Hi,

I tried to run the VARMA model in the dse package. I specified a model:
> arma

A(L) =
1+0.244L1    0+0.05L1
0-0.325L1    1-0.234L1

B(L) =
1-0.277L1    0+0.211L1
0-0.206L1    1+0.238L1

and have a TSdata object:

> dfdata
output data:
  Series 1 Series 2
1 "difex2" "difem2"

but I get this warning message:
> estMaxLik(arma, dfdata)
Error in l.ARMA(setArrays(Shape, coefficients = coefficients), data, result
= "like",  :
  NA/NaN/Inf in foreign function call (arg 14)
In addition: Warning message:
In l.ARMA(setArrays(Shape, coefficients = coefficients), data, result =
"like",  :
  NAs introduced by coercion

bots series are the same length (69). Is there something I am missing?

Kind regards and thanks in advance,

Tanja

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