[R-SIG-Mac] NaN bug with arima() on Mac

[Kuschnig, Nikolas]

Dear all,

There seems to be a small bug with `arima()` on Mac. For some very specific data
I get the following warning:
	Warning message:
	In log(s2) : NaNs produced
This seems to stem from `.Call(C_ARIMA_Like, x, Z, 0L, FALSE)` in the `armafn()`
objective function. This warning does not occur on Linux or Windows systems or
when using the `arima0()` function.
Below is an example that I hope reproduces (please excuse the dependency, I only
encountered it with this data, partly due to my lack of a Mac). Note that the
warning in question occurs during estimation, printing always induces a warning.


# install.packages("BVAR")
library("BVAR")

x <- fred_qd[1:243, 
 c("GDPC1", "PCECC96", "GPDIC1", "HOANBS", "GDPCTPI", "FEDFUNDS")]
x <- fred_transform(x, codes = c(4, 4, 4, 4, 4, 1))
Y <- as.matrix(x)[6:nrow(x), ]

ar <- apply(Y, 2, arima, order = c(5, 0, 0)) # Warning only on Mac
ar0 <- apply(Y, 2, arima0, order = c(5, 0, 0)) # No warning


Does anyone have any more information on this? Thanks for the help!

Best,
-- 
Nikolas Kuschnig


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