Function arma is crashing in some (pathological, but crashing is never good) cases.
For example: library(tseries) arma(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0)) I came to that pathological series while doing test cases; probably there are crashing cases with longer series. Alberto Monteiro ______________________________________________ R-help@r-project.org mailing list 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.