Thanks.
On Thu, 2003-06-19 at 01:52, Prof Brian Ripley wrote: > You are apparently fitting a series for which the selected order is zero, > and ar.burg is not designed to cope with that (and would in any case tell > you nothing useful). The default method does cope, from your output. > > Why are you fitting an AR model to a series with apparently no > correlation? > The data are from simulation. Thanks for pointing out to me no correlation. > On 19 Jun 2003, zhu wang wrote: > > > Dear helpers, > > > > When I use ar to fit the data with length 180, I have the following > > error: > > > > ar(x,method="burg") > > Error in acf(x, type = "covariance",lag.max=order,plot=FALSE): > > lag.max must be at least 1 > > > > If I use > > > > ar(x), then I have > > > > Call (x=x) > > [I very much doubt that is what you get.] > > > > > > > order selected 0 sigma^2 estimated as 5374 > > > > Obviously I missed some points for using ar. > > This is R 1.7.0 under Redhat Linux 9.0 -- zhu wang <[EMAIL PROTECTED]> ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
