[R] Error message when adding drift for Arima model

[Bert Gunter]

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Bert Gunter




On Thu, May 9, 2019 at 2:27 PM Michael Howell <mchowell2 using gmail.com> wrote:

> Hello everyone,
> So this is my first post to this list, I'm trying to fit an Arima (2,0,0)
> model and I think a drift term would help but I'm getting an error term
> when I'm trying to include it. Here is my data:
>
> -6.732172338
> -2.868884273
> -5.371585089
> -6.512740463
> -4.171062657
> -5.738499071
> -3.343947176
> -1.944879508
> -5.464109272
> -3.189183392
> -3.684700232
> -2.168303451
> -2.329837082
> -0.761979236
> -2.189025304
> 1.094238807
> -4.812300745
> 0.784198777
> -1.567075922
> 0.143963653
> 1.131119051
> 2.899746353
> -0.498719993
> 3.121623505 I created a time series object with 24 annual observations. I
> didn't include dates because there isn't an observation for every year.
>
> tsdata<-ts(read.csv("...\\Pre2001LaunchDateTraining.csv"), start = c(1,1),
> end = c(24,1), frequency = 1) I then created a time series object using the
> Arima() function. fitdata <- Arima(tsdata,c(2,0,0),include.drift = "true")
> After executing I get this error: Error in (order[2] + seasonal$order[2]) >
> 1 & include.drift: operations are possible only for numeric, logical or
> complex types Traceback: 1. Arima(tsdata, c(2, 0, 0), include.drift =
> "true")
> Any help would be greatly appreciated!
>
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>
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