[Rd] fSeries armaFit problem

From: Zuraniewski <Piotr.Zuraniewski_at_agh.edu.pl>
Date: Thu 10 Nov 2005 - 20:37:13 GMT


Dear all,
I encountered the following problem with fSeries library ver.220.10063 using R 2.1.1 on WinXPSP1 Athlon 1800+ machine

> x = armaSim(model = list(d=0.3), n = 1000)
> fit = armaFit(x ~ fracdiff(0, 0))

Error in n + M : non-numeric argument to binary operator

I believe it is due to the following fragment of code of armaFit

    fun = match.fun(paste(".", tsmodel, "Fit", sep = ""))     filter = 100
    fit = fun(x = ts, order = order, include.mean = include.mean,

        method = method[1], fixed = fixed, M = M, h = h, ...)

Parameter filter is not known inside the body of fun where we can find

debugging in: fun(x = ts, order = order, include.mean = include.mean, method = method[1],

    fixed = fixed, M = M, h = h, ...)
debug: {

    M = filter

here 'filter' is treated as a name of the existing function, not an intended integer numeber and results in crash while calling .fracdiff function

Best regards

Piotrek Z



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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Fri Nov 11 07:41:30 2005

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