Message-ID: <20030430163713.29062.qmail@web12505.mail.yahoo.com>
Date: 2003-04-30T16:37:13Z
From: Kelvin Lam
Subject: Holt Winters Error
In-Reply-To: <Pine.LNX.4.44.0304300815320.26176-100000@gannet.stats>
Here's the time series (Jan 1994 - Dec 1998)
> test5
Jan Feb Mar Apr May Jun Jul Aug Sep
Oct Nov Dec
1994 16.0 17.4 19.2 21.4 24.0 27.0 29.0 29.4
29.4 29.0 28.2 27.0
1995 28.0 31.8 36.0 40.6 45.6 51.0 53.0 51.0
48.6 45.8 42.6 39.0
1996 40.0 46.2 52.8 59.8 67.2 75.0 77.0 72.6
67.8 62.6 57.0 51.0
1997 52.0 60.6 69.6 79.0 88.8 99.0 101.0 94.2
87.0 79.4 71.4 63.0
1998 64.0 75.0 86.4 98.2 110.4 123.0 125.0 115.8
106.2 96.2 85.8 75.0
> HoltWinters(test5,seasonal="mult")
Here's the message I get:
Error in optim(c(0.3, 0.1, 0.1), error, method =
"L-BFGS-B", lower = c(0, :
L-BFGS-B needs finite values of fn"
Thanks again.
--- Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
> That's not an error, but a line of R code.
>
> If you could post an example which generates the
> error and the actual
> error message, we could try to investigate it.
>
> On Tue, 29 Apr 2003, Kel wrote:
>
> > I have come across with the following error while
> > running HoltWinters().
> >
> > optim(c(0.3, 0.1, 0.1), error, method =
> "L-BFGS-B",
> > lower = c(0, 0, 0), upper = c(1, 1, 1))
> >
> > It only happens to multiplicative seasonality but
> not
> > additive. I read the program but still couldn't
> > understand it.
>
> --
> Brian D. Ripley,
> ripley at stats.ox.ac.uk
> Professor of Applied Statistics,
> http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865
> 272861 (self)
> 1 South Parks Road, +44 1865
> 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865
> 272595
>