Quantcast

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

classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate
star

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

jj.dureau
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))
###########################################################################

I obtain the error message:
Error in SD.test(x, m) : Insufficient data

What is wrong?

jj

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate
star

Re: library(forecast): Error in SD.test(x, m) : Insufficient data

Rainer Hurling
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

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate
star

Re: library(forecast): Error in SD.test(x, m) : Insufficient data

jj.dureau
Hi rainer,
how can I control  dependend packages?

thanks

jj

Il 08 febbraio 2012 17:10, Rainer Hurling <[hidden email]> 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
>
>

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate
star

Re: library(forecast): Error in SD.test(x, m) : Insufficient data

Rainer Hurling
On 08.02.2012 17:19 (UTC+1), Jean Jacques Dureau wrote:
> Hi rainer,
> how can I control  dependend packages?

You did not tell us very much about your installation and versions of
packages you are using.

On my system sessionInfo() gives me the following after loading your
example:

sessionInfo()
R Under development (unstable) (2012-02-07 r58290)
Platform: amd64-portbld-freebsd10.0 (64-bit)

locale:
[1]
de_DE.ISO8859-15/de_DE.ISO8859-15/de_DE.ISO8859-15/C/de_DE.ISO8859-15/de_DE.ISO8859-15

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets  methods
   base

other attached packages:
[1] forecast_3.17        RcppArmadillo_0.2.34 Rcpp_0.9.9 fracdiff_1.4-0
[5] tseries_0.10-27      zoo_1.7-6            quadprog_1.5-4

loaded via a namespace (and not attached):
[1] grid_2.15.0    lattice_0.20-0


Here you can see, that package forecast uses other packages like
RcppArmadillo, Rcpp, fracdiff and others. If your dataset
'time.test.data' is ok, there is a (little) chance, that there are some
not updated packages used by forecast.

But I am for sure not an expert on this. Perhaps someone else has an idea?

Rainer

>
> thanks
>
> jj
>
> Il 08 febbraio 2012 17:10, Rainer Hurling<[hidden email]>  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

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Loading...