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 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 from CSS
However, what is wrong with my code?
Can I use the arma() function as alternative? In this case the code is
rollingarma<-rollapply(data,width=36,function(data)
coef(arma(data,order=c(1,0),include.intercept = FALSE)))
There were 50 or more warnings (use warnings() to see the first 50)
warnings()
Warning messages:
1: In optim(coef, err, gr = NULL, hessian = TRUE, ...) :
one-dimensional optimization by Nelder-Mead is unreliable:
use "Brent" or optimize() directly
In this case, I get a warning message. How can I use Brent or optimize in this
code?
Thanks for your support.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
