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Opened 15 years ago

Last modified 15 years ago

#179 closed task

Polinomios ARIMA con grado mayor que el doble del periodo en BSR — at Initial Version

Reported by: irobles Owned by: Pedro Gea
Priority: major Milestone:
Component: Estimation Keywords:
Cc:

Description

Buenos días,

cuando estimamos un polinomio ARIMA con grado mayor que el doble del

periodo, por ejemplo:

P1_12DIF0_1AR1.2.3_0MA0_12

da el siguiente mensaje:

ERROR: [90] [BysMcmc E0008] [@BSR.ArimaBlock.Mat.Veh1.0] : Sorry, cannot
draw AR polynomial 1-0.1*B-0.1*B2-0.1*B3 at 1 factor of equations block
Veh.Tur.Mat::Noise with degree great than 2*1
Full ARMA block will be disabled and just initial values will be used for
ARMA filtering. You can define another factor adding more @ARIMAStruct
elements in your model definition in order to be able of simulate larger
AR factorized polynomials.
El sistema BysMcmc intentará continuar.

Se puede comprobar poniendo ese polinomio en el ejemplo de matriculación
de vehículos.

Gracias,
Un cordial saludo

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