Caros amigos, estou a correr uma função para obter o *best fitting model* baseado no AIC. Esta função esta no livro de Introductory time series with R, de Metcalfe and Cowperwait na pagina 144, dispoinivel no site: http://tur-www1.massey.ac.nz/~pscowper/ts/scripts.R a serie a modelar es structure(c(-0.289220360456516, -0.412287982738894, -0.301861636262529, -0.325463729174269, -0.95094391881209, -0.621873409193565, -0.454370839103367, -0.201717177298859, -0.0125484487133019, 0.375016273062132, 0.860628415115299, 0.573001978891618, 0.949171439258297, 0.884107931496505, 0.321528581746019, 0.197039928762376, -0.0511602427005631, -0.14797533453817, 0.0997648324025207, -0.356603216398344, -0.486741440877118, -0.796433339558245, -0.79771789875161, -1.03991357760201, -0.272391281348931, -0.280840105493716, -0.220566038983019, -0.0929820260323471, -0.737941509253828, -0.257204432087439, 0.281594104947967, 0.295827677265899, 0.381173023222876, 0.410685495501985, 0.0935538548738126, 0.320870181634449, -0.176916211372864, -0.434468255568435, -0.177142353391016, -0.479723718529783, -1.18506069524595, -0.845078218877218, -0.466484365108014, -0.37831053186129, -0.568334035779147, -0.756612458676532, -0.612289956791276, -0.595067441206467, 0.227790700535618, -0.328474103547926, 0.0382893789935963, -0.107472883393397, 0.104836312989006, 0.206908642082212, 0.566811114425555, 0.226484501566576, 0.268795384938631, 0.247658319827575, 0.728293948754544, 0.704287103883027, 0.66505780368502, 1.01752383083208, 1.34104381438303, 1.10724539596799, 0.850746327229352, 0.746239914170797, 0.665531282137069, 0.469573210434808, -0.0626525410819472, -0.29470278010502, -0.160850370184093, 0.511318161080906), .Tsp = c(1995, 2000.91666666667, 12), class = "ts") a função es # Chapter 7, p144 get.best.arima <- function(x.ts, maxord = c(1,1,1,1,1,1)) { best.aic <- 1e8 n <- length(x.ts) for (p in 0:maxord[1]) for(d in 0:maxord[2]) for(q in 0:maxord[3]) for (P in 0:maxord[4]) for(D in 0:maxord[5]) for(Q in 0:maxord[6]) { fit <- arima(x.ts, order = c(p,d,q), seas = list(order = c(P,D,Q), frequency(x.ts)), method = "CSS") fit.aic <- -2 * fit$loglik + (log(n) + 1) * length(fit$coef) if (fit.aic < best.aic) { best.aic <- fit.aic best.fit <- fit best.model <- c(p,d,q,P,D,Q) } } list(best.aic, best.fit, best.model) } O erro esta aqui:
best.arima.SLCENT <- get.best.arima(SLCENT, maxord = c(2,2,2,2,2,2)) Error in solve.default(res$hessian * n.used) : Lapack routine dgesv: system is exactly singular
Muito obrigado Carlos P.D.: meu R es R version 2.13.1 (2011-07-08) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: x86_64-pc-mingw32/x64 (64-bit) -- Carlos A. Pombo Sonderblohm PhD Student on Marine Science (Fisheries) Faculdade de Ciências e Tecnología Universidade do Algarve, Campus de Gambelas 8005-139 Faro Portugal Tef. 289 800 905 ext. 7605