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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