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arima() in for loop

4 messages · vito muggeo, John Fox, Detlef Steuer +1 more

vito muggeo
# 
hi all,
In a simulation context I'm running in a for loop the arima() function

for( i in 1:1000){
        y<-arima.sim(....)
        out<-arima(y,....)
        ........
         }
Everything works, but after some cycle (10, say) I get error due to the
particular y-values simulated. (E.g., a *frequent* error is "Error in
svd(na.omit(xreg)) : 0 extent dimensions") As a consequence the overall loop
does not continue!

Is it possible to skip the "errors" ? i.e I'd like that, when arima() is not
able to estimate the model, it returns 0, say (or some other object), in
order to allow the loop to go on.

I tried to look inside the code of arima(), but I'm not so expert to find
the solution

Many thanks,
best,
vito

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John Fox
# 
Dear VIto,
At 12:50 PM 10/28/2002 +0100, vito muggeo wrote:
Take a look at the try function, which is designed to trap errors.

Regards,
  John
-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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Detlef Steuer
# 
Hi!

Try the try() command for the parts of your code that fail.
Maybe it?s going to be your friend.

detlef
On 28-Oct-2002 vito muggeo wrote:
"There is no way to peace, peace is the way." -- Ghandi

Detlef Steuer --- http://fawn.unibw-hamburg.de/steuer.html
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Brian Ripley
# 
A case for try(), I think.
On Mon, 28 Oct 2002, vito muggeo wrote: