Tanja Your TSdata object dfdata as printed in your email looks a bit funny. It should be a list with a matrix of numeric data in the element named output:
> dfdata <- TSdata(output=matrix(rnorm(200), 100,2)) > dfdata output data: Series 1 Series 2 1 0.01905979 -0.096441240 2 0.73873854 -0.654558048 ... I'm just guessing that you specified this incorrectly somehow. If not, please try to give a reproducible example. Paul > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Tanja Krone > Sent: November 22, 2011 10:36 AM > To: r-help@r-project.org > Subject: [R] Varma models in the dse package > > Hi, > > I tried to run the VARMA model in the dse package. I specified a model: > > arma > > A(L) = > 1+0.244L1 0+0.05L1 > 0-0.325L1 1-0.234L1 > > B(L) = > 1-0.277L1 0+0.211L1 > 0-0.206L1 1+0.238L1 > > and have a TSdata object: > > > dfdata > output data: > Series 1 Series 2 > 1 "difex2" "difem2" > > but I get this warning message: > > estMaxLik(arma, dfdata) > Error in l.ARMA(setArrays(Shape, coefficients = coefficients), data, > result > = "like", : > NA/NaN/Inf in foreign function call (arg 14) > In addition: Warning message: > In l.ARMA(setArrays(Shape, coefficients = coefficients), data, result = > "like", : > NAs introduced by coercion > > bots series are the same length (69). Is there something I am missing? > > Kind regards and thanks in advance, > > Tanja > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ==================================================================================== La version française suit le texte anglais. ------------------------------------------------------------------------------------ This email may contain privileged and/or confidential information, and the Bank of Canada does not waive any related rights. Any distribution, use, or copying of this email or the information it contains by other than the intended recipient is unauthorized. If you received this email in error please delete it immediately from your system and notify the sender promptly by email that you have done so. ------------------------------------------------------------------------------------ Le présent courriel peut contenir de l'information privilégiée ou confidentielle. La Banque du Canada ne renonce pas aux droits qui s'y rapportent. Toute diffusion, utilisation ou copie de ce courriel ou des renseignements qu'il contient par une personne autre que le ou les destinataires désignés est interdite. Si vous recevez ce courriel par erreur, veuillez le supprimer immédiatement et envoyer sans délai à l'expéditeur un message électronique pour l'aviser que vous avez éliminé de votre ordinateur toute copie du courriel reçu. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.