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To: s-news@wubios.wustl.edu
Subject: help
From: alli charbes <allitt2000@yahoo.com>
Date: Tue, 18 Apr 2006 04:55:44 -0700 (PDT)
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Dear subscibers,
This is the probllem i encountered in S-PLUS to estimate an ARMA(1,1) model for the demeaned interest rate differential with starting values theta=0 and phil=0.75
> mod.list=list(order=c(1,0,1))
> mod.list=list(order=c(1,0,1),ar=0.75,ma=0)
> mod.list=list(ar=c(0.75,-0.25),ma=c(0,0))
> uscn.id.dm= uscn.id- mean(uscn.id)
> arma11.mod = list(ar=0.75,ma=0)
> arma11.fit = arima.mle(uscn.id.dm,model=arma11.mod)
Problem in solve.qr(a): apparently singular matrix
Use traceback() to see the call stack
>pls help me so i can go further.
Thanks
Alli, titilayo


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