[R-sig-finance] ARIMA Error

[Jaromir Baxa]

Hi, 
my name is Jaromir Baxa and I have problem with ARIMA modelling using fSeries package. This is what I did (same thing as last week with another data) and what R responded me:
> res <- read.table("E:/BusinessCyclesTheory/SAPres.txt")
> res <- edit(res)
> library(fSeries)
Loading required package: fBasics

Rmetrics, (C) 1999-2005, Diethelm Wuertz, GPL
fBasics: Markets, Basic Statistics, Date and Time
Loading required package: fCalendar

Rmetrics, (C) 1999-2005, Diethelm Wuertz, GPL
fCalendar: Markets, Basic Statistics, Date and Time

Rmetrics, (C) 1999-2005, Diethelm Wuertz, GPL
fSeries: The Dynamical Process Behind Financial Markets

> armaFit(formula = res ~ arima(1, 0, 1))
Error in fit$x - fit$residuals : non-numeric argument to binary operator
In addition: Warning message:
Incompatible methods ("Ops.data.frame", "Ops.ts") for "-" 

"res" is vector of residuals (1 column, 119 observations) obtained from Henderson moving average.
Does anybody know what this error does mean and how can I avoid it (by transforming data??)?
Thanks for helping me. JB.