[R-sig-finance] ARIMA Error

Dirk Eddelbuettel edd at debian.org
Sun Oct 30 14:54:59 CET 2005


On 30 October 2005 at 14:34, Jaromir Baxa wrote:
| 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)
| > 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??)?

I would try to narrow it down by using the ARIMA command directly --- this is
what fSeries calls anyway, and there may just be a bug in the wrapping which
you'd avoid. See help(arima).

Hope this helps, Dirk

Statistics: The (futile) attempt to offer certainty about uncertainty.
         -- Roger Koenker, 'Dictionary of Received Ideas of Statistics'

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