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- Timestamp:
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Apr 9, 2010, 8:19:10 AM (15 years ago)
- Author:
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Pedro Gea
- Comment:
-
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1 | 1 | Buenos días, |
| 2 | cuando estimamos un polinomio ARIMA con grado mayor que el doble del |
| 3 | periodo, por ejemplo: P1_12DIF0_1AR1.2.3_0MA0_12 da el siguiente mensaje: |
| 4 | {{{ |
| 5 | ERROR: [90] [BysMcmc E0008] [@BSR.ArimaBlock.Mat.Veh__1.0] : |
| 6 | Sorry, cannot draw AR polynomial 1-0.1*B-0.1*B2-0.1*B3 at 1 |
| 7 | factor of equations block Veh.Tur.Mat::Noise with degree great |
| 8 | than 2*1 Full ARMA block will be disabled and just initial values |
| 9 | will be used for ARMA filtering. You can define another factor |
| 10 | adding more @ARIMAStruct elements in your model definition |
| 11 | in order to be able of simulate larger AR factorized polynomials. |
| 12 | El sistema BysMcmc intentará continuar. |
| 13 | }}} |
2 | 14 | |
3 | | cuando estimamos un polinomio ARIMA con grado mayor que el doble del |
4 | | periodo, por ejemplo: |
| 15 | Se puede comprobar poniendo ese polinomio en el ejemplo de matriculación de vehículos. |
5 | 16 | |
6 | | P1_12DIF0_1AR1.2.3_0MA0_12 |
7 | | |
8 | | da el siguiente mensaje: |
9 | | |
10 | | ERROR: [90] [BysMcmc E0008] [@BSR.ArimaBlock.Mat.Veh__1.0] : Sorry, cannot |
11 | | draw AR polynomial 1-0.1*B-0.1*B2-0.1*B3 at 1 factor of equations block |
12 | | Veh.Tur.Mat::Noise with degree great than 2*1 |
13 | | Full ARMA block will be disabled and just initial values will be used for |
14 | | ARMA filtering. You can define another factor adding more @ARIMAStruct |
15 | | elements in your model definition in order to be able of simulate larger |
16 | | AR factorized polynomials. |
17 | | El sistema BysMcmc intentará continuar. |
18 | | |
19 | | Se puede comprobar poniendo ese polinomio en el ejemplo de matriculación |
20 | | de vehículos. |
21 | | |
22 | | Gracias, |
23 | | Un cordial saludo |
| 17 | Gracias, |
| 18 | Un cordial saludo |