Re: [R] AR1 model using ARIMA

Looks like you forgot to read the Posting Guide, too. -- Sent from my phone. Please excuse my brevity. On June 14, 2016 6:30:23 AM PDT, "T.Riedle" wrote: >Sorry, I forgot to attach the file. > > > Dear R users, >I have not received any

[R] AR1 model using ARIMA

Sorry, I forgot to attach the file. Dear R users, I have not received any help regarding my problem. The rolling window AR1 model returns an error if I run my code as follows: data<-GSDAF[,2] rollingarma<-rollapply(data,width=36,function(data)

Re: [R] AR1 model using ARIMA

On 14/06/2016 7:46 AM, T.Riedle wrote: Dear R users, I have not received any help regarding my problem. Please read the posting guide (see the link at the bottom of every message). If you don't post reproducible code, it's much harder to help you. Duncan Murdoch The rolling window AR1

[R] AR1 model using ARIMA

Dear R users, I have not received any help regarding my problem. The rolling window AR1 model returns an error if I run my code as follows: rollingarma<-rollapply(data,width=36,function(data) coef(arima(data,order=c(1,0,0 Error in arima(data, order = c(1, 0, 0)) : non-stationary AR part

[R] AR1 model using ARIMA

Dear R users, I am trying to run a rolling window AR1 model by combining the rollapply() with the arima() function. Hence, my code looks as follows: rollingarma<-rollapply(data,width=36,function(data) coef(arima(data,order=c(1,0,0 Error in arima(data, order = c(1, 0, 0)) : non-stationary