Dear S+ ers:
I am running S+ 4.5 on a PC, with Windows 98, 96 RAM.
Here is my question, please:
I am using arima.mle as part of a function in a simulation.
On a particular series, I get the error message
Error in solve.qr(a): apparently singular matrix.
I get that message when trying to estimate an ARMA(1,1) fit.
I don't get the message for AR(1) or MA(1). I think
the problem is the var/covar matrix of the coefficients.
Does anyone know a way around this, please?
Thanks in advance!
Sincerely,
Erin Hodgess
Assistant Professor
Dept. of Computer and Mathematical Sciences
University of Houston -- Downtown
e-mail: hodgess@uhdux2.dt.uh.edu
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