dear members,
I am using arfima() from forecast package to model
a time series. The following is the code:
> LYGH[[202]]
[1] 45.40 3.25 6.50 2.15
> arfima(LYGH[[202]])
Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work =
fdf$w) :
NA/NaN/Inf in foreign function call (arg 5)
I tried viewing .fdcov() with the following code:
View(environment(fracdiff)$.fdcov)
but I see no stop() with the above mentioned error message.
Can you please help?
THanking you,
Yours sincerely,
AKSHAY M KULKARNI
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