
>>>>> 3.121623505 I created a time series object with 24 annual 
>>>>> observations. I
>>>>> didn't include dates because there isn't an observation for every 
>>>>> year.
>>>>>
>>>>> tsdata<-ts(read.csv("...\\Pre2001LaunchDateTraining.csv"), start =
>>>>> c(1,1),
>>>>> end = c(24,1), frequency = 1) I then created a time series object 
>>>>> using
>>>>> the
>>>>> Arima() function. fitdata <- Arima(tsdata,c(2,0,0),include.drift =
>>>>> "true")
>>>>> After executing I get this error: Error in (order[2] +
>>>>> seasonal$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!
>>>>>
>>>>>          [[alternative HTML version deleted]]
>>>>>
>>>>> ______________________________________________
>>>>> R-help using 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.
>>>>>
>>>>
>>
>>     [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help using 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.
>>
> 
> ______________________________________________
> R-help using 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.