[R] library(forecast): Error in SD.test(x, m) : Insufficient data

Jean Jacques Dureau jj.dureau at gmail.com
Wed Feb 8 17:19:50 CET 2012


Hi rainer,
how can I control  dependend packages?

thanks

jj

Il 08 febbraio 2012 17:10, Rainer Hurling <rhurlin a gwdg.de> ha scritto:
> On 08.02.2012 15:35 (UTC+1), Jean Jacques Dureau wrote:
>>
>> I have these R code:
>>
>>
>> ###########################################################################
>> time.test.data<-c(2.88645418326693, 2.91546949823027, 2.94130799329234,
>>   2.93313338038109, 2.89478957915832, 2.86029757243540, 2.78648486664669,
>>   2.80183167535133, 2.75435512226307, 2.78992352676563, 2.76028433151845,
>>   2.68741721854305, 2.70691974293828, 2.683833847881, 2.65041551246537,
>>   2.65169020111254, 2.58837541686517, 2.66549241844080, 2.58451314648945,
>>   2.60250871080139, 2.61253722876188, 2.59921041087878, 2.71727961060032,
>>   2.65440192667915, 2.74799149338374, 2.70649994101687, 2.80636027009366,
>>   2.81801086502298, 2.82555635319454, 2.87133347201997, 2.75746714456392,
>>   2.7660659236424, 2.71688375522241, 2.72655367231638, 2.72461997828447,
>>   2.78455790784558, 2.71160702495708, 2.65754456439869, 2.85673280918507,
>>   2.7053919591233, 2.7532637075718, 2.74272237196766, 2.75893306492199,
>>   2.62584686181772, 2.75230602278893, 2.82781018027572, 2.80220656652931,
>>   2.80242587601078, 2.84061953534849, 2.87123514783089, 2.76991605276683,
>>   2.77796934865900)
>>
>> library(forecast)
>> auto.arima(ts(time.test.data, start=c(2011,1), frequency=52))
>>
>> ###########################################################################
>
>
> This looks good to me, I got no error:
>
> auto.arima(ts(time.test.data, start=c(2011,1), frequency=52))
> Series: ts(time.test.data, start = c(2011, 1), frequency = 52)
> ARIMA(2,0,2) with non-zero mean
>
> Coefficients:
>         ar1      ar2      ma1     ma2  intercept
>      1.4540  -0.5762  -1.0235  0.5484     2.7569
> s.e.  0.3351   0.3194   0.3240  0.1902     0.0328
>
> sigma^2 estimated as 0.003059:  log likelihood=76.05
> AIC=-140.09   AICc=-138.23   BIC=-128.38
>
>
> So perhaps something is wrong with your data object or with your dependend
> packages?
>
>
>> I obtain the error message:
>> Error in SD.test(x, m) : Insufficient data
>>
>> What is wrong?
>>
>> jj
>
>



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