From Piotr.Zuraniewski at agh.edu.pl  Thu Nov 10 21:37:13 2005
From: Piotr.Zuraniewski at agh.edu.pl (Zuraniewski)
Date: Thu, 10 Nov 2005 21:37:13 +0100
Subject: [Rd] fSeries armaFit problem
Message-ID: <002a01c5e636$88606b90$c1de1251@comp>

Dear all,
I encountered the following problem with fSeries library ver.220.10063
using R 2.1.1 on WinXPSP1 Athlon 1800+ machine

> x = armaSim(model = list(d=0.3), n = 1000)
> fit = armaFit(x ~ fracdiff(0, 0))
Error in n + M : non-numeric argument to binary operator

I believe it is due to the following fragment of code of armaFit

    fun = match.fun(paste(".", tsmodel, "Fit", sep = ""))
    filter = 100
    fit = fun(x = ts, order = order, include.mean = include.mean,
        method = method[1], fixed = fixed, M = M, h = h, ...)

Parameter filter is not known inside the body of fun
where we can find

debugging in: fun(x = ts, order = order, include.mean = include.mean, method
= method[1],
    fixed = fixed, M = M, h = h, ...)
debug: {
    M = filter

here 'filter' is treated as a name of the existing function, not an intended
integer numeber and results in crash while calling .fracdiff function

Best regards

Piotrek Z



[Rd] fSeries armaFit problem
Zuraniewski