[R] What's wrong with ar for my data?

[zhu wang]

Thanks.


On Thu, 2003-06-19 at 01:52, Prof Brian Ripley wrote:
> You are apparently fitting a series for which the selected order is zero,
> and ar.burg is not designed to cope with that (and would in any case tell 
> you nothing useful).  The default method does cope, from your output.
> 
> Why are you fitting an AR model to a series with apparently no 
> correlation?
> 

The data are from simulation. Thanks for pointing out to me no
correlation. 

> On 19 Jun 2003, zhu wang wrote:
> 
> > Dear helpers,
> > 
> > When I use ar to fit the data with length 180, I have the following
> > error:
> > 
> > ar(x,method="burg")
> > Error in acf(x, type = "covariance",lag.max=order,plot=FALSE):
> >          lag.max must be at least 1
> > 
> > If I use 
> > 
> > ar(x), then I have
> > 
> > Call (x=x)
> 
> [I very much doubt that is what you get.]
> 
> > 
> > 
> > order selected 0 sigma^2 estimated as 5374
> > 
> > Obviously I missed some points for using ar. 
> > This is R 1.7.0 under Redhat Linux 9.0
-- 
zhu wang <zhuw at mail.smu.edu>