[R] lme: problems with corARMA

From: Stephan Moratti <stephan.moratti_at_uni-konstanz.de>
Date: Fri 30 Jul 2004 - 22:29:46 EST

Trying following example from Pinheiro and Bates in order to fit an ARMA(1,1) model:

library(nlme)
fm1Ovary.lme<-lme(follicles~sin(2*pi*Time)+cos(*pi*Time),data=Ovary,random=p dDiag(~sin(2*pi*Time)))
fm5Ovary.lme<-update(fm1Ovary.lme,corr=corARMA(p=1,q=1))

I get follwing error message:

Error in "coef<-.corARMA"(`*tmp*`, value = c(62.3428455941166, 62.3428517930051 :

        Coefficient matrix not invertible

Does somebody know why it doesn't work ?

Stephan Moratti



Dipl. Psych. Stephan Moratti
Dept. of Psychology
University of Konstanz
P.O Box D25
Phone: +40 (0)7531 882385
Fax: +49 (0)7531 884601
D-78457 Konstanz, Germany

e-mail: Stephan.Moratti@uni-konstanz.de
http://www.clinical-psychology.uni-konstanz.de/



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https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 30 22:35:13 2004

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