Looks like you forgot to read the Posting Guide, too. -- Sent from my phone. Please excuse my brevity.
On June 14, 2016 6:30:23 AM PDT, "T.Riedle" <tr...@kent.ac.uk> wrote: >Sorry, I forgot to attach the file. >________________________________________ > > Dear R users, >I have not received any help regarding my problem. > >The rolling window AR1 model returns an error if I run my code as >follows: > >data<-GSDAF[,2] >rollingarma<-rollapply(data,width=36,function(data) >coef(arima(data,order=c(1,0,0)))) >Error in arima(data, order = c(1, 0, 0)) : >non-stationary AR part from CSS > >However, what is wrong with my code? > > Can I use the arma() function as alternative? In this case the code is > >rollingarma<-rollapply(data,width=36,function(data) >coef(arma(data,order=c(1,0),include.intercept = FALSE))) > >Unfortunately, I get following message: > > There were 50 or more warnings (use warnings() to see the first 50) > >warnings() >Warning messages: >In optim(coef, err, gr = NULL, hessian = TRUE, ...) : >one-dimensional optimization by Nelder-Mead is unreliable: >use "Brent" or optimize() directly > >How can I use Brent or optimize in this code? > > Thanks for your support. >______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. >> > >______________________________________________ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >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. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.