[R] error in arfima...

[akshay kulkarni]

dear members,
                            I am using arfima() from forecast package to model a time series. The following is the code:

> LYGH[[202]]
[1] 45.40  3.25  6.50  2.15

> arfima(LYGH[[202]])
 Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) :
NA/NaN/Inf in foreign function call (arg 5)

I tried viewing .fdcov() with the following code:

View(environment(fracdiff)$.fdcov)

but I see no stop() with the above mentioned error message.

Can you please help?

THanking you,
Yours sincerely,
AKSHAY M KULKARNI

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