close Warning: Can't synchronize with repository "(default)" (/var/svn/mms does not appear to be a Subversion repository.). Look in the Trac log for more information.

Opened 15 years ago

Closed 15 years ago

Last modified 15 years ago

#179 closed task (fixed)

Polinomios ARIMA con grado mayor que el doble del periodo en BSR — at Version 2

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

Description (last modified by Pedro Gea)

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.Veh__1.0] : 
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

Change History (2)

comment:1 Changed 15 years ago by Pedro Gea

Description: modified (diff)
Resolution: → fixed
Status: new → closed

Según parece el asunto ya está solucionado en TOL.
Véase: ​https://www.tol-project.org/ticket/762

comment:2 Changed 15 years ago by Pedro Gea

Description: modified (diff)
Note: See TracTickets for help on using tickets.