R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(31.24,30.22,66.89,41.98,402.04,628.27,42.76,53.56,66.26,37.18,24.94,23.35,12.66,23.95,41.67,44.63,42.69,322.16,76.79,37.16,29.52,98.05,11.73,17.56,53.49,20.19,54.16,25.30,25.65,120.71,103.05,52.40,38.02,88.02,34.94,38.86,49.79,34.68,34.69,52.38,335.00,152.50,41.60,47.35,49.75,0.00,53.00,53.90,42.51,45.40,104.35,95.02,88.02,274.04,83.74,79.66,62.60,52.60,72.00,46.60,43.23,46.60,82.13,102.40,126.80,178.08,78.98,88.50,77.50,77.50,47.50,38.30,33.18,42.82,53.00,9.34,92.24,115.96,943.00,86.60,83.75,71.50,NA,56.00,60.00,51.20,42.25,242.47,697.56,695.54,169.72,128.50,122.00,141.00,0.00,63.50,3.70,51.12,46.54,136.21,135.64,346.68,207.74,115.75,107.50,55.75,78.34,38.96,48.20,32.90,98.45,132.80,268.64,414.45,129.86,75.50,71.50) > par10 = 'TRUE' > par9 = '1' > par8 = '1' > par7 = '2' > par6 = '2' > par5 = '6' > par4 = '0' > par3 = '2' > par2 = '-2.0' > par1 = '10' > par10 <- 'TRUE' > par9 <- '1' > par8 <- '1' > par7 <- '2' > par6 <- '2' > par5 <- '6' > par4 <- '0' > par3 <- '2' > par2 <- '-2.0' > par1 <- '10' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: Wessa P., (2009), ARIMA Forecasting (v1.0.5) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_arimaforecasting.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) #cut off periods > par2 <- as.numeric(par2) #lambda > par3 <- as.numeric(par3) #degree of non-seasonal differencing > par4 <- as.numeric(par4) #degree of seasonal differencing > par5 <- as.numeric(par5) #seasonal period > par6 <- as.numeric(par6) #p > par7 <- as.numeric(par7) #q > par8 <- as.numeric(par8) #P > par9 <- as.numeric(par9) #Q > if (par10 == 'TRUE') par10 <- TRUE > if (par10 == 'FALSE') par10 <- FALSE > if (par2 == 0) x <- log(x) > if (par2 != 0) x <- x^par2 > lx <- length(x) > first <- lx - 2*par1 > nx <- lx - par1 > nx1 <- nx + 1 > fx <- lx - nx > if (fx < 1) { + fx <- par5 + nx1 <- lx + fx - 1 + first <- lx - 2*fx + } > first <- 1 > if (fx < 3) fx <- round(lx/10,0) > (arima.out <- arima(x[1:nx], order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5), include.mean=par10, method='ML')) Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, : initial value in 'vmmin' is not finite Calls: arima -> optim Execution halted