[R] help in ar function

cmhcordei at gmail.com cmhcordei at gmail.com
Tue Nov 27 18:09:44 CET 2007


Dears Sirs
During my computational work I encountered unexpected behaviour when calling "ar" function. 
 I want to select the order p of the autoregressive approximation by AIC criterion and sometimes an error occurs. 
Example:
# time series
x<-ts(c(-0.2052083,-0.3764986,-0.3762448,0.3740089,0.2737568,2.8235722,-1.7783313,0.2728676,-0.3273164),start=c(1978,3),frequency=4,end=c(1980,3))  
# ar function
res.ar<-ar(x,aic=TRUE,demean=F)
# call "ar" again and ............
res.ar<-ar(x,aic=TRUE,demean=F)
Error in if (order > 0) coefs[order, 1:order] else numeric(0) : 
  missing value where TRUE/FALSE needed 
In addition: Warning messages:
1: In log(var.pred) : NaNs produced
2: In if (order > 0) coefs[order, 1:order] else numeric(0) :
  the condition has length > 1 and only the first element will be used
For me it is mysterious why sometimes it works and others it does not, perhaps I am doing something wrong and stupid :-(
If anyone had already had this problem could you please tell me how you have solved it?
Thank you for your time.
Best Regards,
Clara Cordeiro 
> sessionInfo()
R version 2.6.0 (2007-10-03) 
i386-pc-mingw32 
 
locale:
LC_COLLATE=Portuguese_Portugal.1252;LC_CTYPE=Portuguese_Portugal.1252;LC_MONETARY=Portuguese_Portugal.1252;LC_NUMERIC=C;LC_TIME=Portuguese_Portugal.1252 
 
attached base packages:
[1] stats     graphics   grDevices utils     datasets  methods   base     
 
other attached packages:
[1] Mcomp_1.07      forecast_1.07    tseries_0.10-12 zoo_1.4-0      
[5] quadprog_1.4-11
 
loaded via a namespace (and not attached):
[1] grid_2.6.0     lattice_0.16-5 tools_2.6.0



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