It means that the CSS estimates from the model are invalid. That's
possible as CSS does not enforce validity. It probably means the model is
inappropriate.
On Thu, 17 Jun 2004, Dan Bebber wrote:
> Could someone please give a brief explanation, or pointer to an explanation,
> of the following
Could someone please give a brief explanation, or pointer to an explanation,
of the following error:
> arima(ts.growth, order = c(1,0,0),include.mean=T)
Error in arima(ts.growth, order = c(1, 0, 0), include.mean = T) :
non-stationary AR part from CSS
and why it does not arise with
> arim
