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Hello: I would like to report an issue with ARIMA(). Please unzip the attached data first.
train_data.zip
library(fable) load("train_data.Rdata") # There are only two models in the pool, with and w/o the intercept. # ARIMA selects the one w/o the intercept. train_data |> model(ARIMA(MW_Hourly ~ pdq(p = 1, d = 0, q = 2) + PDQ(P = 4, D = 1, Q = 1) + lag(HumidityLow, 24) + IsWeekend, order_constraint = TRUE, stepwise = FALSE, greedy = FALSE, approximation = FALSE)) |> report() # Series: MW_Hourly # Model: LM w/ ARIMA(1,0,2)(4,1,1)[24] errors # # Coefficients: # ar1 ma1 ma2 sar1 sar2 sar3 sar4 sma1 lag(HumidityLow, 24) IsWeekendTRUE # 0.9638 0.2247 -0.1032 -0.2097 -0.2230 -0.1849 -0.1512 -0.5088 -1.5179 -97.3029 # s.e. 0.0087 0.0320 0.0318 0.1012 0.0714 0.0571 0.0471 0.1030 1.6111 42.0355 # # sigma^2 estimated as 32392: log likelihood=-7477.02 # AIC=14976.04 AICc=14976.27 BIC=15031.58 # Since the intercept was excluded, we try to specify that explicitly, to have only one model in the pool. # However, it fails: train_data |> model(ARIMA(MW_Hourly ~ 0 + pdq(p = 1, d = 0, q = 2) + PDQ(P = 4, D = 1, Q = 1) + lag(HumidityLow, 24) + IsWeekend, order_constraint = TRUE, stepwise = FALSE, greedy = FALSE, approximation = FALSE)) |> report() # Series: MW_Hourly # Model: NULL model # NULL modelWarning message: # 1 error encountered for ARIMA(MW_Hourly ~ 0 + pdq(p = 1, d = 0, q = 2) + PDQ(P = 4, D = 1, # Q = 1) + lag(HumidityLow, 24) + IsWeekend, order_constraint = TRUE, # stepwise = FALSE, greedy = FALSE, approximation = FALSE) # [1] non-finite value supplied by optim
The text was updated successfully, but these errors were encountered:
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Hello:
I would like to report an issue with ARIMA().
Please unzip the attached data first.
train_data.zip
The text was updated successfully, but these errors were encountered: