| 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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