[R] Error: Invalid parent values

[Md. Moyazzem Hossain]

Hi,

I hope that you are doing well.

I am Md Hossain, trying to fit the ARIMAX model in RJAGS. However, I got an
error message while I ran the code. Initially, I am using data obtained
from R-package then I will implement it into real data.

The code and error message are given below.

library(rjags)
#### load the data
data("mtcars")

#### select the response and predictor variables
y <- mtcars$mpg
x <- mtcars[,c("wt","qsec")]

### write the JAGS model code
jags_arimax_model <- "
model {
  beta0 ~ dnorm(0,0.0001)
  beta1 ~ dnorm(0,0.0001)
  beta2 ~ dnorm(0,0.0001)
  phi ~ dnorm(0,0.0001)
  tau ~ dgamma(0.001,0.001)

  #####
  beta0a[1] <- beta0
  beta1a[1] <- beta1
  beta2a[1] <- beta2
  phia[1] <- phi

  mu[1] <- beta0a + beta1a * x[1,1] + beta2a * x[1,2] + phia * y[2]
  ypred[1] ~ dnorm(mu[1], tau)

  ######
  for (i in 2:length(y)) {
  mu[i] <- beta0 + beta1 * x[i,1] + beta2 * x[i,2] + phi * y[i-1]
    ypred[i] ~ dnorm(mu[i], tau)
      }
  }
"

####Fit the Bayesian ARIMAX model using JAGS:

jags_arimax_fit <- jags.model(textConnection(jags_arimax_model), data =
list(y = y, x = x)  )

update(jags_arimax_fit, n.iter=2000, thin=1)

####
output_arimax=coda.samples(model=jags_arimax_fit, variable.names="ypred",
n.iter=2000, thin=5)

However, I got the following error message.


*Error in update.jags(model, n.iter, ...) : Error in node ypred[1]Invalid
parent values*

Please help me in this regard.

Thanks in advance.

Hossain

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