whittleFit gives error

[Bill Rea]

Rmetrics Maintainers,

The whittleFit implementation in the fArma package gives an error when
trying to estimate the H parameter. Below is example code I used. I am
running R 2.9.1 and fArma 290.75 on RedHat enterprise server 5.3
compiled with gcc

library(tseries)
library(fArma)
data(camp)
whittleFit(camp)

To output is as follows. As you can see at the bottom of the output
there are NAs generated. If I can be of any help in solving this problem
please let me know.

Title:
 Hurst Exponent from Whittle Estimator

Call:
 whittleFit(x = camp)

Method:
 fgn whittle

Hurst Exponent:
     sigma2 conv.type
   64.23001        NA

Parameter Settings:
subseries    order1    order2         h        ar        ma
        1         1         1         0         0         0

Description:
 Tue Jul 14 15:47:26 2009 by user:

Warning message:
In function (object)  : NAs introduced by coercion


Bill Rea, Lecturer, Dept of Economics and Finance \_
University of Canterbury                          </ New
E-Mail bill.rea at canterbury.ac.nz                 /) Zealand   
Phone +64-3-364-3474,                           (/'